Mihai Cucuringu

111 papers A* 3A 6Misc 1Journal 73Unranked 26

Year	Rank	Type	Title / Venue / Authors
2026	J	`jnl`	A Bipartite Graph Approach to U.S.-China Cross-Market Return Forecasting. CoRR Jing Liu, Maria Grith, Xiaowen Dong, Mihai Cucuringu
2026	—	`conf`	Can LLM-based Financial Investing Strategies Outperform the Market in Long Run? KDD (1) Weixian Waylon Li, HyeonJun Kim, Mihai Cucuringu, Tiejun Ma
2026	J	`jnl`	Data-Driven Graph Filters via Adaptive Spectral Shaping. CoRR Dylan Sandfelder, Mihai Cucuringu, Xiaowen Dong
2025	J	`jnl`	Can LLM-based Financial Investing Strategies Outperform the Market in Long Run? CoRR Weixian Waylon Li, HyeonJun Kim, Mihai Cucuringu, Tiejun Ma
2025	—	`conf`	Data-Driven Trade Flow Decomposition for Exchange-Traded Funds and their Constituents. ICAIF Nicolas Petit, Mihai Cucuringu, Álvaro Cartea
2025	—	`conf`	DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets. ICAIF Wanyun Zhou, Saizhuo Wang, Mihai Cucuringu, Zihao Zhang, Xiang Li, Jian Guo, Chao Zhang, Xiaowen Chu
2025	J	`jnl`	DeltaLag: Learning Dynamic Lead-Lag Patterns in Financial Markets. CoRR Wanyun Zhou, Saizhuo Wang, Mihai Cucuringu, Zihao Zhang, Xiang Li, Jian Guo, Chao Zhang, Xiaowen Chu
2025	—	`conf`	Discrete Flow Matching is a Surprisingly Effective Post-training Method to Address Compound Error in Autoregressive Models. ICAIF Kang Li, Bidipta Sarkar, Zheng Xiong, Sascha Frey, Zilin Wang, Frensi Zejnullahu, Alfred Backhouse, Stefan Zohren, Anisoara Calinescu, Mihai Cucuringu, Jakob N. Foerster
2025	J	`jnl`	Dynamic angular synchronization under smoothness constraints. J. Mach. Learn. Res. Ernesto Araya Valdivia, Mihai Cucuringu, Hemant Tyagi
2025	—	`conf`	Factor-Driven Network Informed Restricted Vector Autoregression. ICAIF Brendan Martin, Mihai Cucuringu, Alessandra Luati, Francesco Sanna Passino
2025	J	`jnl`	Generalized Factor Neural Network Model for High-dimensional Regression. CoRR Zichuan Guo, Mihai Cucuringu, Alexander Y. Shestopaloff
2025	—	`conf`	JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading. ICAIF Valentin Mohl, Sascha Frey, Reuben Leyland, Kang Li, George Nigmatulin, Mihai Cucuringu, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu
2025	J	`jnl`	JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading. CoRR Valentin Mohl, Sascha Frey, Reuben Leyland, Kang Li, George Nigmatulin, Mihai Cucuringu, Stefan Zohren, Jakob N. Foerster, Anisoara Calinescu
2025	—	`conf`	LLM Embedding for Regression Priors. ICAIF Kang Li, Jiawei Miao, Mihai Cucuringu, Leandro Sánchez-Betancourt
2025	J	`jnl`	Learning to Fuse Temporal Proximity Networks: A Case Study in Chimpanzee Social Interactions. CoRR Yixuan He, Aaron Sandel, David Wipf, Mihai Cucuringu, John Mitani, Gesine Reinert
2025	J	`jnl`	On the Stability of Graph Convolutional Neural Networks: A Probabilistic Perspective. CoRR Ning Zhang, Henry Kenlay, Li Zhang, Mihai Cucuringu, Xiaowen Dong
2024	J	`jnl`	A linear transportation Lp distance for pattern recognition. Pattern Recognit. Oliver M. Crook, Mihai Cucuringu, Tim Hurst, Carola-Bibiane Schönlieb, Matthew Thorpe, Konstantinos C. Zygalakis
2024	—	`conf`	Cluster-driven Hierarchical Representation of Large Asset Universes for Optimal Portfolio Construction. ICAIF Nail Khelifa, Jérôme Allier, Mihai Cucuringu
2024	J	`jnl`	Dynamic angular synchronization under smoothness constraints. CoRR Ernesto Araya Valdivia, Mihai Cucuringu, Hemant Tyagi
2024	J	`jnl`	Graph similarity learning for change-point detection in dynamic networks. Mach. Learn. Déborah Sulem, Henry Kenlay, Mihai Cucuringu, Xiaowen Dong
