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07/16/2021
Predicting Daily Trading Volume via Various Hidden States
Predicting intraday trading volume plays an important role in trading al...
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06/07/2021
Scalable Computation of Monge Maps with General Costs
Monge map refers to the optimal transport map between two probability di...
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03/14/2021
Mean Field Game GAN
We propose a novel mean field games (MFGs) based GAN(generative adversar...
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02/05/2021
Learning High Dimensional Wasserstein Geodesics
We propose a new formulation and learning strategy for computing the Was...
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02/10/2020
