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
2025 Spring Courses
BDS 790A - DOCTORAL DISSERTATION & RES
FIN 410 - DATA MINING & MACHINE LEARNING
BDS 792B - PRE-DOCTORAL RESEARCH
BDS 725 - INDEPENDENT STUDY I
MGMT 635 - DATA MINING&ANAL FOR MNGRS
FIN 410 - DATA MINING & MACHINE LEARNING
BDS 792B - PRE-DOCTORAL RESEARCH
BDS 725 - INDEPENDENT STUDY I
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
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2024. “The network factor of equity pricing: a signed graph laplacian approach.” Journal of Financial Econometrics .
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2024. “The network factor of equity pricing: a signed graph laplacian approach.” Journal of Financial Econometrics .
Uras Varolgunes, Shibo Yao, Yao Ma, Dantong Yu. 2023. “Embedding imputation with self-supervised graph neural networks.” IEEE Access.
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2023. “Attention based dynamic graph neural network for asset pricing.” Global Finance Journal, vol. 58.
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2023. “Attention based dynamic graph neural network for asset pricing.” Global Finance Journal, vol. 58.
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2024. “The network factor of equity pricing: a signed graph laplacian approach.” Journal of Financial Econometrics .
Uras Varolgunes, Shibo Yao, Yao Ma, Dantong Yu. 2023. “Embedding imputation with self-supervised graph neural networks.” IEEE Access.
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2023. “Attention based dynamic graph neural network for asset pricing.” Global Finance Journal, vol. 58.
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2023. “Attention based dynamic graph neural network for asset pricing.” Global Finance Journal, vol. 58.
SHOW MORE
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2023. “Attention based dynamic graph neural network for asset pricing..” Global finance journal, vol. 58.
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2023. “Attention Based Dynamic Graph Neural Network for Asset Pricing.” Global Finance Journal, vol. 58, no. November 2023.
Uras Varolgunes, Shibo Yao, Yao Ma, Dantong Yu. 2023. “Embedding Imputation With Self-Supervised Graph Neural Networks.” IEEE Access, vol. 11, pp. 70610--70620.
Mengchuan Fu, Dantong Yu, Dan Zhou. 2023. “Secret Recipe of IPO survival: ESG disclosure and performance.” Financial Markets, Institutions & Instruments, vol. 32, no. 1, pp. 3-19.
Ajim Uddiin, Xinyuan Tao, Chia-Ching Chou, Dantong Yu. 2022. “Are missing values important for earnings forecasts? A machine learning perspective.” Quantitative Finance , vol. 22, no. 6, pp. 1113-1132 .
Ajim Uddiin, Xinyuan Tao, C C Chou, Dantong Yu. 2022. “Are missing values important for earnings forecast? a machine learning perspective..” Quantitative finance, vol. 22, no. 6, pp. 1113-1132.
Ajim Uddiin, Xinyuan Tao, Chia Ching Chou, Dantong Yu. 2022. “Are missing values important for earnings forecasts? A machine learning perspective.” Quantitative Finance, vol. 22, no. 6, pp. 1113-1132.
Xinyue Ye, Wenbo Wang, Xiaoqi Zhang, Zhenlong Li, Dantong Yu, Jiaxin Du, Zhihui Chen. 2021. “Reconstructing spatial information diffusion networks with heterogeneous agents and text contents.” Trans. GIS, vol. 25, no. 4, pp. 1654--1673.
Ajim Uddiin, Dantong Yu. 2020. “Latent factor model for asset pricing.” Journal of Behavioral and Experimental Finance, vol. 27, pp. 100353.
Ajim Uddiin, Dantong Yu. 2020. “Latent factor model for asset pricing.” Journal of Behavioral and Experimental Finance, vol. 27.
A P Arkin, R W Cottingham, C S Henry, N L Harris, R L Stevens, S Maslov, P Dehal, D Ware, F Perez, S Canon, M W Sneddon, M L Henderson, W J Riehl, D Murphy-Olson, S Y Chan, R T Kamimura, S Kumari, M M Drake, T S Brettin, E M Glass, D Chivian, D Gunter, D J Weston, B H Allen, J Baumohl, A A Best, B Bowen, S E Brenner, C C Bun, J M Chandonia, J M Chia, R Colasanti, N Conrad, J J Davis, B H Davison, M DeJongh, S Devoid, E Dietrich, I Dubchak, J N Edirisinghe, G Fang, J P Faria, P M Frybarger, W Gerlach, M Gerstein, A Greiner, J Gurtowski, H L Haun, F He, R Jain, M P Joachimiak, K P Keegan, S Kondo, V Kumar, M L Land, F Meyer, M Mills, P S Novichkov, T Oh, G J Olsen, R Olson, B Parrello, S Pasternak, E Pearson, S S Poon, G A Price, S Ramakrishnan, P Ranjan, P C Ronald, M C Schatz, Seaver SMD, M Shukla, R A Sutormin, M H Syed, J Thomason, N L Tintle, D Wang, F Xia, H Yoo, S Yoo, Dantong Yu. 2018. “KBase: The United States Department of Energy Systems Biology Knowledgebase..” Nature biotechnology, vol. 36, no. 7, pp. 566-569.
