no code implementations • 5 Jun 2023 • Shiqi Gong, Shuaiqiang Liu, Danny D. Sun
Furthermore, we find that the stamp duty rate is a critical factor in market making, with a negative impact on both the profit of the market maker and the liquidity of the market.
1 code implementation • 13 Apr 2022 • Peiyan Hu, Qi Meng, Bingguang Chen, Shiqi Gong, Yue Wang, Wei Chen, Rongchan Zhu, Zhi-Ming Ma, Tie-Yan Liu
Stochastic partial differential equations (SPDEs) are significant tools for modeling dynamics in many areas including atmospheric sciences and physics.
no code implementations • 8 Jun 2021 • Shiqi Gong, Qi Meng, Yue Wang, Lijun Wu, Wei Chen, Zhi-Ming Ma, Tie-Yan Liu
In this paper, to reduce the reliance on the numerical solver, we propose to enhance the supervised signal in the training of NODE.
no code implementations • 24 Jun 2020 • Qi Meng, Shiqi Gong, Wei Chen, Zhi-Ming Ma, Tie-Yan Liu
Specifically, we show that the covariance of the noise of SGD in the local region of the local minima is a quadratic function of the state.
