no code implementations • 24 Sep 2022 • Harry Mamaysky, Yiwen Shen, Hongyu Wu
We develop a novel technique to extract credit-relevant information from the text of quarterly earnings calls.
no code implementations • 4 Nov 2020 • A. Khaled Zarabie, Sanjoy Das, Hongyu Wu
In the first stage, disaggregation of the load into fixed and shiftable components is accomplished by means of a hybrid algorithm consisting of non-negative matrix factorization (NMF) and Gaussian mixture models (GMM), with the latter trained by an expectation-maximization (EM) algorithm.
no code implementations • 6 Feb 2019 • Bo Liu, Hongyu Wu, Yingchen Zhang, Rui Yang, Andrey Bernstein
It can estimate the system state in a low-observability system and has robust estimates without the bad data detection process in the face of multiple bad data.