10 citations · 29 across the 25 of their papers we have counts for
4 papers · 1 filter
Understanding the Inner Workings of a State-Space Foundation Model for Limit Order Books
Valentin Mohl, Alexandre Bismuth, Aramis Marti-Shahandeh +6
Autoregressive foundation models offer state-of-the-art capabilities to simulate the market by generating the message flow of limit order books (LOBs). Yet, without understanding t…
20,000 Rotation Periods in Nearby Open Clusters and Moving Groups from ZTF and ASAS-SN
Yuxi Lu
Open clusters provide uniquely powerful laboratories for studying stellar evolution because their members share a common age and chemical composition. Stellar rotation of low-mass…
Gaussian Boson Sampling for Asset Clustering in Statistical Arbitrage Portfolios
Dayne Marcus Lopena, Daniel Buguks, Zhenghao Li +7
Gaussian Boson Sampling (GBS) provides a native photonic quantum heuristic for sampling dense subgraphs from adjacency matrices, offering a scalable physical approach to combinator…
Data-Driven Graph Filters via Adaptive Spectral Shaping
Dylan Sandfelder, Mihai Cucuringu, Xiaowen Dong
We introduce Adaptive Spectral Shaping, a data-driven framework for graph filtering that learns a reusable baseline spectral kernel and modulates it with a small set of Gaussian fa…