2 papers
q-fin.TR2026
Robustness in Sequential Decision Making under Evolving Uncertainty: Evidence from High-Frequency Market Making
Ying Chen, Hoa Nguyen, Julian Sester +2
We study sequential decision making under evolving uncertainty in high-frequency financial markets, where changing market dynamics continually challenge static decision policies. W…
cs.LG2025
Deep Switching State Space Model (DSM) for Nonlinear Time Series Forecasting with Regime Switching
Xiuqin Xu, Hanqiu Peng, Ying Chen
Modern time series data often display complex nonlinear dependencies along with irregular regime-switching behaviors. These features present technical challenges in modeling, infer…