6 citations · 19 across the 13 of their papers we have counts for
14 papers
A Column-Wise Update Algorithm for Sparse Stochastic Matrix Factorization
Guiyun Xiao, Zheng-Jian Bai, Wai-Ki Ching
Nonnegative matrix factorization arises widely in machine learning and data analysis. In this paper, for a given factorization of rank r, we consider the sparse stochastic matrix f…
Discrimination of attractors with noisy nodes in Boolean networks
Xiaoqing Cheng, Wai-Ki Ching, Sini Guo +1
Observing the internal state of the whole system using a small number of sensor nodes is important in analysis of complex networks. Here, we study the problem of determining the mi…
On the Compressive Power of Boolean Threshold Autoencoders
Avraham A. Melkman, Sini Guo, Wai-Ki Ching +2
An autoencoder is a layered neural network whose structure can be viewed as consisting of an encoder, which compresses an input vector of dimension to a vector of low dimension…
Optimal Liquidation Problems in a Randomly-Terminated Horizon
Qing-Qing Yang, Wai-Ki Ching, Jia-Wen Gu +1
In this paper, we study optimal liquidation problems in a randomly-terminated horizon. We consider the liquidation of a large single-asset portfolio with the aim of minimizing a co…
Generalized Optimal Liquidation Problems Across Multiple Trading Venues
Qing-Qing Yang, Wai-Ki Ching, Jia-Wen Gu +1
In this paper, we generalize the Almgren-Chriss's market impact model to a more realistic and flexible framework and employ it to derive and analyze some aspects of optimal liquida…
Interacting Default Intensity with Hidden Markov Process
Feng-Hui Yu, Wai-Ki Ching, Jia-Wen Gu +1
In this paper we consider a reduced-form intensity-based credit risk model with a hidden Markov state process. A filtering method is proposed for extracting the underlying state gi…