Yue Wu

Yue Wu

Southern University of Science and Technology

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SimLOB: Learning Representations of Limited Order Book for Financial Market Simulation

Published in , 2024

We are the first to use LOB data to calibrate the PGPS model (previously, most studies relied on midprice). During the calibration process, to address the challenges of measuring similarity in time series data, we employed a representation learning approach. Specifically, we used a trained encoder to map the raw data into a latent space, where similarity metrics were computed for calibration. We also explored suitable encoder architectures, comparing contemporary common architectures and those frequently used in financial calibration, and designed a novel transformer-based architecture that significantly improved calibration performance.

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An Automatic and Speech-based Cross-Lingual Classification Framework for Early Screening of Cognitive Impairment

Published in , 2024

In this paper, we construct a novel framework that leverages several AI methods for automatically screening cognitive impairment (CI) based on the Cookie Theft picture description task with a multilingual dataset. It holds a high potential for clinical application in early AD detection as it’s fully automatic and has achieved high performance with 74% in accuracy and 75% in AUC in the external cross-lingual Chinese validation experiment, excels in distinguishing CI, and is beneficial for large-scale screening and self testing of CI, which will remind potential AD patients to undergo timely hospital-based examinations and therapies.

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