activity
20242026
most citedSimLOB: Learning Representations of Limited Order Book for Financial Market Simulation

2 citations · 2 across the 6 of their papers we have counts for

collaborators

7 papers

cs.NE2026

Advanced Multimodal Learning for Seizure Detection and Prediction: Concept, Challenges, and Future Directions

Ijaz Ahmad, Faizan Ahmad, Sunday Timothy Aboyeji +5

Epilepsy is a chronic neurological disorder characterized by recurrent unprovoked seizures, affects over 50 million people worldwide, and poses significant risks, including sudden…

cs.LG2025

From Observations to Parameters: Detecting Changepoint in Nonlinear Dynamics with Simulation-based Inference

Xiangbo Deng, Cheng Chen, Peng Yang

Detecting regime shifts in chaotic time series is hard because observation-space signals are entangled with intrinsic variability. We propose Parameter--Space Changepoint Detection…

cs.SE2025

Detecting Malicious Intents in Smart Contracts with Pre-trained Programming Language Models

Youwei Huang, Jianwen Li, Bin Hu +3

Malicious developer intents in smart contracts constitute significant security threats to decentralized applications, leading to substantial economic losses. Prior work introduced…

q-fin.CP2025

Detecting Multilevel Manipulation from Limit Order Book via Cascaded Contrastive Representation Learning

Yushi Lin, Peng Yang

Trade-based manipulation (TBM) undermines the fairness and stability of financial markets drastically. Spoofing, one of the most covert and deceptive TBM strategies, exhibits compl…

cs.CE2025

Representation Learning of Limit Order Book: A Comprehensive Study and Benchmarking

Muyao Zhong, Yushi Lin, Peng Yang

The Limit Order Book (LOB), the mostly fundamental data of the financial market, provides a fine-grained view of market dynamics while poses significant challenges in dealing with…

cs.CE2025

Time Series Analysis in Frequency Domain: A Survey of Open Challenges, Opportunities and Benchmarks

Qianru Zhang, Yuting Sun, Honggang Wen +6

Frequency-domain analysis has emerged as a powerful paradigm for time series analysis, offering unique advantages over traditional time-domain approaches while introducing new theo…

cs.CE2024★ 2 cited

SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation

Yuanzhe Li, Yue Wu, Muyao Zhong +2

Financial market simulation (FMS) serves as a promising tool for understanding market anomalies and the underlying trading behaviors. To ensure high-fidelity simulations, it is cru…