Yuying Huang

2papers

2 Papers

APNov 30, 2022
Novel Modelling Strategies for High-frequency Stock Trading Data

Xuekui Zhang, Yuying Huang, Ke Xu et al.

Full electronic automation in stock exchanges has recently become popular, generating high-frequency intraday data and motivating the development of near real-time price forecasting methods. Machine learning algorithms are widely applied to mid-price stock predictions. Processing raw data as inputs for prediction models (e.g., data thinning and feature engineering) can primarily affect the performance of the prediction methods. However, researchers rarely discuss this topic. This motivated us to propose three novel modelling strategies for processing raw data. We illustrate how our novel modelling strategies improve forecasting performance by analyzing high-frequency data of the Dow Jones 30 component stocks. In these experiments, our strategies often lead to statistically significant improvement in predictions. The three strategies improve the F1 scores of the SVM models by 0.056, 0.087, and 0.016, respectively.

ROOct 27, 2021Code
An Autonomous Probing System for Collecting Measurements at Depth from Small Surface Vehicles

Yuying Huang, Yiming Yao, Johanna Hansen et al.

This paper presents the portable autonomous probing system (APS), a low-cost robotic design for collecting water quality measurements at targeted depths from an autonomous surface vehicle (ASV). This system fills an important but often overlooked niche in marine sampling by enabling mobile sensor observations throughout the near-surface water column without the need for advanced underwater equipment. We present a probe delivery mechanism built with commercially available components and describe the corresponding open-source simulator and winch controller. Finally, we demonstrate the system in a field deployment and discuss design trade-offs and areas for future improvement. Project details are available on https://johannah.github.io/publication/sample-at-depth our website