116 citations · 266 across the 24 of their papers we have counts for
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q-fin.ST2022★ 1 cited
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…
cs.LG2022★ 6 cited
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…
cs.LG2022★ 58 cited
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…