Cao's research primarily focuses on developing advanced machine learning and data mining algorithms for structured data, with a particular emphasis on time series foundation models.
His work aims to create models that demonstrate a deep understanding of temporal patterns and dynamics in various domains, including spatio-temporal and relational data. To this end, his research aims to integrate causal inference, graph neural networks, spectral domain representation, interpretability, and robustness.
In addition, he is also interested in causal representation learning and pre-training large language models.
He has published his research in top conference proceedings including NeurIPS, CVPR, ICLR, ICRA, ICDM and NAACL, etc.
This summer, he spent a great time as a Quantitative Researcher in Foundation Models at Cubist Systematic Strategies.
In summer 2023, he joined MBZUAI as a research assistant, working with Prof. Kun Zhang and Prof. Biwei Huang on causality.
In summer 2022, he finished his research internship in Abobe research, mentored by Dr. Zhaowen Wang.
Previously, he worked as a Research Intern at Microsoft Research Lab Asia (MSRA) twice, where he worked closely with Dr. Yujing Wang
and Alibaba Damo Academy’s Data Analytics and Intelligence Lab advised by Dr. Jingren Zhou.
Besides, he finished his first internship with grateful in Baidu 7 years ago.
TEMPO: Prompt-based generative pre-trained transformer for time series forecasting Defu Cao, Furong Jia, Sercan O Arik, Tomas Pfister, Yixiang Zheng, Wen Ye, Yan Liu
Beyond Forecasting: Compositional Time Series Reasoning for End-to-End Task Execution
Wen Ye, Yizhou Zhang, Wei Yang, Lumingyuan Tang, Defu Cao, Jie Cai, Yan Liu
Estimating Treatment Effects from Irregular Time Series Observations with Hidden Confounders Defu Cao, James Enouen, Yujing Wang, Xiangchen Song, Chuizheng Meng, Hao Niu, Yan Liu
DSLOB: A Synthetic Limit Order Book Dataset for Benchmarking Forecasting Algorithms under Distributional Shift Defu Cao, Yousef El-Laham, Loc Trinh, Svitlana Vyetrenko, Yan Liu