Search Results for author: Soong Moon Kang

Found 2 papers, 0 papers with code

Forecasting Financial Market Structure from Network Features using Machine Learning

no code implementations22 Oct 2021 Douglas Castilho, Tharsis T. P. Souza, Soong Moon Kang, João Gama, André C. P. L. F. de Carvalho

For such, market structure is modeled as a dynamic asset network by quantifying time-dependent co-movement of asset price returns across company constituents of major global market indices.

BIG-bench Machine Learning Management

Tomography of the London Underground: a Scalable Model for Origin-Destination Data

no code implementations NeurIPS 2017 Nicolò Colombo, Ricardo Silva, Soong Moon Kang

The paper addresses the classical network tomography problem of inferring local traffic given origin-destination observations.

Variational Inference

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