15 citations · 28 across the 5 of their papers we have counts for
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cs.LG2023★ 15 cited
ST-MLP: A Cascaded Spatio-Temporal Linear Framework with Channel-Independence Strategy for Traffic Forecasting
Zepu Wang, Yuqi Nie, Peng Sun +3
The criticality of prompt and precise traffic forecasting in optimizing traffic flow management in Intelligent Transportation Systems (ITS) has drawn substantial scholarly focus. S…
q-fin.PM2023★ 1 cited
Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network
Xiaoyue Li, John M. Mulvey
Optimal execution of a portfolio have been a challenging problem for institutional investors. Traders face the trade-off between average trading price and uncertainty, and traditio…