no code implementations • 19 Jun 2023 • Jiafa He, Cong Zheng, Can Yang
We focus on the problem of market making in high-frequency trading.
no code implementations • 19 Jun 2023 • Cong Zheng, Jiafa He, Can Yang
This work is about optimal order execution, where a large order is split into several small orders to maximize the implementation shortfall.
no code implementations • 14 Dec 2020 • Jiafa He, Chengwei Pan, Can Yang, Ming Zhang, Yang Wang, Xiaowei Zhou, Yizhou Yu
The main idea is to use CNNs to learn local appearances of vessels in image crops while using another point-cloud network to learn the global geometry of vessels in the entire image.