most citedSymphony in the Latent Space: Provably Integrating High-dimensional Techniques with Non-linear Machine Learning Models

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cs.LG2026

A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting

Jing Liu, Maria Grith, Xiaowen Dong +1

This paper studies cross-market return predictability through a machine learning framework that preserves economic structure. Exploiting the non-overlapping trading hours of the U.…

cs.LG2022★ 1 cited

Symphony in the Latent Space: Provably Integrating High-dimensional Techniques with Non-linear Machine Learning Models

Qiong Wu, Jian Li, Zhenming Liu +2

This paper revisits building machine learning algorithms that involve interactions between entities, such as those between financial assets in an actively managed portfolio, or int…