682 citations · 2.5k across the 94 of their papers we have counts for
95 papers
Detecting Financial Market Manipulation with Statistical Physics Tools
Haochen Li, Maria Polukarova, Carmine Ventre
We take inspiration from statistical physics to develop a novel conceptual framework for the analysis of financial markets. We model the order book dynamics as a motion of particle…
An Empirical Analysis on Financial Markets: Insights from the Application of Statistical Physics
Haochen Li, Yi Cao, Maria Polukarov +1
In this study, we introduce a physical model inspired by statistical physics for predicting price volatility and expected returns by leveraging Level 3 order book data. By drawing…
Quasi-lisse vertex (super)algebras
Hao Li
We study quasi-lisse vertex (super)algebras and establish new finiteness conditions for the convergence of genus-zero and genus-one -point correlation functions.
Direct observation of chiral edge current at zero magnetic field in odd-layer MnBiTe
Jinjiang Zhu, Yang Feng, Xiaodong Zhou +14
The chiral edge current is the boundary manifestation of the Chern number of a quantum anomalous Hall (QAH) insulator. Its direct observation is assumed to require well-quantized H…
WiCo: Win-win Cooperation of Bottom-up and Top-down Referring Image Segmentation
Zesen Cheng, Peng Jin, Hao Li +5
The top-down and bottom-up methods are two mainstreams of referring segmentation, while both methods have their own intrinsic weaknesses. Top-down methods are chiefly disturbed by…
Telecom-band integrated multimode photonic quantum memory
Xueying Zhang, Bin Zhang, Shihai Wei +11
Telecom-band integrated quantum memory is an elementary building block for developing quantum networks compatible with fiber communication infrastructures. Towards such a network w…