2024	J	`jnl`	L2G2G: a Scalable Local-to-Global Network Embedding with Graph Autoencoders. CoRR Ruikang Ouyang, Andrew Elliott, Stratis Limnios, Mihai Cucuringu, Gesine Reinert
2024	J	`jnl`	Maximum Likelihood Estimation on Stochastic Blockmodels for Directed Graph Clustering. CoRR Mihai Cucuringu, Xiaowen Dong, Ning Zhang
2024	—	`conf`	Mixtures of Experts for Scaling up Neural Networks in Order Execution. ICAIF Kang Li, Mihai Cucuringu, Leandro Sánchez-Betancourt, Timon Willi
2024	A*	`conf`	Robust Angular Synchronization via Directed Graph Neural Networks. ICLR Yixuan He, Gesine Reinert, David Wipf, Mihai Cucuringu
2024	A	`conf`	SaGess: A Sampling Graph Denoising Diffusion Model for Scalable Graph Generation. ECAI Stratis Limnios, Praveen Selvaraj, Mihai Cucuringu, Carsten Maple, Gesine Reinert, Andrew Elliott
2024	—	`conf`	Split Conformal Prediction under Data Contamination. COPA Jason Clarkson, Wenkai Xu, Mihai Cucuringu, Gesine Reinert
2024	J	`jnl`	Split Conformal Prediction under Data Contamination. CoRR Jase Clarkson, Wenkai Xu, Mihai Cucuringu, Gesine Reinert
2023	—	`conf`	Correlation Matrix Clustering for Statistical Arbitrage Portfolios. ICAIF Qi Jin, Mihai Cucuringu, Álvaro Cartea
2023	—	`conf`	Cryptocurrency volatility forecasting using commonality in intraday volatility. ICAIF Emmanuel Djanga, Mihai Cucuringu, Chao Zhang
2023	—	`conf`	Dynamic Time Warping for Lead-Lag Relationship Detection in Lagged Multi-Factor Models. ICAIF Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff, Stefan Zohren
2023	—	`conf`	Graph Denoising Networks: A Deep Learning Framework for Equity Portfolio Construction. ICAIF Edward Turner, Mihai Cucuringu
2023	J	`jnl`	Graph Neural Networks for Forecasting Multivariate Realized Volatility with Spillover Effects. CoRR Chao Zhang, Xingyue Pu, Mihai Cucuringu, Xiaowen Dong
2023	—	`conf`	L2G2G: A Scalable Local-to-Global Network Embedding with Graph Autoencoders. COMPLEX NETWORKS (1) Ruikang Ouyang, Andrew Elliott, Stratis Limnios, Mihai Cucuringu, Gesine Reinert
2023	J	`jnl`	Local2Global: a distributed approach for scaling representation learning on graphs. Mach. Learn. Lucas G. S. Jeub, Giovanni Colavizza, Xiaowen Dong, Marya Bazzi, Mihai Cucuringu
2023	—	`conf`	Multireference Alignment for Lead-Lag Detection in Multivariate Time Series and Equity Trading. ICAIF Danni Shi, Jan-Peter Calliess, Mihai Cucuringu
2023	J	`jnl`	OFTER: An Online Pipeline for Time Series Forecasting. CoRR Nikolas Michael, Mihai Cucuringu, Sam Howison
2023	—	`conf`	Order Flow Decomposition for Price Impact Analysis in Equity Limit Order Books. ICAIF Bogdan Sitaru, Anisoara Calinescu, Mihai Cucuringu
2023	—	`conf`	PyTorch Geometric Signed Directed: A Software Package on Graph Neural Networks for Signed and Directed Graphs. LoG Yixuan He, Xitong Zhang, Junjie Huang, Benedek Rozemberczki, Mihai Cucuringu, Gesine Reinert
2023	J	`jnl`	Robust Angular Synchronization via Directed Graph Neural Networks. CoRR Yixuan He, Gesine Reinert, David Wipf, Mihai Cucuringu
2023	J	`jnl`	Robust Detection of Lead-Lag Relationships in Lagged Multi-Factor Models. CoRR Yichi Zhang, Mihai Cucuringu, Alexander Y. Shestopaloff, Stefan Zohren
2023	J	`jnl`	SaGess: Sampling Graph Denoising Diffusion Model for Scalable Graph Generation. CoRR Stratis Limnios, Praveen Selvaraj, Mihai Cucuringu, Carsten Maple, Gesine Reinert, Andrew Elliott
