Dantong Yu
Dantong Yu
Professor, MT School of Management
2004 Central Avenue Building (CAB)
About Me
Dantong Yu received a BS degree in computer science from Peking University and a Ph.D. degree in Computer Science from University at Buffalo. He joined the Martin Tuchman School of Management at the New Jersey Institute of Technology in 2016. He also holds a guest appointment in the Department of Computer Science and Mathematics at BNL. He founded and led the Computer Science Group in BNL between 2009 and 2016. His research interests include data mining, machine learning, data network, and storage. He has published 70 papers in leading technical journals and conferences. He has served on the review panels for NSF, DOE Early Career Investigator, and DOE SBIR/STTR. He is a PC member of ICDE, KDD, and CIKM. He also serves in the organization committee of KDD 2022.
Education
Ph.D.; SUNY College at Buffalo; Computer Science; 2001
M.S.; SUNY College at Buffalo; Computer Science; 1998
B.S.; Beijing University; Computer Science; 1995
M.S.; SUNY College at Buffalo; Computer Science; 1998
B.S.; Beijing University; Computer Science; 1995
Experience
Brookhaven National Laboratory
Guest Scientist, August 2016 -
Stony Brook Uiversity
Visiting Scholar, July 2010 -
Office Hours
2:00pm-4:00pm
2024 Fall Courses
BDS 725 - INDEPENDENT RESEARCH I
BDS 790A - DOCTORAL DISSERTATION & RES
FIN 410 - DATA MINING & MACHINE LEARNING
BDS 792B - PRE-DOCTORAL RESEARCH
BDS 726 - INDEPENDENT RESEARCH II
MGMT 635 - DATA MINING&ANAL FOR MNGRS
BDS 790A - DOCTORAL DISSERTATION & RES
FIN 410 - DATA MINING & MACHINE LEARNING
BDS 792B - PRE-DOCTORAL RESEARCH
BDS 726 - INDEPENDENT RESEARCH II
MGMT 635 - DATA MINING&ANAL FOR MNGRS
Teaching Interests
Machine Learning, Data Mining, and FinTech
Past Courses
BDS 791: DOCTORAL SEMINAR
FIN 410: DATA MINING & MACHINE LEARNING
MGMT 635: DATA MINING AND ANALYSIS
MGMT 635: DATA MINING&ANAL FOR MNGRS
MGMT 735: DEEP LEARNING IN BUSINESS
MIS 245: INTRO TO MNGMNT INFO SYST
MIS 791: DOCTORAL SEMINAR
FIN 410: DATA MINING & MACHINE LEARNING
MGMT 635: DATA MINING AND ANALYSIS
MGMT 635: DATA MINING&ANAL FOR MNGRS
MGMT 735: DEEP LEARNING IN BUSINESS
MIS 245: INTRO TO MNGMNT INFO SYST
MIS 791: DOCTORAL SEMINAR
Research Interests
Machine Learning, Data Mining, Graph Analysis, and FinTech
Journal Article
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2024). The network factor of equity pricing: a signed graph laplacian approach. Journal of Financial Econometrics ,
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2024). The network factor of equity pricing: a signed graph laplacian approach. Journal of Financial Econometrics ,
Varolgunes, Uras, & Yao, Shibo, & Ma, Yao, & Yu, Dantong (2023). Embedding imputation with self-supervised graph neural networks. IEEE Access,
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2023). Attention based dynamic graph neural network for asset pricing. Global Finance Journal, 58,
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2023). Attention based dynamic graph neural network for asset pricing. Global Finance Journal, 58,
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2024). The network factor of equity pricing: a signed graph laplacian approach. Journal of Financial Econometrics ,
Varolgunes, Uras, & Yao, Shibo, & Ma, Yao, & Yu, Dantong (2023). Embedding imputation with self-supervised graph neural networks. IEEE Access,
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2023). Attention based dynamic graph neural network for asset pricing. Global Finance Journal, 58,
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2023). Attention based dynamic graph neural network for asset pricing. Global Finance Journal, 58,
SHOW MORE
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2023). Attention based dynamic graph neural network for asset pricing.. Global finance journal, 58,
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2023). Attention Based Dynamic Graph Neural Network for Asset Pricing. Global Finance Journal, 58(November 2023),
Varolgunes, Uras, & Yao, Shibo, & Ma, Yao, & Yu, Dantong (2023). Embedding Imputation With Self-Supervised Graph Neural Networks. IEEE Access, 11, 70610--70620.
