Professor Dantong Yu is the Director of the Center for Big Data and a Professor at the Martin Tuchman School of Management at New Jersey Institute of Technology (NJIT). His research focuses on interdisciplinary applications of machine learning, financial econometrics, and high-performance computing. He leads the Terapaths project, a DOE-funded initiative developing QoS data sharing infrastructure for petascale computing. His work bridges computational methods with domains like finance, healthcare, and particle physics. Key research areas include graph neural networks for asset pricing, tensor completion algorithms for financial data integration, and FPGA-based real-time triggering systems for experiments such as sPHENIX. His studies on equity pricing leverage signed graph Laplacians, while his work on ESG disclosure impacts IPO survival analysis. Collaborations span institutions like ATLAS and sPHENIX, emphasizing data-driven solutions for complex scientific challenges. Recent publications highlight innovations in embedding imputation via self-supervised GNNs, neural network pruning for efficiency, and solar irradiance forecasting using cloud tracking. His federally funded projects address petascale data transfer and QoS optimization. Media highlights include contributions to cosmic physics research and financial market modeling. Advising and grants include DOE sponsorship for petascale infrastructure. He participates in interdisciplinary teams at NJIT’s Center for Big Data and contributes to courses like FIN 410, integrating machine learning into finance education.