2023	A*	`conf`	Symphony in the Latent Space: Provably Integrating High-Dimensional Techniques with Non-linear Machine Learning Models. AAAI Qiong Wu, Jian Li, Zhenming Liu, Yanhua Li, Mihai Cucuringu
2023	J	`jnl`	The GNAR-edge model: a network autoregressive model for networks with time-varying edge weights. J. Complex Networks Anastasia Mantziou, Mihai Cucuringu, Victor Meirinhos, Gesine Reinert
2022	—	`conf`	DAMNETS: A Deep Autoregressive Model for Generating Markovian Network Time Series. LoG Jase Clarkson, Mihai Cucuringu, Andrew Elliott, Gesine Reinert
2022	J	`jnl`	DAMNETS: A Deep Autoregressive Model for Generating Markovian Network Time Series. CoRR Jase Clarkson, Mihai Cucuringu, Andrew Elliott, Gesine Reinert
2022	—	`conf`	DIGRAC: Digraph Clustering Based on Flow Imbalance. LoG Yixuan He, Gesine Reinert, Mihai Cucuringu
2022	—	`conf`	Dynamic Calibration of Order Flow Models with Generative Adversarial Networks. ICAIF Felix Prenzel, Rama Cont, Mihai Cucuringu, Jonathan Kochems
2022	A*	`conf`	GNNRank: Learning Global Rankings from Pairwise Comparisons via Directed Graph Neural Networks. ICML Yixuan He, Quan Gan, David Wipf, Gesine D. Reinert, Junchi Yan, Mihai Cucuringu
2022	J	`jnl`	GNNRank: Learning Global Rankings from Pairwise Comparisons via Directed Graph Neural Networks. CoRR Yixuan He, Quan Gan, David Wipf, Gesine Reinert, Junchi Yan, Mihai Cucuringu
2022	J	`jnl`	Graph similarity learning for change-point detection in dynamic networks. CoRR Déborah Sulem, Henry Kenlay, Mihai Cucuringu, Xiaowen Dong
2022	J	`jnl`	Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. CoRR Stefanos Bennett, Mihai Cucuringu, Gesine Reinert
2022	J	`jnl`	Lead-lag detection and network clustering for multivariate time series with an application to the US equity market. Mach. Learn. Stefanos Bennett, Mihai Cucuringu, Gesine Reinert
2022	J	`jnl`	Local2Global: A distributed approach for scaling representation learning on graphs. CoRR Lucas G. S. Jeub, Giovanni Colavizza, Xiaowen Dong, Marya Bazzi, Mihai Cucuringu
2022	—	`conf`	MSGNN: A Spectral Graph Neural Network Based on a Novel Magnetic Signed Laplacian. LoG Yixuan He, Michael Perlmutter, Gesine Reinert, Mihai Cucuringu
2022	J	`jnl`	MSGNN: A Spectral Graph Neural Network Based on a Novel Magnetic Signed Laplacian. CoRR Yixuan He, Michael Perlmutter, Gesine Reinert, Mihai Cucuringu
2022	J	`jnl`	PyTorch Geometric Signed Directed: A Survey and Software on Graph Neural Networks for Signed and Directed Graphs. CoRR Yixuan He, Xitong Zhang, Junjie Huang, Mihai Cucuringu, Gesine Reinert
2022	A	`conf`	SSSNET: Semi-Supervised Signed Network Clustering. SDM Yixuan He, Gesine Reinert, Songchao Wang, Mihai Cucuringu
2022	—	`conf`	Spectral Ranking with Covariates. ECML/PKDD (5) Siu Lun Chau, Mihai Cucuringu, Dino Sejdinovic
2022	J	`jnl`	Symphony in the Latent Space: Provably Integrating High-dimensional Techniques with Non-linear Machine Learning Models. CoRR Qiong Wu, Jian Li, Zhenming Liu, Yanhua Li, Mihai Cucuringu
2021	J	`jnl`	DIGRAC: Digraph Clustering with Flow Imbalance. CoRR Yixuan He, Gesine Reinert, Mihai Cucuringu
2021	J	`jnl`	DUKweb: Diachronic word representations from the UK Web Archive corpus. CoRR Adam Tsakalidis, Pierpaolo Basile, Marya Bazzi, Mihai Cucuringu, Barbara McGillivray
2021	—	`conf`	Equity2Vec: end-to-end deep learning framework for cross-sectional asset pricing. ICAIF Qiong Wu, Christopher G. Brinton, Zheng Zhang, Andrea Pizzoferrato, Zhenming Liu, Mihai Cucuringu
2021	J	`jnl`	Guest Editorial: Non-IID Outlier Detection in Complex Contexts. IEEE Intell. Syst. Guansong Pang, Fabrizio Angiulli, Mihai Cucuringu, Huan Liu
