More about HKUST
4 May 2022
Seminar, Lecture, Talk
Department of Mathematics - PhD Student Seminar - Provable Tensor-Train Format Tensor Completion by Riemannian Optimization
The tensor train (TT) format enjoys appealing advantages in handling structural high-order tensors. The recent decade has witnessed the wide applications of TT-format tensors from diverse disciplines, among which tensor completion has drawn considerable attention.
4 May 2022
Seminar, Lecture, Talk
Department of Mathematics - PhD Student Seminar - Unified Gas-kinetic methods for multi-scale flow
Multi-scale methods are constantly demanded for scientific research and industry application. This report reviews family of unified gas-kinetic methods for modeling multi-scale flows.
4 May 2022
Seminar, Lecture, Talk
Physics Department - Condensed Matter Seminar: What is “Qiu Ku” and How to Measure Quantum Entanglement with It
4 May 2022
Seminar, Lecture, Talk
Department of Mathematics - PhD Student Seminar - Integration of single-cell atlases with generative adversarial networks
As single-cell technologies evolved over years, diverse single-cell atlas datasets have been rapidly accumulated. Integrative analyses harmonizing such datasets provide opportunities for gaining deep biological insights.
4 May 2022
Seminar, Lecture, Talk
Department of Mathematics - PhD Student Seminar - A Moving Mesh Finite Element Method for Topology Optimization
Many partial differential equations may have solutions with nearly singular behaviors, such as shock waves and boundary layers.
3 May 2022
Seminar, Lecture, Talk
Department of Mathematics - PhD Student Seminar - Apply threshold dynamics algorithm to minimal compliance problem in topology optimization
Inspired by the simple two-step threshold dynamics algorithm which iteratively does convolution and thresholding to simulate the motion of grain boundaries, we developed an algorithm to approach the minimal compliance problem in topology optimizatio
2 May 2022
Seminar, Lecture, Talk
Department of Mathematics - PhD Student Seminar - Application of Reinforcement Learning to High-frequency Market Making Strategy
With the increasing usage of the electronic limit order book (LOB) in modern financial markets, high-frequency algorithmic trading has captured over 70 percent of the whole trading volume in various financial markets.
2 May 2022
Seminar, Lecture, Talk
Department of Mathematics - PhD Student Seminar - Data Adaptive Early Stopping in Split LBI: towards Controlling the False Discovery Rate
Early stopping is a widely-used regularization technique to avoid overfitting in iterative algorithms.
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