activity
20102021
most citedTwitter mood predicts the stock market

5.2k citations · 5.3k across the 8 of their papers we have counts for

collaborators

9 papers

eess.SY2021★ 1 cited

Multiple Dynamic Pricing for Demand Response with Adaptive Clustering-based Customer Segmentation in Smart Grids

Fanlin Meng, Qian Ma, Zixu Liu +1

In this paper, we propose a realistic multiple dynamic pricing approach to demand response in the retail market. First, an adaptive clustering-based customer segmentation framework…

cs.CV2021★ 5 cited

UPANets: Learning from the Universal Pixel Attention Networks

Ching-Hsun Tseng, Shin-Jye Lee, Jia-Nan Feng +5

Among image classification, skip and densely-connection-based networks have dominated most leaderboards. Recently, from the successful development of multi-head attention in natura…

cs.LG2021★ 17 cited

Adaptive Weighting Scheme for Automatic Time-Series Data Augmentation

Elizabeth Fons, Paula Dawson, Xiao-jun Zeng +2

Data augmentation methods have been shown to be a fundamental technique to improve generalization in tasks such as image, text and audio classification. Recently, automated augment…

q-fin.ST2020

Augmenting transferred representations for stock classification

Elizabeth Fons, Paula Dawson, Xiao-jun Zeng +2

Stock classification is a challenging task due to high levels of noise and volatility of stocks returns. In this paper we show that using transfer learning can help with this task,…

q-fin.ST2020★ 2 cited

Evaluating data augmentation for financial time series classification

Elizabeth Fons, Paula Dawson, Xiao-jun Zeng +2

Data augmentation methods in combination with deep neural networks have been used extensively in computer vision on classification tasks, achieving great success; however, their us…

cs.CE2019

A novel dynamic asset allocation system using Feature Saliency Hidden Markov models for smart beta investing

Elizabeth Fons, Paula Dawson, Jeffrey Yau +2

The financial crisis of 2008 generated interest in more transparent, rules-based strategies for portfolio construction, with Smart beta strategies emerging as a trend among institu…

eess.SY2016★ 31 cited

An Integrated Optimization + Learning Approach to Optimal Dynamic Pricing for the Retailer with Multi-type Customers in Smart Grids

Fanlin Meng, Xiao-Jun Zeng, Yan Zhang +2

In this paper, we consider a realistic and meaningful scenario in the context of smart grids where an electricity retailer serves three different types of customers, i.e., customer…

eess.SY2015

A Hybrid Optimization Approach to Demand Response Management for the Smart Grid

Fan-Lin Meng, Xiao-Jun Zeng

This paper proposes a hybrid approach to optimal day-ahead pricing for demand response management. At the customer-side, compared with the existing work, a detailed, comprehensive…

cs.CE2010★ 5.2k cited

Twitter mood predicts the stock market

Johan Bollen, Huina Mao, Xiao-Jun Zeng

Behavioral economics tells us that emotions can profoundly affect individual behavior and decision-making. Does this also apply to societies at large, i.e., can societies experienc…