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Tianqi Zhang

Publications and source records attributed to Tianqi Zhang.

39 records · Page 3Linked to original sources

Sub-graph Contrast for Scalable Self-Supervised Graph Representation Learning

Graph representation learning has attracted lots of attention recently. Existing graph neural networks fed with the complete graph data are not scalable due to limited computation and memory costs. Thus, it remains a great challenge to capture rich information in large-scale graph data. Besides, these methods mainly focus on supervised learning and highly depend on node label information, which is expensive to obtain in the real world. As to unsupervised network embedding approaches, they overemphasize node proximity instead, whose learned representations can hardly be used in downstream application tasks directly. In recent years, emerging self-supervised learning provides a potential solution to address the aforementioned problems. However, existing self-supervised works also operate on the complete graph data and are biased to fit either global or very local (1-hop neighborhood) graph structures in defining the mutual information based loss terms. In this paper, a novel self-supervised representation learning method via Subgraph Contrast, namely \textsc{Subg-Con}, is proposed by utilizing the strong correlation between central nodes and their sampled subgraphs to capture regional structure information. Instead of learning on the complete input graph data, with a novel data augmentation strategy, \textsc{Subg-Con} learns node representations through a contrastive loss defined based on subgraphs sampled from the original graph instead. Compared with existing graph representation learning approaches, \textsc{Subg-Con} has prominent performance advantages in weaker supervision requirements, model learning scalability, and parallelization. Extensive experiments verify both the effectiveness and the efficiency of our work compared with both classic and state-of-the-art graph representation learning approaches on multiple real-world large-scale benchmark datasets from different domains.

cs.LG↗

Option Pricing Under a Discrete-Time Markov Switching Stochastic Volatility with Co-Jump Model

We consider option pricing using a discrete-time Markov switching stochastic volatility with co-jump model, which can model volatility clustering and varying mean-reversion speeds of volatility. For pricing European options, we develop a computationally efficient method for obtaining the probability distribution of average integrated variance (AIV), which is key to option pricing under stochastic-volatility-type models. Building upon the efficiency of the European option pricing approach, we are able to price an American-style option, by converting its pricing into the pricing of a portfolio of European options. Our work also provides constructive guidance for analyzing derivatives based on variance, e.g., the variance swap. Numerical results indicate our methods can be implemented very efficiently and accurately.

q-fin.PR↗

Dark Matter Results From 54-Ton-Day Exposure of PandaX-II Experiment

We report a new search of weakly interacting massive particles (WIMPs) using the combined low background data sets in 2016 and 2017 from the PandaX-II experiment in China. The latest data set contains a new exposure of 77.1 live day, with the background reduced to a level of 0.8$\times10^{-3}$ evt/kg/day, improved by a factor of 2.5 in comparison to the previous run in 2016. No excess events were found above the expected background. With a total exposure of 5.4$\times10^4$ kg day, the most stringent upper limit on spin-independent WIMP-nucleon cross section was set for a WIMP with mass larger than 100 GeV/c$^2$, with the lowest exclusion at 8.6$\times10^{-47}$ cm$^2$ at 40 GeV/c$^2$.

astro-ph.CO↗