Fu, Mengchuan, & Yu, Dantong, & Zhou, Dan (2023). Secret Recipe of IPO survival: ESG disclosure and performance. Financial Markets, Institutions & Instruments, 32(1), 3-19.
Uddiin, Ajim, & Tao, Xinyuan, & Chou, Chia-Ching, & Yu, Dantong (2022). Are missing values important for earnings forecasts? A machine learning perspective. Quantitative Finance , 22(6), 1113-1132 .
Uddiin, Ajim, & Tao, Xinyuan, & Chou, C C, & Yu, Dantong (2022). Are missing values important for earnings forecast? a machine learning perspective.. Quantitative finance, 22(6), 1113-1132.
Uddiin, Ajim, & Tao, Xinyuan, & Chou, Chia Ching, & Yu, Dantong (2022). Are missing values important for earnings forecasts? A machine learning perspective. Quantitative Finance, 22(6), 1113-1132.
Ye, Xinyue, & Wang, Wenbo, & Zhang, Xiaoqi, & Li, Zhenlong, & Yu, Dantong, & Du, Jiaxin, & Chen, Zhihui (2021). Reconstructing spatial information diffusion networks with heterogeneous agents and text contents. Trans. GIS, 25(4), 1654--1673.
Uddiin, Ajim, & Yu, Dantong (2020). Latent factor model for asset pricing. Journal of Behavioral and Experimental Finance, 27, 100353.
Uddiin, Ajim, & Yu, Dantong (2020). Latent factor model for asset pricing. Journal of Behavioral and Experimental Finance, 27,
Arkin, A P, & Cottingham, R W, & Henry, C S, & Harris, N L, & Stevens, R L, & Maslov, S, & Dehal, P, & Ware, D, & Perez, F, & Canon, S, & Sneddon, M W, & Henderson, M L, & Riehl, W J, & Murphy-Olson, D, & Chan, S Y, & Kamimura, R T, & Kumari, S, & Drake, M M, & Brettin, T S, & Glass, E M, & Chivian, D, & Gunter, D, & Weston, D J, & Allen, B H, & Baumohl, J, & Best, A A, & Bowen, B, & Brenner, S E, & Bun, C C, & Chandonia, J M, & Chia, J M, & Colasanti, R, & Conrad, N, & Davis, J J, & Davison, B H, & DeJongh, M, & Devoid, S, & Dietrich, E, & Dubchak, I, & Edirisinghe, J N, & Fang, G, & Faria, J P, & Frybarger, P M, & Gerlach, W, & Gerstein, M, & Greiner, A, & Gurtowski, J, & Haun, H L, & He, F, & Jain, R, & Joachimiak, M P, & Keegan, K P, & Kondo, S, & Kumar, V, & Land, M L, & Meyer, F, & Mills, M, & Novichkov, P S, & Oh, T, & Olsen, G J, & Olson, R, & Parrello, B, & Pasternak, S, & Pearson, E, & Poon, S S, & Price, G A, & Ramakrishnan, S, & Ranjan, P, & Ronald, P C, & Schatz, M C, & Seaver SMD, , & Shukla, M, & Sutormin, R A, & Syed, M H, & Thomason, J, & Tintle, N L, & Wang, D, & Xia, F, & Yoo, H, & Yoo, S, & Yu, Dantong (2018). KBase: The United States Department of Energy Systems Biology Knowledgebase.. Nature biotechnology, 36(7), 566-569.
Li, Tan, & Ren, Yufei, & Yu, Dantong, & Jin, Shudong (2017). RAMSYS: Resource-Aware Asynchronous Data Transfer with Multicore SYStems. IEEE Transactions on Parallel and Distributed Systems, 28(5), 1430-1444.
Peng, Zhenzhou, & Yu, Dantong, & Huang, Dong, & Heiser, John, & Yoo, Shinjae, & Kalb, Paul (2015). 3D cloud detection and tracking system for solar forecast using multiple sky imagers. Solar Energy, 118, 496-519.
