activity
20192023
most citedBERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability

40 citations · 134 across the 11 of their papers we have counts for

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Showing 2019Show all

5 papers · 1 filter

cs.GT2019★ 12 cited

The Constrained Round Robin Algorithm for Fair and Efficient Allocation

Haris Aziz, Xin Huang, Nicholas Mattei +1

We consider a multi-agent resource allocation setting that models the assignment of papers to reviewers. A recurring issue in allocation problems is the compatibility of welfare/ef…

cs.GT2019★ 25 cited

An Algorithmic Framework for Approximating Maximin Share Allocation of Chores

Xin Huang, Pinyan Lu

In this paper, we consider the problem of how to fairly dividing indivisible chores among agents. The fairness measure we considered here is the maximin share. The previous…

eess.SY2019★ 2 cited

Revised Progressive-Hedging-Algorithm Based Two-layer Solution Scheme for Bayesian Reinforcement Learning

Xin Huang, Duan Li, Daniel Zhuoyu Long

Stochastic control with both inherent random system noise and lack of knowledge on system parameters constitutes the core and fundamental topic in reinforcement learning (RL), espe…

q-fin.ST2019★ 40 cited

BERT-based Financial Sentiment Index and LSTM-based Stock Return Predictability

Joshua Zoen Git Hiew, Xin Huang, Hao Mou +3

Traditional sentiment construction in finance relies heavily on the dictionary-based approach, with a few exceptions using simple machine learning techniques such as Naive Bayes cl…

cs.GT2019★ 31 cited

Envy-freeness up to any item with high Nash welfare: The virtue of donating items

Ioannis Caragiannis, Nick Gravin, Xin Huang

Several fairness concepts have been proposed recently in attempts to approximate envy-freeness in settings with indivisible goods. Among them, the concept of envy-freeness up to an…