26 citations · 32 across the 11 of their papers we have counts for
11 papers
Space-Invariant Projection in Streaming Network Embedding
Yanwen Zhang, Huiwen Wang, Jichang Zhao
Newly arriving nodes in dynamics networks would gradually make the node embedding space drifted and the retraining of node embedding and downstream models indispensable. An exact t…
Enhancing the SVD Compression
Huiwen Wang, Yanwen Zhang, Jichang Zhao
Orthonormality is the foundation of matrix decomposition. For example, Singular Value Decomposition (SVD) implements the compression by factoring a matrix with orthonormal parts an…
Forecasting open-high-low-close data contained in candlestick chart
Huiwen Wang, Wenyang Huang, Shanshan Wang
Forecasting the (open-high-low-close)OHLC data contained in candlestick chart is of great practical importance, as exemplified by applications in the field of finance. Typically, t…
Dimension reduction of open-high-low-close data in candlestick chart based on pseudo-PCA
Wenyang Huang, Huiwen Wang, Shanshan Wang
The (open-high-low-close) OHLC data is the most common data form in the field of finance and the investigate object of various technical analysis. With increasing features of OHLC…
Sparse Correspondence Analysis for Contingency Tables
Ruiping Liu, Ndeye Niang, Gilbert Saporta +1
Since the introduction of the lasso in regression, various sparse methods have been developed in an unsupervised context like sparse principal component analysis (s-PCA), sparse ca…
The emergence of critical stocks in market crash
Shan Lu, Jichang Zhao, Huiwen Wang
In complex systems like financial market, risk tolerance of individuals is crucial for system resilience.The single-security price limit, designed as risk tolerance to protect inve…
A Flexible Spatial Autoregressive Modelling Framework for Mixed Covariates of Multiple Data Types
Huiwen Wang, Tingting Huang, Shanshan Wang
Mixed spatial autoregressive (SAR) models with numerical covariates have been well studied. However, as non-numerical data, such as functional data and compositional data, receive…
Spatial Functional Linear Model and its Estimation Method
Tingting Huang, Gilbert Saporta, Huiwen Wang +1
The classical functional linear regression model (FLM) and its extensions, which are based on the assumption that all individuals are mutually independent, have been well studied a…
Aggregating multiple types of complex data in stock market prediction: A model-independent framework
Huiwen Wang, Shan Lu, Jichang Zhao
The increasing richness in volume, and especially types of data in the financial domain provides unprecedented opportunities to understand the stock market more comprehensively and…
The Power of Trading Polarity: Evidence from China Stock Market Crash
Shan Lu, Jichang Zhao, Huiwen Wang
The imbalance of buying and selling functions profoundly in the formation of market trends, however, a fine-granularity investigation of the imbalance is still missing. This paper…
Herding boosts too-connected-to-fail risk in stock market of China
Shan Lu, Jichang Zhao, Huiwen Wang +1
The crowd panic and its contagion play non-negligible roles at the time of the stock crash, especially for China where inexperienced investors dominate the market. However, existin…