28 citations · 43 across the 9 of their papers we have counts for
9 papers
ESG as Priced Crash Insurance: State-Dependent Tail Risk and Deconfounding Evidence
Jiayu Yi, Minxuan Hu, Wenxi Sun +1
This research establishes ESG as a state dependent insurance mechanism against equity crashes by addressing the decoupling of unconditional alpha from tail risk resilience. By vali…
Riemannian Multinomial Logistics Regression for SPD Neural Networks
Ziheng Chen, Yue Song, Gaowen Liu +3
Deep neural networks for learning Symmetric Positive Definite (SPD) matrices are gaining increasing attention in machine learning. Despite the significant progress, most existing S…
The Dark Side of Explanations: Poisoning Recommender Systems with Counterfactual Examples
Ziheng Chen, Fabrizio Silvestri, Jia Wang +2
Deep learning-based recommender systems have become an integral part of several online platforms. However, their black-box nature emphasizes the need for explainable artificial int…
Adaptive Log-Euclidean Metrics for SPD Matrix Learning
Ziheng Chen, Yue Song, Tianyang Xu +3
Symmetric Positive Definite (SPD) matrices have received wide attention in machine learning due to their intrinsic capacity to encode underlying structural correlation in data. Man…
GREASE: Generate Factual and Counterfactual Explanations for GNN-based Recommendations
Ziheng Chen, Fabrizio Silvestri, Jia Wang +4
Recently, graph neural networks (GNNs) have been widely used to develop successful recommender systems. Although powerful, it is very difficult for a GNN-based recommender system t…
DreamNet: A Deep Riemannian Network based on SPD Manifold Learning for Visual Classification
Rui Wang, Xiao-Jun Wu, Ziheng Chen +2
Image set-based visual classification methods have achieved remarkable performance, via characterising the image set in terms of a non-singular covariance matrix on a symmetric pos…
RLOP: RL Methods in Option Pricing from a Mathematical Perspective
Ziheng Chen
Abstract In this work, we build two environments, namely the modified QLBS and RLOP models, from a mathematics perspective which enables RL methods in option pricing through replic…
Riemannian Local Mechanism for SPD Neural Networks
Ziheng Chen, Tianyang Xu, Xiao-Jun Wu +3
The Symmetric Positive Definite (SPD) matrices have received wide attention for data representation in many scientific areas. Although there are many different attempts to develop…
ReLAX: Reinforcement Learning Agent eXplainer for Arbitrary Predictive Models
Ziheng Chen, Fabrizio Silvestri, Jia Wang +3
Counterfactual examples (CFs) are one of the most popular methods for attaching post-hoc explanations to machine learning (ML) models. However, existing CF generation methods eithe…