3 papers
q-fin.ST2021
Theory and Applications of Financial Chaos Index
Masoud Ataei, Shengyuan Chen, Zijiang Yang +1
We develop a new stock market index that captures the chaos existing in the market by measuring the mutual changes of asset prices. This new index relies on a tensor-based embeddin…
math.OC2019
A Geometrical Branch-and-Price (GEOM-BP) Algorithm for Big Bin Packing Problems
Masoud Ataei, Shengyuan Chen
Bin packing problem examines the minimum number of identical bins needed to pack a set of items of various weights. This problem arises in various areas of the artificial intellige…
stat.ML2018
Lehmer Transform and its Theoretical Properties
Masoud Ataei, Shengyuan Chen, Xiaogang Wang
We propose a new class of transforms that we call {\it Lehmer Transform} which is motivated by the {\it Lehmer mean function}. The proposed {\it Lehmer transform} decomposes a func…