Uddiin, Ajim, & Tao, Xinyuan, & Yu, Dantong (2023). Attention Based Dynamic Graph Neural Network for Asset Pricing. Global Finance Journal, 58(November 2023),
Varolgunes, Uras, & Yao, Shibo, & Ma, Yao, & Yu, Dantong (2023). Embedding Imputation With Self-Supervised Graph Neural Networks. IEEE Access, 11, 70610--70620.
Fu, Mengchuan, & Yu, Dantong, & Zhou, Dan (2023). Secret Recipe of IPO survival: ESG disclosure and performance. Financial Markets, Institutions & Instruments, 32(1), 3-19.
Uddiin, Ajim, & Tao, Xinyuan, & Chou, Chia-Ching, & Yu, Dantong (2022). Are missing values important for earnings forecasts? A machine learning perspective. Quantitative Finance , 22(6), 1113-1132 .
Uddiin, Ajim, & Tao, Xinyuan, & Chou, C C, & Yu, Dantong (2022). Are missing values important for earnings forecast? a machine learning perspective.. Quantitative finance, 22(6), 1113-1132.
Uddiin, Ajim, & Tao, Xinyuan, & Chou, Chia Ching, & Yu, Dantong (2022). Are missing values important for earnings forecasts? A machine learning perspective. Quantitative Finance, 22(6), 1113-1132.
Ye, Xinyue, & Wang, Wenbo, & Zhang, Xiaoqi, & Li, Zhenlong, & Yu, Dantong, & Du, Jiaxin, & Chen, Zhihui (2021). Reconstructing spatial information diffusion networks with heterogeneous agents and text contents. Trans. GIS, 25(4), 1654--1673.
Uddiin, Ajim, & Yu, Dantong (2020). Latent factor model for asset pricing. Journal of Behavioral and Experimental Finance, 27, 100353.
Uddiin, Ajim, & Yu, Dantong (2020). Latent factor model for asset pricing. Journal of Behavioral and Experimental Finance, 27,
Arkin, A P, & Cottingham, R W, & Henry, C S, & Harris, N L, & Stevens, R L, & Maslov, S, & Dehal, P, & Ware, D, & Perez, F, & Canon, S, & Sneddon, M W, & Henderson, M L, & Riehl, W J, & Murphy-Olson, D, & Chan, S Y, & Kamimura, R T, & Kumari, S, & Drake, M M, & Brettin, T S, & Glass, E M, & Chivian, D, & Gunter, D, & Weston, D J, & Allen, B H, & Baumohl, J, & Best, A A, & Bowen, B, & Brenner, S E, & Bun, C C, & Chandonia, J M, & Chia, J M, & Colasanti, R, & Conrad, N, & Davis, J J, & Davison, B H, & DeJongh, M, & Devoid, S, & Dietrich, E, & Dubchak, I, & Edirisinghe, J N, & Fang, G, & Faria, J P, & Frybarger, P M, & Gerlach, W, & Gerstein, M, & Greiner, A, & Gurtowski, J, & Haun, H L, & He, F, & Jain, R, & Joachimiak, M P, & Keegan, K P, & Kondo, S, & Kumar, V, & Land, M L, & Meyer, F, & Mills, M, & Novichkov, P S, & Oh, T, & Olsen, G J, & Olson, R, & Parrello, B, & Pasternak, S, & Pearson, E, & Poon, S S, & Price, G A, & Ramakrishnan, S, & Ranjan, P, & Ronald, P C, & Schatz, M C, & Seaver SMD, , & Shukla, M, & Sutormin, R A, & Syed, M H, & Thomason, J, & Tintle, N L, & Wang, D, & Xia, F, & Yoo, H, & Yoo, S, & Yu, Dantong (2018). KBase: The United States Department of Energy Systems Biology Knowledgebase.. Nature biotechnology, 36(7), 566-569.
Li, Tan, & Ren, Yufei, & Yu, Dantong, & Jin, Shudong (2017). RAMSYS: Resource-Aware Asynchronous Data Transfer with Multicore SYStems. IEEE Transactions on Parallel and Distributed Systems, 28(5), 1430-1444.
Peng, Zhenzhou, & Yu, Dantong, & Huang, Dong, & Heiser, John, & Yoo, Shinjae, & Kalb, Paul (2015). 3D cloud detection and tracking system for solar forecast using multiple sky imagers. Solar Energy, 118, 496-519.
