Online portfolio management via deep reinforcement learning with high-frequency data J Li, Y Zhang, X Yang, L Chen Information Processing & Management 60 (3), 103247, 2023 | 21 | 2023 |
Aggregating exponential gradient expert advice for online portfolio selection under transaction costs Y Zhang, J Li, X Yang, H Lin Journal of the Operational Research Society 74 (8), 1940-1953, 2023 | 6 | 2023 |
Competitive Online Strategy Based on Improved Exponential Gradient Expert and Aggregating Method Y Zhang, J Li, X Yang, J Zhang Computational Economics 64 (2), 789-814, 2024 | 2 | 2024 |
Lease or financial lease? Deterministic strategies for on-line financial lease problem with the second-hand transaction Y Zhang, J Li, X Yang, X Wang Journal of Combinatorial Optimization 44 (2), 1248-1264, 2022 | 2 | 2022 |
Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm Y Zhang, H Lin, J Li, X Yang Journal of the Operational Research Society 75 (10), 2032-2051, 2024 | | 2024 |
Aggregating closing position experts for online portfolio selection X Yang, X Zheng, J Li, Q Huang Applied Economics Letters, 1-12, 2024 | | 2024 |