Yang Liu

Orcid: 0009-0005-8049-055X

Affiliations:
  • University of Science and Technology of China, School of Computer Science and Technology, Anhui Province Key Laboratory of Big Data Analysis and Application, Hefei, China


According to our database1, Yang Liu authored at least 15 papers between 2019 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2024
Digger-Guider: High-Frequency Factor Extraction for Stock Trend Prediction.
IEEE Trans. Knowl. Data Eng., December, 2024

A Multi-Scale Decomposition MLP-Mixer for Time Series Analysis.
Proc. VLDB Endow., March, 2024

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model.
CoRR, 2024

Controllable Financial Market Generation with Diffusion Guided Meta Agent.
CoRR, 2024

Experiences of Deploying a Citywide Crowdsourcing Platform to Search for Missing People with Dementia.
Proceedings of the 30th Annual International Conference on Mobile Computing and Networking, 2024

2023
A Lightweight and Accurate Spatial-Temporal Transformer for Traffic Forecasting.
IEEE Trans. Knowl. Data Eng., November, 2023

Microstructure-Empowered Stock Factor Extraction and Utilization.
CoRR, 2023

Efficient Behavior-consistent Calibration for Multi-agent Market Simulation.
CoRR, 2023

2022
Multi-Granularity Residual Learning with Confidence Estimation for Time Series Prediction.
Proceedings of the WWW '22: The ACM Web Conference 2022, Virtual Event, Lyon, France, April 25, 2022

Learning Differential Operators for Interpretable Time Series Modeling.
Proceedings of the KDD '22: The 28th ACM SIGKDD Conference on Knowledge Discovery and Data Mining, Washington, DC, USA, August 14, 2022

2021
Stock Trend Prediction with Multi-granularity Data: A Contrastive Learning Approach with Adaptive Fusion.
Proceedings of the CIKM '21: The 30th ACM International Conference on Information and Knowledge Management, Virtual Event, Queensland, Australia, November 1, 2021

2020
Exploiting Structural and Temporal Influence for Dynamic Social-Aware Recommendation.
J. Comput. Sci. Technol., 2020

Adaptive Quantitative Trading: An Imitative Deep Reinforcement Learning Approach.
Proceedings of the Thirty-Fourth AAAI Conference on Artificial Intelligence, 2020

2019
Long-term Joint Scheduling for Urban Traffic.
CoRR, 2019

Hierarchical Multi-label Text Classification: An Attention-based Recurrent Network Approach.
Proceedings of the 28th ACM International Conference on Information and Knowledge Management, 2019


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