arXiv subjects

Yuming Ma

Publications and source records attributed to Yuming Ma.

8 recordsLinked to original sources

arXiv2026

DiffLens: A Visualization System to Explore Local Differences in Graph Sampling

Graph sampling techniques have been widely used to simplify network computation and visualization, which also results in inevitable differences between the sampled networks and the original networks in terms of nodes, edges and structures. Investigating such differences can inform graph sampling technique users of the pros and cons of different techniques and select the appropriate one, and can also help graph sampling developers evaluate their own technique. However, there are still no systematic ways to achieve such a goal. This paper fills this research gap by first proposing systematic and generic quantitative measures to quantify three categories of graph differences (i.e., neighbor-based, path-based, and structure-based). Built upon this, we further propose DiffLens, a novel visualization system to help graph sampling developers and users intuitively explore local differences at different regions of their interest within a sampled graph, where three new lens-based visual designs are presented to display the neighbor-based, path-based, and structure-based differences respectively. We conducted two case studies and a user study using real-world network datasets to evaluate DiffLens. The results confirmed its effectiveness and usability in helping users explore local differences and compare different graph sampling strategies.

cs.HC↗

arXiv2025

COIVis: Eye-tracking-based Visual Exploration of Concept Learning in MOOC Videos

Massive Open Online Courses (MOOCs) make high-quality instruction accessible. However, the lack of face-to-face interaction makes it difficult for instructors to obtain feedback on learners' performance and provide more effective instructional guidance. Traditional analytical approaches, such as clickstream logs or quiz scores, capture only coarse-grained learning outcomes and offer limited insight into learners' moment-to-moment cognitive states. In this study, we propose COIVis, an eye tracking-based visual analytics system that supports concept-level exploration of learning processes in MOOC videos. COIVis first extracts course concepts from multimodal video content and aligns them with the temporal structure and screen space of the lecture, defining Concepts of Interest (COIs), which anchor abstract concepts to specific spatiotemporal regions. Learners' gaze trajectories are transformed into COI sequences, and five interpretable learner-state features -- Attention, Cognitive Load, Interest, Preference, and Synchronicity -- are computed at the COI level based on eye tracking metrics. Building on these representations, COIVis provides a narrative, multi-view visualization enabling instructors to move from cohort-level overviews to individual learning paths, quickly locate problematic concepts, and compare diverse learning strategies. We evaluate COIVis through two case studies and in-depth user-feedback interviews. The results demonstrate that COIVis effectively provides instructors with valuable insights into the consistency and anomalies of learners' learning patterns, thereby supporting timely and personalized interventions for learners and optimizing instructional design.

cs.HC↗

arXiv2025

Myopic Optimality: why reinforcement learning portfolio management strategies lose money

Myopic optimization (MO) outperforms reinforcement learning (RL) in portfolio management: RL yields lower or negative returns, higher variance, larger costs, heavier CVaR, lower profitability, and greater model risk. We model execution/liquidation frictions with mark-to-market accounting. Using Malliavin calculus (Clark-Ocone/BEL), we derive policy gradients and risk shadow price, unifying HJB and KKT. This gives dual gap and convergence results: geometric MO vs. RL floors. We quantify phantom profit in RL via Malliavin policy-gradient contamination analysis and define a control-affects-dynamics (CAD) premium of RL indicating plausibly positive.

q-fin.TR↗

arXiv2025

Deep Hedging to Manage Tail Risk

Extending Buehler et al.'s 2019 Deep Hedging paradigm, we innovatively employ deep neural networks to parameterize convex-risk minimization (CVaR/ES) for the portfolio tail-risk hedging problem. Through comprehensive numerical experiments on crisis-era bootstrap market simulators -- customizable with transaction costs, risk budgets, liquidity constraints, and market impact -- our end-to-end framework not only achieves significant one-day 99% CVaR reduction but also yields practical insights into friction-aware strategy adaptation, demonstrating robustness and operational viability in realistic markets.

q-fin.PM↗

arXiv2025

A new architecture of high-order deep neural networks that learn martingales

A new deep-learning neural network architecture based on high-order weak approximation algorithms for stochastic differential equations (SDEs) is proposed. The architecture enables the efficient learning of martingales by deep learning models. The behaviour of deep neural networks based on this architecture, when applied to the problem of pricing financial derivatives, is also examined. The core of this new architecture lies in the high-order weak approximation algorithms of the explicit Runge--Kutta type, wherein the approximation is realised solely through iterative compositions and linear combinations of vector fields of the target SDEs.

cs.LG↗

arXiv2025

Realized Local Volatility Surface

For quantitative trading risk management purposes, we present a novel idea: the realized local volatility surface. Concisely, it stands for the conditional expected volatility when sudden market behaviors of the underlying occur. One is able to explore risk management usages by following the orthotical Delta-Gamma dynamic hedging framework. The realized local volatility surface is, mathematically, a generalized Wiener measure from historical prices. It is reconstructed via employing high-frequency trading market data. A Stick-Breaking Gaussian Mixture Model is fitted via Hamiltonian Monte Carlo, producing a local volatility surface with 95% credible intervals. A practically validated Bayesian nonparametric estimation workflow. Empirical results on TSLA high-frequency data illustrate its ability to capture counterfactual volatility. We also discuss its application in improving volatility-based risk management.

q-fin.RM↗

arXiv2023

Probing gluon distributions with $D^0$ production at the EicC

The Electron-Ion Collider in China (EicC) has been proposed to study the inner structure of matter and fundamental laws of strong interactions. In this paper, we will present a conceptual design of the tracking system based on the state-of-art silicon detector and Micro-Pattern Gaseous Detector at the EicC and demonstrate that it will enable us to reconstruct charm hadron with good significance, hence study gluonic parton distribution functions in nucleons and nuclei, as well as gluon helicity distributions. The impact study using reweighting techniques shows that the impact of the EicC will be mainly in the large $x$ region. It complements similar physics programs at the Electron-Ion Collider at Brookhaven National Laboratory.

nucl-ex↗

arXiv2018

Solid Geometry Processing on Deconstructed Domains

Many tasks in geometry processing are modeled as variational problems solved numerically using the finite element method. For solid shapes, this requires a volumetric discretization, such as a boundary conforming tetrahedral mesh. Unfortunately, tetrahedral meshing remains an open challenge and existing methods either struggle to conform to complex boundary surfaces or require manual intervention to prevent failure. Rather than create a single volumetric mesh for the entire shape, we advocate for solid geometry processing on deconstructed domains, where a large and complex shape is composed of overlapping solid subdomains. As each smaller and simpler part is now easier to tetrahedralize, the question becomes how to account for overlaps during problem modeling and how to couple solutions on each subdomain together algebraically. We explore how and why previous coupling methods fail, and propose a method that couples solid domains only along their boundary surfaces. We demonstrate the superiority of this method through empirical convergence tests and qualitative applications to solid geometry processing on a variety of popular second-order and fourth-order partial differential equations.

cs.GR↗