Search Results for author: Dong Zhou

Found 11 papers, 2 papers with code

Complementary Fourier single-pixel imaging

no code implementations2 Aug 2021 Dong Zhou, Jie Cao, Huan Cui, Qun Hao, Bing-Kun Chen, Kai Lin

The complementary nature of Fourier patterns based on a four-step phase-shift algorithm is combined with the complementary nature of a digital micromirror device.

Optimization of retina-like illumination patterns in ghost imaging

no code implementations2 Aug 2021 Jie Cao, Dong Zhou, Ying-Qiang Zhang, Huan Cui, Fang-Hua Zhang, Qun Hao

This proposed method is verified by simulations and experiments compared with conventional GI, retina-like GI and GI using patterns optimized by principal component analysis.

Compressive Sensing

Deep Risk Model: A Deep Learning Solution for Mining Latent Risk Factors to Improve Covariance Matrix Estimation

no code implementations12 Jul 2021 Hengxu Lin, Dong Zhou, Weiqing Liu, Jiang Bian

Modeling and managing portfolio risk is perhaps the most important step to achieve growing and preserving investment performance.

Learning Multiple Stock Trading Patterns with Temporal Routing Adaptor and Optimal Transport

1 code implementation24 Jun 2021 Hengxu Lin, Dong Zhou, Weiqing Liu, Jiang Bian

In this paper, we propose a novel architecture, Temporal Routing Adaptor (TRA), to empower existing stock prediction models with the ability to model multiple stock trading patterns.

Stock Prediction

Universal Trading for Order Execution with Oracle Policy Distillation

no code implementations28 Jan 2021 Yuchen Fang, Kan Ren, Weiqing Liu, Dong Zhou, Weinan Zhang, Jiang Bian, Yong Yu, Tie-Yan Liu

As a fundamental problem in algorithmic trading, order execution aims at fulfilling a specific trading order, either liquidation or acquirement, for a given instrument.

Algorithmic Trading

GenAD: General Representations of Multivariate Time Series for Anomaly Detection

no code implementations1 Jan 2021 Xiaolei Hua, Su Wang, Lin Zhu, Dong Zhou, Junlan Feng, Yiting Wang, Chao Deng, Shuo Wang, Mingtao Mei

However, due to complex correlations and various temporal patterns of large-scale multivariate time series, a general unsupervised anomaly detection model with higher F1-score and Timeliness remains a challenging task.

Time Series Unsupervised Anomaly Detection

Manifold Learning-based Word Representation Refinement Incorporating Global and Local Information

no code implementations COLING 2020 Wenyu Zhao, Dong Zhou, Lin Li, Jinjun Chen

Our second method refines word representations by aligning original and re-fined embedding spaces based on local tangent space instead of performing weighted locally linear combination twice.

Semantic Similarity Semantic Textual Similarity +2

Qlib: An AI-oriented Quantitative Investment Platform

1 code implementation22 Sep 2020 Xiao Yang, Weiqing Liu, Dong Zhou, Jiang Bian, Tie-Yan Liu

Quantitative investment aims to maximize the return and minimize the risk in a sequential trading period over a set of financial instruments.

Portfolio Optimization Stock Market Prediction

Scaling Nakamoto Consensus to Thousands of Transactions per Second

no code implementations10 May 2018 Chenxing Li, Peilun Li, Dong Zhou, Wei Xu, Fan Long

The Conflux consensus protocol represents relationships between blocks as a direct acyclic graph and achieves consensus on a total order of the blocks.

Distributed, Parallel, and Cluster Computing

Driving maneuvers prediction based on cognition-driven and data-driven method

no code implementations8 May 2018 Dong Zhou, Huimin Ma, Yuhan Dong

To overcome this challenge, we propose a novel method that combines both the cognition-driven model and the data-driven model.

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