2021	J	`jnl`	Learning with semi-definite programming: statistical bounds based on fixed point analysis and excess risk curvature. J. Mach. Learn. Res. Stéphane Chrétien, Mihai Cucuringu, Guillaume Lecué, Lucie Neirac
2021	J	`jnl`	Local2Global: Scaling global representation learning on graphs via local training. CoRR Lucas G. S. Jeub, Giovanni Colavizza, Xiaowen Dong, Marya Bazzi, Mihai Cucuringu
2021	J	`jnl`	Ranking and synchronization from pairwise measurements via SVD. J. Mach. Learn. Res. Alexandre d'Aspremont, Mihai Cucuringu, Hemant Tyagi
2021	J	`jnl`	Regularized spectral methods for clustering signed networks. J. Mach. Learn. Res. Mihai Cucuringu, Apoorv Vikram Singh, Déborah Sulem, Hemant Tyagi
2021	J	`jnl`	SSSNET: Semi-Supervised Signed Network Clustering. CoRR Yixuan He, Gesine Reinert, Songchao Wang, Mihai Cucuringu
2020	J	`jnl`	A Linear Transportation L CoRR Oliver M. Crook, Mihai Cucuringu, Tim Hurst, Carola-Bibiane Schönlieb, Matthew Thorpe, Konstantinos C. Zygalakis
2020	J	`jnl`	An extension of the angular synchronization problem to the heterogeneous setting. CoRR Mihai Cucuringu, Hemant Tyagi
2020	A	`conf`	Hermitian matrices for clustering directed graphs: insights and applications. AISTATS Mihai Cucuringu, Huan Li, He Sun, Luca Zanetti
2020	J	`jnl`	Motif-Based Spectral Clustering of Weighted Directed Networks. CoRR William George Underwood, Andrew Elliott, Mihai Cucuringu
2020	J	`jnl`	Motif-based spectral clustering of weighted directed networks. Appl. Netw. Sci. William George Underwood, Andrew Elliott, Mihai Cucuringu
2020	J	`jnl`	Provably robust estimation of modulo 1 samples of a smooth function with applications to phase unwrapping. J. Mach. Learn. Res. Mihai Cucuringu, Hemant Tyagi
2020	J	`jnl`	Regularized spectral methods for clustering signed networks. CoRR Mihai Cucuringu, Apoorv Vikram Singh, Déborah Sulem, Hemant Tyagi
2020	J	`jnl`	Spectral Ranking with Covariates. CoRR Siu Lun Chau, Mihai Cucuringu, Dino Sejdinovic
2019	J	`jnl`	A Deep Learning Framework for Pricing Financial Instruments. CoRR Qiong Wu, Zheng Zhang, Andrea Pizzoferrato, Mihai Cucuringu, Zhenming Liu
2019	J	`jnl`	An MBO scheme for clustering and semi-supervised clustering of signed networks. CoRR Mihai Cucuringu, Andrea Pizzoferrato, Yves van Gennip
2019	J	`jnl`	Anomaly Detection in Networks with Application to Financial Transaction Networks. CoRR Andrew Elliott, Mihai Cucuringu, Milton Martinez Luaces, Paul Reidy, Gesine Reinert
2019	J	`jnl`	Core-Periphery Structure in Directed Networks. CoRR Andrew Elliott, Angus Chiu, Marya Bazzi, Gesine Reinert, Mihai Cucuringu
2019	J	`jnl`	Correction to: Modeling outcomes of soccer matches. Mach. Learn. Alkeos Tsokos, Santhosh Narayanan, Ioannis Kosmidis, Gianluca Baio, Mihai Cucuringu, Gavin Whitaker, Franz J. Király
2019	J	`jnl`	Hermitian matrices for clustering directed graphs: insights and applications. CoRR Mihai Cucuringu, Huan Li, He Sun, Luca Zanetti
2019	Misc	`conf`	Mining the UK Web Archive for Semantic Change Detection. RANLP Adam Tsakalidis, Marya Bazzi, Mihai Cucuringu, Pierpaolo Basile, Barbara McGillivray
2019	J	`jnl`	Modeling outcomes of soccer matches. Mach. Learn. Alkeos Tsokos, Santhosh Narayanan, Ioannis Kosmidis, Gianluca Baio, Mihai Cucuringu, Gavin Whitaker, Franz J. Király
2019	J	`jnl`	Ranking and synchronization from pairwise measurements via SVD. CoRR Alexandre d'Aspremont, Mihai Cucuringu, Hemant Tyagi
