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Liu Peng
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引用次数
引用次数
年份
Bayesian Optimization: Theory and Practice Using Python
P Liu
Apress, ISBN 9781484290620, 2023
42023
A review on derivative hedging using reinforcement learning
P Liu
Journal of Financial Data Science, 1, 2023
32023
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
32020
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
22021
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
12023
Seeking better Sharpe ratio via Bayesian optimization
P Liu
Journal of Portfolio Management 49 (7), 1, 2023
12023
An integrated framework on human-in-the-loop risk analytics
P Liu
Journal of Financial Data Science 5 (1), 58, 2023
12023
Towards better data augmentation using wasserstein distance in variational auto-encoder
Z Chen, P Liu
arXiv preprint arXiv:2109.14795, 2021
12021
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
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