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Yan Leng

4 accepted papers

2025

Neural MJD: Neural Non-Stationary Merton Jump Diffusion for Time Series Prediction

NeurIPS 2025poster

While deep learning methods have achieved strong performance in time series prediction, their black-box nature and inability to explicitly model underlying stochastic processes often limit their robustness handling non-stationary data, especially in the presence of abrupt changes. In this work, we i…

Cited by 0SourcecodeScholar
2024

Learning Latent Structures in Network Games via Data-Dependent Gated-Prior Graph Variational Autoencoders

ICML 2024poster

In network games, individuals interact strategically within network environments to maximize their utilities. However, obtaining network structures is challenging. In this work, we propose an unsupervised learning model, called data-dependent gated-prior graph variational autoencoder (GPGVAE), that…

Cited by 0SourcePDFScholar
2022

Learning to Infer Structures of Network Games

ICML 2022spotlight

Strategic interactions between a group of individuals or organisations can be modelled as games played on networks, where a player’s payoff depends not only on their actions but also on those of their neighbours. Inferring the network structure from observed game outcomes (equilibrium actions) is an…