7 citations · 12 across the 5 of their papers we have counts for
Showing cs.LGShow all
3 papers · 1 filter
cs.LG2026
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…
cs.LG2025★ 7 cited
Cross-Modal Temporal Fusion for Financial Market Forecasting
Yunhua Pei, John Cartlidge, Anandadeep Mandal +3
Accurate forecasting in financial markets requires integrating diverse data sources, from historical prices to macroeconomic indicators and financial news. However, existing models…
cs.LG2024★ 5 cited
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…