research
∙
09/04/2023
ATMS: Algorithmic Trading-Guided Market Simulation
The effective construction of an Algorithmic Trading (AT) strategy often...
share
research
∙
05/16/2023
Transfer Causal Learning: Causal Effect Estimation with Knowledge Transfer
A novel problem of improving causal effect estimation accuracy with the ...
research
∙
01/26/2023
Causal Structural Learning from Time Series: A Convex Optimization Approach
Structural learning, which aims to learn directed acyclic graphs (DAGs) ...
research
∙
01/26/2023
Causal Graph Discovery from Self and Mutually Exciting Time Series
We present a generalized linear structural causal model, coupled with a ...
research
∙
11/28/2022
Online Kernel CUSUM for Change-Point Detection
We develop an online kernel Cumulative Sum (CUSUM) procedure, which cons...
research
∙
10/26/2022
Optimal Sub-sampling to Boost Power of Kernel Sequential Change-point Detection
We present a novel scheme to boost detection power for kernel maximum me...
research
∙
09/09/2022
Granger Causal Chain Discovery for Sepsis-Associated Derangements via Multivariate Hawkes Processes
Modern health care systems are conducting continuous, automated surveill...
research
∙
06/04/2021
Inferring Granger Causality from Irregularly Sampled Time Series
Continuous, automated surveillance systems that incorporate machine lear...
research
∙
02/24/2021
Noisy Gradient Descent Converges to Flat Minima for Nonconvex Matrix Factorization
Numerous empirical evidences have corroborated the importance of noise i...
research
∙
01/26/2021
Inferring serial correlation with dynamic backgrounds
Sequential data with serial correlation and an unknown, unstructured, an...
research
∙
06/16/2020
