6 papers
Functional Attentive Interpretable Regression
Haixu Wang, Tianyu Guan, Jiguo Cao
In function-on-function regression, the coefficient surface may exhibit complex support structure---from localized patches to global patterns such as disconnected regions,…
Interpretable additive model for analyzing high-dimensional functional time series
Haixu Wang, Tianyu Guan, Han Lin Shang
High-dimensional functional time series offers a powerful framework for extending functional time series analysis to settings with multiple simultaneous dimensions, capturing both…
Probabilistic Functional Neural Networks
Haixu Wang, Jiguo Cao
High-dimensional functional time series (HDFTS) are often characterized by nonlinear trends and high spatial dimensions. Such data poses unique challenges for modeling and forecast…
Representation learning of dynamic networks
Haixu Wang, Jiguo Cao, Jian Pei
This study presents a novel representation learning model tailored for dynamic networks, which describes the continuously evolving relationships among individuals within a populati…
Option Pricing for the Variance Gamma Model: A New Perspective
Yuanda Chen, Zailei Cheng, Haixu Wang
The variance gamma model is a widely popular model for option pricing in both academia and industry. In this paper, we provide a new perspective for pricing European style options…
Functional Nonlinear Learning
Haixu Wang, Jiguo Cao
Using representations of functional data can be more convenient and beneficial in subsequent statistical models than direct observations. These representations, in a lower-dimensio…