1 citations · 1 across the 1 of their papers we have counts for
3 papers
stat.ME2021
An Encoding Approach for Stable Change Point Detection
Xiaodong Wang, Fushing Hsieh
Without imposing prior distributional knowledge underlying multivariate time series of interest, we propose a nonparametric change-point detection approach to estimate the number o…
stat.ME2021★ 1 cited
Discovering Multiple Phases of Dynamics by Dissecting Multivariate Time Series
Xiaodong Wang, Fushing Hsieh
We proposed a data-driven approach to dissect multivariate time series in order to discover multiple phases underlying dynamics of complex systems. This computing approach is devel…
q-fin.ST2021
Unraveling S&P500 stock volatility and networks -- An encoding-and-decoding approach
Xiaodong Wang, Fushing Hsieh
Volatility of financial stock is referring to the degree of uncertainty or risk embedded within a stock's dynamics. Such risk has been received huge amounts of attention from diver…