2019	A	`conf`	SPONGE: A generalized eigenproblem for clustering signed networks. AISTATS Mihai Cucuringu, Peter Davies, Aldo Glielmo, Hemant Tyagi
2019	J	`jnl`	SPONGE: A generalized eigenproblem for clustering signed networks. CoRR Mihai Cucuringu, Peter Davies, Aldo Glielmo, Hemant Tyagi
2018	A	`conf`	On denoising modulo 1 samples of a function. AISTATS Mihai Cucuringu, Hemant Tyagi
2017	J	`jnl`	ADM-CLE Approach for Detecting Slow Variables in Continuous Time Markov Chains and Dynamic Data. SIAM J. Sci. Comput. Mihai Cucuringu, Radek Erban
2017	—	`conf`	Rank Aggregation for Course Sequence Discovery. COMPLEX NETWORKS Mihai Cucuringu, Charles Z. Marshak, Dillon Montag, M. Puck Rombach
2016	J	`jnl`	Rank Aggregation for Course Sequence Discovery. CoRR Mihai Cucuringu, Charlie Z. Marshak, Dillon Montag, M. Puck Rombach
2016	J	`jnl`	Scalable Constrained Clustering: A Generalized Spectral Method. CoRR Mihai Cucuringu, Ioannis Koutis, Sanjay Chawla, Gary L. Miller, Richard Peng
2016	A	`conf`	Simple and Scalable Constrained Clustering: a Generalized Spectral Method. AISTATS Mihai Cucuringu, Ioannis Koutis, Sanjay Chawla, Gary L. Miller, Richard Peng
2016	J	`jnl`	Sync-Rank: Robust Ranking, Constrained Ranking and Rank Aggregation via Eigenvector and SDP Synchronization. IEEE Trans. Netw. Sci. Eng. Mihai Cucuringu
2015	J	`jnl`	ADM-CLE approach for detecting slow variables in continuous time Markov chains and dynamic data. CoRR Mihai Cucuringu, Radek Erban
2015	—	`conf`	Ordinal embedding of unweighted kNN graphs via synchronization. MLSP Mihai Cucuringu, Joseph Woodworth
2015	J	`jnl`	Sync-Rank: Robust Ranking, Constrained Ranking and Rank Aggregation via Eigenvector and Semidefinite Programming Synchronization. CoRR Mihai Cucuringu
2015	J	`jnl`	Synchronization over Z CoRR Mihai Cucuringu
2015	J	`jnl`	Synchronization over Z2 and community detection in signed multiplex networks with constraints. J. Complex Networks Mihai Cucuringu
2014	J	`jnl`	Detection of Core-Periphery Structure in Networks Using Spectral Methods and Geodesic Paths. CoRR Mihai Cucuringu, M. Puck Rombach, Sang Hoon Lee, Mason A. Porter
2013	—	`ch.`	ASAP: An Eigenvector Synchronization Algorithm for the Graph Realization Problem. Distance Geometry Mihai Cucuringu
2013	J	`jnl`	Density-Based and Transport-Based Core-Periphery Structures in Networks. CoRR Sang Hoon Lee, Mihai Cucuringu, Mason A. Porter
2012	—	`—`	Graph Realization and Low-Rank Matrix Completion. Mihai Cucuringu
2012	J	`jnl`	Sensor network localization by eigenvector synchronization over the euclidean group. ACM Trans. Sens. Networks Mihai Cucuringu, Yaron Lipman, Amit Singer
2011	J	`jnl`	Counting Bordered Partial Words by Critical Positions. Electron. J. Comb. Emily Allen, Francine Blanchet-Sadri, Cameron Byrum, Mihai Cucuringu, Robert Mercas
2011	J	`jnl`	Eigenvector Synchronization, Graph Rigidity and the Molecule Problem CoRR Mihai Cucuringu, Amit Singer, David Cowburn
2011	J	`jnl`	Extracting spatial information from networks with low-order eigenvectors CoRR Mihai Cucuringu, Vincent D. Blondel, Paul Van Dooren
2011	J	`jnl`	Localization on low-order eigenvectors of data matrices CoRR Mihai Cucuringu, Michael W. Mahoney
2010	J	`jnl`	Counting Primitive Partial Words. J. Autom. Lang. Comb. Francine Blanchet-Sadri, Mihai Cucuringu
2010	J	`jnl`	Uniqueness of Low-Rank Matrix Completion by Rigidity Theory. SIAM J. Matrix Anal. Appl. Amit Singer, Mihai Cucuringu
2009	J	`jnl`	Uniqueness of Low-Rank Matrix Completion by Rigidity Theory CoRR Amit Singer, Mihai Cucuringu