3 citations · 3 across the 3 of their papers we have counts for
3 papers
cs.LG2025
TNStream: Applying Tightest Neighbors to Micro-Clusters to Define Multi-Density Clusters in Streaming Data
Qifen Zeng, Haomin Bao, Yuanzhuo Hu +3
In data stream clustering, systematic theory of stream clustering algorithms remains relatively scarce. Recently, density-based methods have gained attention. However, existing alg…
q-fin.TR2024★ 3 cited
Reinforcement Learning in High-frequency Market Making
Yuheng Zheng, Zihan Ding
This paper establishes a new and comprehensive theoretical analysis for the application of reinforcement learning (RL) in high-frequency market making. We bridge the modern RL theo…
stat.ME2024
When can weak latent factors be statistically inferred?
Jianqing Fan, Yuling Yan, Yuheng Zheng
This article establishes a new and comprehensive estimation and inference theory for principal component analysis (PCA) under the weak factor model that allow for cross-sectional d…