Improving CNN-base Stock Trading By Considering Data Heterogeneity and Burst

no code implementations • 14 Mar 2023 • Keer Yang, Guanqun Zhang, Chuan Bi, Qiang Guan, Hailu Xu, Shuai Xu

In recent years, there have been quite a few attempts to apply intelligent techniques to financial trading, i. e., constructing automatic and intelligent trading framework based on historical stock price.

Quantum-Inspired Classical Algorithm for Principal Component Regression

no code implementations • 16 Oct 2020 • Daniel Chen, Yekun Xu, Betis Baheri, Chuan Bi, Ying Mao, Qiang Quan, Shuai Xu

In this work, we developed an algorithm for principal component regression that runs in time polylogarithmic to the number of data points, an exponential speed up over the state-of-the-art algorithm, under the mild assumption that the input is given in some data structure that supports a norm-based sampling procedure.

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