2 citations · 2 across the 2 of their papers we have counts for
2 papers
cs.AI2025
The Subset Sum Matching Problem
Yufei Wu, Manuel R. Torres, Parisa Zehtabi +4
This paper presents a new combinatorial optimisation task, the Subset Sum Matching Problem (SSMP), which is an abstraction of common financial applications such as trades reconcili…
q-fin.TR2021★ 2 cited
How Robust are Limit Order Book Representations under Data Perturbation?
Yufei Wu, Mahmoud Mahfouz, Daniele Magazzeni +1
The success of machine learning models in the financial domain is highly reliant on the quality of the data representation. In this paper, we focus on the representation of limit o…