| Online portfolio selection: A survey B Li, SCH Hoi ACM Computing Surveys (CSUR) 46 (3), 1-36, 2014 | 360 | 2014 |
| Detecting Accounting Frauds in Publicly Traded US Firms Using a Machine Learning Approach Y Bao, B Ke, B Li, YJ Yu, J Zhang Journal of Accounting Research, 2020 | 339 | 2020 |
| Moving average reversion strategy for on-line portfolio selection B Li, SCH Hoi, D Sahoo, ZY Liu Artificial Intelligence 222, 104-123, 2015 | 242* | 2015 |
| PAMR: Passive aggressive mean reversion strategy for portfolio selection B Li, P Zhao, SCH Hoi, V Gopalkrishnan Machine learning 87, 221-258, 2012 | 226 | 2012 |
| Online transfer learning P Zhao, SCH Hoi, J Wang, B Li Artificial intelligence 216, 76-102, 2014 | 190 | 2014 |
| Confidence weighted mean reversion strategy for online portfolio selection B Li, SCH Hoi, P Zhao, V Gopalkrishnan ACM Transactions on Knowledge Discovery from Data (TKDD) 7 (1), 1-38, 2013 | 144 | 2013 |
| Robust median reversion strategy for online portfolio selection D Huang, J Zhou, B Li, SCH Hoi, S Zhou IEEE Transactions on Knowledge and Data Engineering 28 (9), 2480-2493, 2016 | 139 | 2016 |
| Corn: Correlation-driven nonparametric learning approach for portfolio selection B Li, SCH Hoi, V Gopalkrishnan ACM Transactions on Intelligent Systems and Technology (TIST) 2 (3), 1-29, 2011 | 119 | 2011 |
| Large scale online multiple kernel regression with application to time-series prediction D Sahoo, SCH Hoi, B Li ACM Transactions on Knowledge Discovery from Data (TKDD) 13 (1), 1-33, 2019 | 92* | 2019 |
| Cost-sensitive portfolio selection via deep reinforcement learning Y Zhang, P Zhao, Q Wu, B Li, J Huang, M Tan IEEE Transactions on Knowledge and Data Engineering 34 (1), 236-248, 2020 | 90 | 2020 |
| Transaction Costs Optimization for Online Portfolio Selection B Li, J Wang, D Huang, S Hoi Quantitative Finance 18 (8), 1411-1424, 2018 | 70 | 2018 |
| OLPS: A Toolbox for On-Line Portfolio Selection B Li, D Sahoo, SCH Hoi Journal of Machine Learning Research 17, 1-5, 2016 | 66 | 2016 |
| Selecting mutual funds from the stocks they hold: A machine learning approach B Li, AG Rossi Available at SSRN 3737667, 2020 | 46 | 2020 |
| Online portfolio selection: principles and algorithms B Li, SCH Hoi Crc Press, 2015 | 46 | 2015 |
| Do Trend Following Strategies Work in Chinese Futures Markets? B Li, D Zhang, Y Zhou Journal of Futures Markets 37 (12), 1226 - 1254, 2017 | 29 | 2017 |
| Combination Forecasting Reversion Strategy for Online Portfolio Selection D Huang, S Yu, B Li, S Hoi, S Zhou. ACM Transactions on Intelligent Systems and Technology 9 (5), 58:1-22, 2018 | 28 | 2018 |
| Semi-universal portfolios with transaction costs D Huang, Y Zhu, B Li, S Zhou, SCH Hoi AAAI, 2015 | 20 | 2015 |
| The cross section of Chinese commodity futures return B Li, C Sun, Y Zhou Journal of Management Science and Engineering, 2021 | 13 | 2021 |
| 机器学习驱动的基本面量化投资研究 李斌， 邵新月， 李玥阳 中国工业经济, 61-79, 2019 | 10 | 2019 |
| ML-TEA: 一套基于机器学习和技术分析的量化投资算法 李斌， 林彦， 唐闻轩 系统工程理论与实践 37 (5), 1089-1100, 2017 | 7 | 2017 |
