8 citations · 20 across the 12 of their papers we have counts for
3 papers · 1 filter
Complexity-based Financial Stress Evaluation
Hongjian Xiao, Yao Lei Xu, Danilo P. Mandic
Financial markets typically exhibit dynamically complex properties as they undergo continuous interactions with economic and environmental factors. The Efficient Market Hypothesis…
Hyper-GST: Predict Metro Passenger Flow Incorporating GraphSAGE, Hypergraph, Social-meaningful Edge Weights and Temporal Exploitation
Yuyang Miao, Yao Xu, Danilo Mandic
Predicting metro passenger flow precisely is of great importance for dynamic traffic planning. Deep learning algorithms have been widely applied due to their robust performance in…
Graph-Regularized Tensor Regression: A Domain-Aware Framework for Interpretable Multi-Way Financial Modelling
Yao Lei Xu, Kriton Konstantinidis, Danilo P. Mandic
Analytics of financial data is inherently a Big Data paradigm, as such data are collected over many assets, asset classes, countries, and time periods. This represents a challenge…