3 papers
cs.LG2025
Fairness in Survival Analysis: A Novel Conditional Mutual Information Augmentation Approach
Tianyang Xie, Yong Ge
Survival analysis, a vital tool for predicting the time to event, has been used in many domains such as healthcare, criminal justice, and finance. Like classification tasks, surviv…
q-fin.PM2021
Multivariate Pair Trading by Volatility & Model Adaption Trade-off
Chenyanzi Yu, Tianyang Xie
Pair trading is one of the most discussed topics among financial researches. Despite a growing base of work, portfolio management for multivariate time series is rarely discussed.…
cs.LG2020
Forecasting with Multiple Seasonality
Tianyang Xie, Jie Ding
An emerging number of modern applications involve forecasting time series data that exhibit both short-time dynamics and long-time seasonality. Specifically, time series with multi…