Abstract: Change point detection is crucial for identifying state transitions and anomalies in dynamic systems, with applications in network security, health care, and social network analysis. Dynamic ...
A Python high-frequency intraday trading engine for simulating the rolling intrinsic strategy on the European market, solved as a dynamic program. See our paper (tbd, Schaurecker & Wozabal et al.
This project uses spatio-temporal graph neural networks to perform weather forecasting on ERA5 reanalysis data. The model treats the global weather system as a graph where each grid point is a node ...
Abstract: Dynamic graph processing is becoming increasingly critical across a wide range of domains, including social networks, financial transactions, and business intelligence. Its effectiveness ...