E-LIB Suche - Ergebnisse für: Cucuringu, Mihai

1

L2G2G: A Scalable Local-to-Global Network Embedding with Gr..:

, In: Complex Networks & Their Applications XII; Studies in Computational Intelligence,

Ouyang, Ruikang ; Elliott, Andrew ; Limnios, Stratis.. - p. 400-412 , 2024

Link: https://doi.org/10.1007/..

2

A linear transportation Lp distance for pattern recognition:

Crook, Oliver M. ; Cucuringu, Mihai ; Hurst, Tim...
Pattern Recognition. 147 (2024) - p. 110080 , 2024

Link: https://doi.org/10.1016/..

3

Fin-GAN: forecasting and classifying financial time series ..:

Vuletić, Milena ; Prenzel, Felix ; Cucuringu, Mihai
Quantitative Finance. 24 (2024) 2 - p. 175-199 , 2024

Link: https://doi.org/10.1080/..

4

Clustering Uniswap v3 traders from their activity on multip..:

Miori, Deborah ; Cucuringu, Mihai
Digital Finance. 6 (2024) 1 - p. 113-143 , 2024

Link: https://doi.org/10.1007/..

5

Trade co-occurrence, trade flow decomposition and condition..:

Lu, Yutong ; Reinert, Gesine ; Cucuringu, Mihai
Quantitative Finance. 24 (2024) 6 - p. 779-809 , 2024

Link: https://doi.org/10.1080/..

6

Graph similarity learning for change-point detection in dyn..:

Sulem, Déborah ; Kenlay, Henry ; Cucuringu, Mihai.
Machine Learning. 113 (2023) 1 - p. 1-44 , 2023

Link: https://doi.org/10.1007/..

7

Multireference Alignment for Lead-Lag Detection in Multivar..:

, In: Proceedings of the Fourth ACM International Conference on AI in Finance,

Shi, Danni ; Calliess, Jan-Peter ; Cucuringu, Mihai - p. 507-515 , 2023

Link: https://dl.acm.org/doi/1..

8

Correlation Matrix Clustering for Statistical Arbitrage Por..:

, In: Proceedings of the Fourth ACM International Conference on AI in Finance,

Jin, Qi ; Cucuringu, Mihai ; Cartea, Álvaro - p. 557-564 , 2023

Link: https://dl.acm.org/doi/1..

9

Order Flow Decomposition for Price Impact Analysis in Equit..:

, In: Proceedings of the Fourth ACM International Conference on AI in Finance,

Sitaru, Bogdan ; Calinescu, Anisoara ; Cucuringu, Mihai - p. 637-645 , 2023

Link: https://dl.acm.org/doi/1..

10

Analysis and modeling of client order flow in limit order m..:

Cont, Rama ; Cucuringu, Mihai ; Glukhov, Vacslav.
Quantitative Finance. 23 (2023) 2 - p. 187-205 , 2023

Link: https://doi.org/10.1080/..

11

Graph Denoising Networks: A Deep Learning Framework for Equ..:

, In: Proceedings of the Fourth ACM International Conference on AI in Finance,

Turner, Edward ; Cucuringu, Mihai - p. 193-201 , 2023

Link: https://dl.acm.org/doi/1..

12

The GNAR-edge model: a network autoregressive model for net..:

Mantziou, Anastasia ; Cucuringu, Mihai ; Meirinhos, Victor.
Journal of Complex Networks. 11 (2023) 6 - p. , 2023

Link: https://doi.org/10.1093/..

13

Spectral Ranking with Covariates:

, In: Machine Learning and Knowledge Discovery in Databases; Lecture Notes in Computer Science,

Chau, Siu Lun ; Cucuringu, Mihai ; Sejdinovic, Dino - p. 70-86 , 2023

Link: https://doi.org/10.1007/..

14

Cryptocurrency volatility forecasting using commonality in ..:

, In: Proceedings of the Fourth ACM International Conference on AI in Finance,

Djanga, Emmanuel ; Cucuringu, Mihai ; Zhang, Chao - p. 436-444 , 2023

Link: https://dl.acm.org/doi/1..

15

Cross-impact of order flow imbalance in equity markets:

Cont, Rama ; Cucuringu, Mihai ; Zhang, Chao
Quantitative Finance. 23 (2023) 10 - p. 1373-1393 , 2023

Link: https://doi.org/10.1080/..