Fengpei Li
- Do price trajectory data increase the efficiency of market impact estimation?
2022/05/26 by Fengpei Li, Li, Fengpei, Vitalii Ihnatiuk +7 · 1 citation
Economics, Econometrics and Finance · #Economic Policies and Impacts #FOS: Economics and business #Financial Markets and Investment Strategies #Monetary Policy and Economic Impact #Trading and Market Microstructure (q-fin.TR)
- Provably Convergent Schrödinger Bridge with Applications to Probabilistic Time Series Imputation
2023/05/12 by Yu Chen, Chen, Yu, Wei Deng +17 · 1 citation
Computer Science · Neuroscience · #FOS: Computer and information sciences #Generative Adversarial Networks and Image Synthesis #Machine Learning (cs.LG) #Music and Audio Processing #Neuroscience and Music Perception