5 accepted papers
A market maker is a specialist who provides liquidity by continuously offering bid and ask quotes for a financial asset. The market maker’s objective is to maximize profit while avoiding the accumulation of a large position in the asset to control inventory risk. To achieve model-free results, onlin…
Exploring the complex structure of the human brain is crucial for understanding its functionality and diagnosing brain disorders. Thanks to advancements in neuroimaging technology, a novel approach has emerged that involves modeling the human brain as a graph-structured pattern, with different brain…
Classic option pricing models, such as the Black-Scholes formula, often depend on some rigid assumptions on the dynamics of the underlying asset prices. These assumptions are inevitably violated in practice and thus induce the model risk. To mitigate this, robust option pricing that only requires th…
Graph-level anomaly detection aims to distinguish anomalous graphs in a graph dataset from normal graphs. Anomalous graphs represent a very few but essential patterns in the real world. The anomalous property of a graph may be referable to its anomalous attributes of particular nodes and anomalous s…
As communities represent similar opinions, similar functions, similar purposes, etc., community detection is an important and extremely useful tool in both scientific inquiry and data analytics. However, the classic methods of community detection, such as spectral clustering and statistical inferenc…