2 papers
cs.LG2023
Performative Federated Learning: A Solution to Model-Dependent and Heterogeneous Distribution Shifts
Kun Jin, Tongxin Yin, Zhongzhu Chen +4
We consider a federated learning (FL) system consisting of multiple clients and a server, where the clients aim to collaboratively learn a common decision model from their distribu…
q-fin.TR2021
The Price Impact of Generalized Order Flow Imbalance
Yuhan Su, Zeyu Sun, Jiarong Li +1
Order flow imbalance can explain short-term changes in stock price. This paper considers the change of non-minimum quotation units in real transactions, and proposes a generalized…