116 citations · 215 across the 6 of their papers we have counts for
6 papers
DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift
Defu Cao, Yousef El-Laham, Loc Trinh +2
In electronic trading markets, limit order books (LOBs) provide information about pending buy/sell orders at various price levels for a given security. Recently, there has been a g…
Counterfactual Neural Temporal Point Process for Estimating Causal Influence of Misinformation on Social Media
Yizhou Zhang, Defu Cao, Yan Liu
Recent years have witnessed the rise of misinformation campaigns that spread specific narratives on social media to manipulate public opinions on different areas, such as politics…
When Physics Meets Machine Learning: A Survey of Physics-Informed Machine Learning
Chuizheng Meng, Sungyong Seo, Defu Cao +2
Physics-informed machine learning (PIML), referring to the combination of prior knowledge of physics, which is the high level abstraction of natural phenomenons and human behaviour…
Spectral Temporal Graph Neural Network for Trajectory Prediction
Defu Cao, Jiachen Li, Hengbo Ma +1
An effective understanding of the contextual environment and accurate motion forecasting of surrounding agents is crucial for the development of autonomous vehicles and social mobi…
Spectral Temporal Graph Neural Network for Multivariate Time-series Forecasting
Defu Cao, Yujing Wang, Juanyong Duan +8
Multivariate time-series forecasting plays a crucial role in many real-world applications. It is a challenging problem as one needs to consider both intra-series temporal correlati…
Multivariate Time-series Anomaly Detection via Graph Attention Network
Hang Zhao, Yujing Wang, Juanyong Duan +7
Anomaly detection on multivariate time-series is of great importance in both data mining research and industrial applications. Recent approaches have achieved significant progress…