11 citations · 16 across the 9 of their papers we have counts for
9 papers
Latent Laplace Diffusion for Irregular Multivariate Time Series
Zinuo You, Jin Zheng, John Cartlidge
Irregular multivariate time series impose a trade-off for long-horizon forecasting: discrete methods can distort temporal structure via re-gridding, while continuous-time models of…
Market Regime Council for Dynamic Credit Assignment in Multi-Agent LLM Decision Systems
Yunhua Pei, Zerui Ge, Jin Zheng +1
Multi-agent LLM decision systems for portfolio management still lack a principled way to assign credit across specialist agents, remain vulnerable to cold-start dominance under reg…
Contrast to Detect: Dynamic Graph Contrastive Regularization for Unsupervised Anomaly Detection in Multivariate Time Series
Yunhua Pei, Zixing Song, Jin Zheng +1
Anomaly detection in multivariate time series (MTS) is hindered by dynamic inter-variable dependencies and feature entanglement under spectral noise, and in practice, is further co…
Systemic Risk in DeFi: A Network-Based Fragility Analysis of TVL Dynamics
Shiyu Zhang, Zining Wang, Jin Zheng +1
Systemic risk refers to the overall vulnerability arising from the high degree of interconnectedness and interdependence within the financial system. In the rapidly developing dece…
How Wide and How Deep? Mitigating Over-Squashing of GNNs via Channel Capacity Constrained Estimation
Zinuo You, Jin Zheng, John Cartlidge
Existing graph neural networks typically rely on heuristic choices for hidden dimensions and propagation depths, which often lead to severe information loss during propagation, kno…
VMDNet: Temporal Leakage-Free Variational Mode Decomposition for Electricity Demand Forecasting
Weibin Feng, Ran Tao, John Cartlidge +1
Accurate electricity demand forecasting is challenging due to the strong multi-periodicity of real-world demand series, which makes effective modeling of recurrent temporal pattern…
Deep Reinforcement Learning for Optimal Asset Allocation Using DDPG with TiDE
Rongwei Liu, Jin Zheng, John Cartlidge
The optimal asset allocation between risky and risk-free assets is a persistent challenge due to the inherent volatility in financial markets. Conventional methods rely on strict d…
Dynamic Graph Representation with Contrastive Learning for Financial Market Prediction: Integrating Temporal Evolution and Static Relations
Yunhua Pei, Jin Zheng, John Cartlidge
Temporal Graph Learning (TGL) is crucial for capturing the evolving nature of stock markets. Traditional methods often ignore the interplay between dynamic temporal changes and sta…
Multi-relational Graph Diffusion Neural Network with Parallel Retention for Stock Trends Classification
Zinuo You, Pengju Zhang, Jin Zheng +1
Stock trend classification remains a fundamental yet challenging task, owing to the intricate time-evolving dynamics between and within stocks. To tackle these two challenges, we p…