3 citations · 3 across the 5 of their papers we have counts for
5 papers
Do LLMs Understand Limit Order Book Dynamics?
Junxiao Chen, Paul Glasserman
A large language model (LLM) trained on synthetic limit order book (LOB) data achieves near perfect scores in generating valid sequences of LOB events. However, the LLM's implicit…
Model-Agnostic FDR Control via Group Gaussian Mirror and Permutation SHAP
Jiaan Han, Junxiao Chen, Yanzhe Fu
Most FDR-controlled feature selection methods are designed for coordinate-wise hypotheses, where each feature has a single weight or importance score. This abstraction fails in seq…
Quantum Pontus--Mpemba Effect in Dissipative Quasiperiodic Chains
Yefeng Song, Junxiao Chen, Xiangyu Yang +3
We investigate how quasiperiodic spatial structure enables protocol-induced acceleration in open quantum systems by analyzing the Pontus-Mpemba effect in one-dimensional chains sub…
CatNet: Controlling the False Discovery Rate in LSTM with SHAP Feature Importance and Gaussian Mirrors
Jiaan Han, Junxiao Chen, Yanzhe Fu
We introduce CatNet, an algorithm that effectively controls False Discovery Rate (FDR) and selects significant features in LSTM. CatNet employs the derivative of SHAP values to qua…
TarGAN: Target-Aware Generative Adversarial Networks for Multi-modality Medical Image Translation
Junxiao Chen, Jia Wei, Rui Li
Paired multi-modality medical images, can provide complementary information to help physicians make more reasonable decisions than single modality medical images. But they are diff…