3 papers
q-fin.CP2020
Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target
Chendi Ni, Yuying Li, Peter Forsyth +1
We propose a data-driven Neural Network (NN) optimization framework to determine the optimal multi-period dynamic asset allocation strategy for outperforming a general stochastic t…
quant-ph2019
Quantum walk inspired algorithm for graph similarity and isomorphism
Callum Schofield, Jingbo B. Wang, Yuying Li
Large scale complex systems, such as social networks, electrical power grid, database structure, consumption pattern or brain connectivity, are often modeled using network graphs.…
cs.CV2018
EREL Selection using Morphological Relation
Yuying Li, Mehdi Faraji
This work concentrates on Extremal Regions of Extremum Level (EREL) selection. EREL is a recently proposed feature detector aiming at detecting regions from a set of extremal regio…