28 citations · 120 across the 23 of their papers we have counts for
4 papers · 1 filter
Equity2Vec: End-to-end Deep Learning Framework for Cross-sectional Asset Pricing
Qiong Wu, Christopher G. Brinton, Zheng Zhang +3
Pricing assets has attracted significant attention from the financial technology community. We observe that the existing solutions overlook the cross-sectional effects and not full…
Reward Advancement: Transforming Policy under Maximum Causal Entropy Principle
Guojun Wu, Yanhua Li, Zhenming Liu +4
Many real-world human behaviors can be characterized as a sequential decision making processes, such as urban travelers choices of transport modes and routes (Wu et al. 2017). Diff…
Adaptive Reduced Rank Regression
Qiong Wu, Felix Ming Fai Wong, Zhenming Liu +2
We study the low rank regression problem $\my = M\mx + ε$, where $\mx$ and $\my$ are and dimensional vectors respectively. We consider the extreme high-dimensional sett…
DistCache: Provable Load Balancing for Large-Scale Storage Systems with Distributed Caching
Zaoxing Liu, Zhihao Bai, Zhenming Liu +5
Load balancing is critical for distributed storage to meet strict service-level objectives (SLOs). It has been shown that a fast cache can guarantee load balancing for a clustered…