COLLAPSE
Conference Proceeding
A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and Imputation
4th ACM International Conference on AI in Finance: ICAIF'23, November 2023
A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and Imputation
4th ACM International Conference on AI in Finance: ICAIF'23, November 2023
A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and Imputation
ACM, November 2023
NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation
ACM, November 2023
The Network of Mutual Funds: A Dynamic Heterogeneous Graph Neural Network for Estimating Mutual Funds Performance
ACM, November 2023
4th ACM International Conference on AI in Finance: ICAIF'23, November 2023
A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and Imputation
4th ACM International Conference on AI in Finance: ICAIF'23, November 2023
A Fast Non-Linear Coupled Tensor Completion Algorithm for Financial Data Integration and Imputation
ACM, November 2023
NMTucker: Non-linear Matryoshka Tucker Decomposition for Financial Time Series Imputation
ACM, November 2023
The Network of Mutual Funds: A Dynamic Heterogeneous Graph Neural Network for Estimating Mutual Funds Performance
ACM, November 2023
SHOW MORE
End-to-End Pipeline for Trigger Detection on Hit and Track Graphs
AAAI Press, September 2023
Core Matrix Regression and Prediction with Regularization
ACM, 2022
Machine Learning for Earnings Prediction: A Nonlinear Tensor Approach for Data Integration and Completion
ACM, 2022
Temporal Bipartite Graph Neural Networks for Bond Prediction
ACM, 2022
Machine Learning for Earnings Prediction: A Nonlinear Tensor Approach for Data Integration and Completion
3th ACM International Conference on AI in Finance: ICAIF'22, November 2022
Temporal Bipartite Graph Neural Networks for Bond Prediction
3th ACM International Conference on AI in Finance: ICAIF'22, November 2022
Core Matrix Regression and Prediction with Regularization
November 2022
Machine Learning for Earnings Prediction: A Nonlinear Tensor Approach for Data Integration and Completion
November 2022
Temporal Bipartite Graph Neural Networks for Bond Prediction
November 2022
Trigger Detection for the sPHENIX Experiment via Bipartite Graph Networks with Set Transformer
Springer, September 2022
Attention Based Dynamic Graph Learning Framework for Asset Pricing
ACM, 2021
Perturbing Eigenvalues with Residual Learning in Graph Convolutional Neural Networks
PMLR, 2021
Attention Based Dynamic Graph Learning Framework for Asset Pricing
30th ACM International Conference on Information & Knowledge Management, CIKM-2021, October (4th Quarter/Autumn) 2021
Nonlinear Tensor Completion Using Domain Knowledge: An Application in Analysts' Earnings Forecast
IEEE, 2020
Design and performance evaluation of NUMA-aware RDMA-based end-to-end data transfer systems
ACM, November 2013
AAAI Press, September 2023
Core Matrix Regression and Prediction with Regularization
ACM, 2022
Machine Learning for Earnings Prediction: A Nonlinear Tensor Approach for Data Integration and Completion
ACM, 2022
Temporal Bipartite Graph Neural Networks for Bond Prediction
ACM, 2022
Machine Learning for Earnings Prediction: A Nonlinear Tensor Approach for Data Integration and Completion
3th ACM International Conference on AI in Finance: ICAIF'22, November 2022
Temporal Bipartite Graph Neural Networks for Bond Prediction
3th ACM International Conference on AI in Finance: ICAIF'22, November 2022
Core Matrix Regression and Prediction with Regularization
November 2022
Machine Learning for Earnings Prediction: A Nonlinear Tensor Approach for Data Integration and Completion
November 2022
Temporal Bipartite Graph Neural Networks for Bond Prediction
November 2022
Trigger Detection for the sPHENIX Experiment via Bipartite Graph Networks with Set Transformer
Springer, September 2022
Attention Based Dynamic Graph Learning Framework for Asset Pricing
ACM, 2021
Perturbing Eigenvalues with Residual Learning in Graph Convolutional Neural Networks
PMLR, 2021
Attention Based Dynamic Graph Learning Framework for Asset Pricing
30th ACM International Conference on Information & Knowledge Management, CIKM-2021, October (4th Quarter/Autumn) 2021
Nonlinear Tensor Completion Using Domain Knowledge: An Application in Analysts' Earnings Forecast
IEEE, 2020
Design and performance evaluation of NUMA-aware RDMA-based end-to-end data transfer systems
ACM, November 2013
COLLAPSE