Tan Li, Yufei Ren, Dantong Yu, Shudong Jin. 2017. “RAMSYS: Resource-Aware Asynchronous Data Transfer with Multicore SYStems.” IEEE Transactions on Parallel and Distributed Systems, vol. 28, no. 5, pp. 1430-1444.
Zhenzhou Peng, Dantong Yu, Dong Huang, John Heiser, Shinjae Yoo, Paul Kalb. 2015. “3D cloud detection and tracking system for solar forecast using multiple sky imagers.” Solar Energy, vol. 118, pp. 496-519.
Ajim Uddiin, Xinyuan Tao, Dantong Yu. 2023. “Attention Based Dynamic Graph Neural Network for Asset Pricing.” Global Finance Journal, vol. 58, no. November 2023.
Uras Varolgunes, Shibo Yao, Yao Ma, Dantong Yu. 2023. “Embedding Imputation With Self-Supervised Graph Neural Networks.” IEEE Access, vol. 11, pp. 70610--70620.
Mengchuan Fu, Dantong Yu, Dan Zhou. 2023. “Secret Recipe of IPO survival: ESG disclosure and performance.” Financial Markets, Institutions & Instruments, vol. 32, no. 1, pp. 3-19.
Ajim Uddiin, Xinyuan Tao, Chia-Ching Chou, Dantong Yu. 2022. “Are missing values important for earnings forecasts? A machine learning perspective.” Quantitative Finance , vol. 22, no. 6, pp. 1113-1132 .
Ajim Uddiin, Xinyuan Tao, C C Chou, Dantong Yu. 2022. “Are missing values important for earnings forecast? a machine learning perspective..” Quantitative finance, vol. 22, no. 6, pp. 1113-1132.
Ajim Uddiin, Xinyuan Tao, Chia Ching Chou, Dantong Yu. 2022. “Are missing values important for earnings forecasts? A machine learning perspective.” Quantitative Finance, vol. 22, no. 6, pp. 1113-1132.
Xinyue Ye, Wenbo Wang, Xiaoqi Zhang, Zhenlong Li, Dantong Yu, Jiaxin Du, Zhihui Chen. 2021. “Reconstructing spatial information diffusion networks with heterogeneous agents and text contents.” Trans. GIS, vol. 25, no. 4, pp. 1654--1673.
Ajim Uddiin, Dantong Yu. 2020. “Latent factor model for asset pricing.” Journal of Behavioral and Experimental Finance, vol. 27, pp. 100353.
Ajim Uddiin, Dantong Yu. 2020. “Latent factor model for asset pricing.” Journal of Behavioral and Experimental Finance, vol. 27.
A P Arkin, R W Cottingham, C S Henry, N L Harris, R L Stevens, S Maslov, P Dehal, D Ware, F Perez, S Canon, M W Sneddon, M L Henderson, W J Riehl, D Murphy-Olson, S Y Chan, R T Kamimura, S Kumari, M M Drake, T S Brettin, E M Glass, D Chivian, D Gunter, D J Weston, B H Allen, J Baumohl, A A Best, B Bowen, S E Brenner, C C Bun, J M Chandonia, J M Chia, R Colasanti, N Conrad, J J Davis, B H Davison, M DeJongh, S Devoid, E Dietrich, I Dubchak, J N Edirisinghe, G Fang, J P Faria, P M Frybarger, W Gerlach, M Gerstein, A Greiner, J Gurtowski, H L Haun, F He, R Jain, M P Joachimiak, K P Keegan, S Kondo, V Kumar, M L Land, F Meyer, M Mills, P S Novichkov, T Oh, G J Olsen, R Olson, B Parrello, S Pasternak, E Pearson, S S Poon, G A Price, S Ramakrishnan, P Ranjan, P C Ronald, M C Schatz, Seaver SMD, M Shukla, R A Sutormin, M H Syed, J Thomason, N L Tintle, D Wang, F Xia, H Yoo, S Yoo, Dantong Yu. 2018. “KBase: The United States Department of Energy Systems Biology Knowledgebase..” Nature biotechnology, vol. 36, no. 7, pp. 566-569.
Tan Li, Yufei Ren, Dantong Yu, Shudong Jin. 2017. “RAMSYS: Resource-Aware Asynchronous Data Transfer with Multicore SYStems.” IEEE Transactions on Parallel and Distributed Systems, vol. 28, no. 5, pp. 1430-1444.
Zhenzhou Peng, Dantong Yu, Dong Huang, John Heiser, Shinjae Yoo, Paul Kalb. 2015. “3D cloud detection and tracking system for solar forecast using multiple sky imagers.” Solar Energy, vol. 118, pp. 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