1 citations · 1 across the 3 of their papers we have counts for
3 papers
q-fin.PM2023
Model-Free Market Risk Hedging Using Crowding Networks
Vadim Zlotnikov, Jiayu Liu, Igor Halperin +2
Crowding is widely regarded as one of the most important risk factors in designing portfolio strategies. In this paper, we analyze stock crowding using network analysis of fund hol…
cs.LG2022
Combining Reinforcement Learning and Inverse Reinforcement Learning for Asset Allocation Recommendations
Igor Halperin, Jiayu Liu, Xiao Zhang
We suggest a simple practical method to combine the human and artificial intelligence to both learn best investment practices of fund managers, and provide recommendations to impro…
cs.LG2020★ 1 cited
Effective Version Space Reduction for Convolutional Neural Networks
Jiayu Liu, Ioannis Chiotellis, Rudolph Triebel +1
In active learning, sampling bias could pose a serious inconsistency problem and hinder the algorithm from finding the optimal hypothesis. However, many methods for neural networks…