We develop a factor stochastic volatility model that incorporates leverage effects, return asymmetry, and heavy tails across all systematic and idiosyncratic model components. Our model leads to a …
We consider a generic Markov decision process (MDP) with two controls: one control taking effect immediately and the other control whose effect is delayed by a positive lead time. As the lead time …
In the emerging field of materials informatics, a fundamental task is to identify physicochemically meaningful descriptors, or materials genes, which are engineered from primary features and a set …
As a valid metric of metric-measure spaces, Gromov-Wasserstein (GW) distance has shown the potential for matching problems of structured data like point clouds and graphs. However, its application …
We consider the model-free feature screening problem that aims to discard non-informative features before downstream analysis. Most of the existing feature screening approaches have at least quadra…
We propose an optical watermarking strategy based on precise bias tuning of an electro-optical modulator and a convolutional neural network-enabled decoder. This scheme can be used for identity aut…
Many mobile games adopt autobattle systems in which the major consideration of players is how to assemble strong teams. The automated team assembly (ATA) becomes a crucial issue from different stan…
Visible light communication (VLC), as an interdisciplinary paradigm, spans various technologies from basic device sciences to system engineering. Micro-size light-emitting diodes (micro-LEDs), beca…
A filter-free photonic method to simultaneously realize radio frequency (RF) image-reject mixing, self-interference cancellation (SIC), and fiber transmission for in-band full-duplex (IBFD) radio-o…
We propose and demonstrate a six-hole tapered silicon photonic crystal nanobeam cavity with a theoretical high quality ( Q ) factor and an ultrasmall mode volume based on machine learning. The cruc…