research
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06/19/2023
Integrating Tick-level Data and Periodical Signal for High-frequency Market Making
We focus on the problem of market making in high-frequency trading. Mark...
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03/05/2023
MFAI: A Scalable Bayesian Matrix Factorization Approach to Leveraging Auxiliary Information
In various practical situations, matrix factorization methods suffer fro...
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02/27/2023
A Dataset for Learning Graph Representations to Predict Customer Returns in Fashion Retail
We present a novel dataset collected by ASOS (a major online fashion ret...
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05/09/2022