no code implementations • 16 Jul 2021 • Shaojun Ma, Pengcheng Li
Predicting intraday trading volume plays an important role in trading alpha research.
1 code implementation • 7 Jun 2021 • Jiaojiao Fan, Shu Liu, Shaojun Ma, Haomin Zhou, Yongxin Chen
Monge map refers to the optimal transport map between two probability distributions and provides a principled approach to transform one distribution to another.
no code implementations • 14 Mar 2021 • Shaojun Ma, Haomin Zhou, Hongyuan Zha
We propose a novel mean field games (MFGs) based GAN(generative adversarial network) framework.
no code implementations • 5 Feb 2021 • Shu Liu, Shaojun Ma, Yongxin Chen, Hongyuan Zha, Haomin Zhou
We propose a new formulation and learning strategy for computing the Wasserstein geodesic between two probability distributions in high dimensions.
no code implementations • 22 Feb 2020 • Shaojun Ma, Haodong Sun, Xiaojing Ye, Hongyuan Zha, Haomin Zhou
Inverse optimal transport (OT) refers to the problem of learning the cost function for OT from observed transport plan or its samples.
no code implementations • 10 Feb 2020 • Shaojun Ma, Shu Liu, Hongyuan Zha, Haomin Zhou
Learning nonlinear dynamics from aggregate data is a challenging problem because the full trajectory of each individual is not available, namely, the individual observed at one time may not be observed at the next time point, or the identity of individual is unavailable.