6 citations · 22 across the 7 of their papers we have counts for
4 papers · 1 filter
Predicting Daily Trading Volume via Various Hidden States
Shaojun Ma, Pengcheng Li
Predicting intraday trading volume plays an important role in trading alpha research. Existing methods such as rolling means(RM) and a two-states based Kalman Filtering method have…
Neural Monge Map estimation and its applications
Jiaojiao Fan, Shu Liu, Shaojun Ma +2
Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another. Neural network base…
Mean Field Game GAN
Shaojun Ma, Haomin Zhou, Hongyuan Zha
We propose a novel mean field games (MFGs) based GAN(generative adversarial network) framework. To be specific, we utilize the Hopf formula in density space to rewrite MFGs as a pr…
Learning High Dimensional Wasserstein Geodesics
Shu Liu, Shaojun Ma, Yongxin Chen +2
We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions. By applying the method of Lagran…