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20152025
most citedModel-based Deep Reinforcement Learning for Dynamic Portfolio Optimization

63 citations · 97 across the 21 of their papers we have counts for

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5 papers · 1 filter

cs.LG2020★ 3 cited

Robustness and Personalization in Federated Learning: A Unified Approach via Regularization

Achintya Kundu, Pengqian Yu, Laura Wynter +1

We present a class of methods for robust, personalized federated learning, called Fed+, that unifies many federated learning algorithms. The principal advantage of this class of me…

cs.LG2019★ 1 cited

Mutual Information Maximization in Graph Neural Networks

Xinhan Di, Pengqian Yu, Rui Bu +1

A variety of graph neural networks (GNNs) frameworks for representation learning on graphs have been recently developed. These frameworks rely on aggregation and iteration scheme t…

cs.LG2019★ 63 cited

Model-based Deep Reinforcement Learning for Dynamic Portfolio Optimization

Pengqian Yu, Joon Sern Lee, Ilya Kulyatin +2

Dynamic portfolio optimization is the process of sequentially allocating wealth to a collection of assets in some consecutive trading periods, based on investors' return-risk profi…

cs.LG2018

Ambient Hidden Space of Generative Adversarial Networks

Xinhan Di, Pengqian Yu, Meng Tian

Generative adversarial models are powerful tools to model structure in complex distributions for a variety of tasks. Current techniques for learning generative models require an ac…

cs.LG2018★ 2 cited

Towards Adversarial Training with Moderate Performance Improvement for Neural Network Classification

Xinhan Di, Pengqian Yu, Meng Tian

It has been demonstrated that deep neural networks are prone to noisy examples particular adversarial samples during inference process. The gap between robust deep learning systems…