2 citations · 2 across the 6 of their papers we have counts for
5 papers · 1 filter
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…
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…
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…
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…
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…