6 citations · 18 across the 6 of their papers we have counts for
8 papers
ASPO: Constraint-Aware Bayesian Optimization for FPGA-based Soft Processors
Haoran Wu, Ce Guo, Wayne Luk +1
Bayesian Optimization (BO) has shown promise in tuning processor design parameters. However, standard BO does not support constraints involving categorical parameters such as types…
Robust Time Series Causal Discovery for Agent-Based Model Validation
Gene Yu, Ce Guo, Wayne Luk
Agent-Based Model (ABM) validation is crucial as it helps ensuring the reliability of simulations, and causal discovery has become a powerful tool in this context. However, current…
Scalable Time-Series Causal Discovery with Approximate Causal Ordering
Ziyang Jiao, Ce Guo, Wayne Luk
Causal discovery in time-series data presents a significant computational challenge. Standard algorithms are often prohibitively expensive for datasets with many variables or sampl…
Deeper Hedging: A New Agent-based Model for Effective Deep Hedging
Kang Gao, Stephen Weston, Perukrishnen Vytelingum +3
We propose the Chiarella-Heston model, a new agent-based model for improving the effectiveness of deep hedging strategies. This model includes momentum traders, fundamental traders…
MetaML: Automating Customizable Cross-Stage Design-Flow for Deep Learning Acceleration
Zhiqiang Que, Shuo Liu, Markus Rognlien +3
This paper introduces a novel optimization framework for deep neural network (DNN) hardware accelerators, enabling the rapid development of customized and automated design flows. M…
Understanding intra-day price formation process by agent-based financial market simulation: calibrating the extended chiarella model
Kang Gao, Perukrishnen Vytelingum, Stephen Weston +2
This article presents XGB-Chiarella, a powerful new approach for deploying agent-based models to generate realistic intra-day artificial financial price data. This approach is base…
High-frequency financial market simulation and flash crash scenarios analysis: an agent-based modelling approach
Kang Gao, Perukrishnen Vytelingum, Stephen Weston +2
This paper describes simulations and analysis of flash crash scenarios in an agent-based modelling framework. We design, implement, and assess a novel high-frequency agent-based fi…
Learning spatial hearing via innate mechanisms
Yang Chu, Wayne Luk, Dan Goodman
The acoustic cues used by humans and other animals to localise sounds are subtle, and change during and after development. This means that we need to constantly relearn or recalibr…