Bayesian Optimization: Theory and Practice Using Python P Liu Apress, ISBN 9781484290620, 2023 | 4 | 2023 |
A review on derivative hedging using reinforcement learning P Liu Journal of Financial Data Science, 1, 2023 | 3 | 2023 |
Regularised Text Logistic Regression: Key Word Detection and Sentiment Classification for Online Reviews Y Chen, P Liu, CP Teo arXiv preprint arXiv:2009.04591, 2020 | 3 | 2020 |
Limousine service management: Capacity planning with predictive analytics and optimization P Liu, Y Chen, CP Teo INFORMS Journal on Applied Analytics 51 (4), 280-296, 2021 | 2 | 2021 |
Bayesian optimization with switching cost: Regret analysis and lookahead variants.(2023) P LIU, H WANG, W QIYU Proceedings of the 32nd International Joint Conference on Artificial …, 2023 | 1 | 2023 |
Seeking better Sharpe ratio via Bayesian optimization P Liu Journal of Portfolio Management 49 (7), 1, 2023 | 1 | 2023 |
An integrated framework on human-in-the-loop risk analytics P Liu Journal of Financial Data Science 5 (1), 58, 2023 | 1 | 2023 |
Towards better data augmentation using wasserstein distance in variational auto-encoder Z Chen, P Liu arXiv preprint arXiv:2109.14795, 2021 | 1 | 2021 |
Efficient Portfolio Rebalancing via Cost-aware Bayesian Optimization P Liu Available at SSRN 4680971, 2024 | | 2024 |
A&I Trader: Integrating Industry Effect into Reinforcement Learning for Balanced Portfolio Management Y Wang, P Liu Available at SSRN, 2023 | | 2023 |
Stock Return Prediction using Financial News: A Unified Sequence Model based on Hierarchical Attention and Long-Short Term Memory Networks H Chen, P Liu 2021 International Conference on Signal Processing and Machine Learning …, 2021 | | 2021 |