47 citations · 68 across the 10 of their papers we have counts for
3 papers · 1 filter
Deep Learning Statistical Arbitrage
Jorge Guijarro-Ordonez, Markus Pelger, Greg Zanotti
Statistical arbitrage exploits temporal price differences between similar assets. We develop a unifying conceptual framework for statistical arbitrage and a novel data driven solut…
Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance Tradeoff
Jose Blanchet, Fernando Hernandez, Viet Anh Nguyen +2
Missing time-series data is a prevalent practical problem. Imputation methods in time-series data often are applied to the full panel data with the purpose of training a model for…
TextGNN: Improving Text Encoder via Graph Neural Network in Sponsored Search
Jason Yue Zhu, Yanling Cui, Yuming Liu +7
Text encoders based on C-DSSM or transformers have demonstrated strong performance in many Natural Language Processing (NLP) tasks. Low latency variants of these models have also b…