activity
20202026
most citedMTS: A Deep Reinforcement Learning Portfolio Management Framework with Time-Awareness and Short-Selling

1 citations · 3 across the 19 of their papers we have counts for

collaborators

19 papers

cs.IR2026

EvidenceLens: A Claim-Evidence Matrix for Auditing Financial Question Answering

Fengchen Gu, Xiaotian Ren, Zhengyong Jiang +6

Large language models are increasingly used to answer questions over annual reports, earnings decks, and analyst notes, yet their outputs remain difficult to verify in high-stakes…

cs.LG2026

Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman

Daniil Mikriukov, Ruoyu Sun, Angelos Stefanidis +2

Deep reinforcement learning (DRL) frameworks for portfolio optimization have shown promise for their ability to learn allocation rules dynamically from market data. However, these…

cs.CL2026

MERIT: Multilingual Expert-Reward Informed Tuning for Chinese-Centric Low-Resource Machine Translation

Zhixiang Lu, Chong Zhang, Chenyu Xue +4

Neural machine translation (NMT) from Chinese to low-resource Southeast Asian languages remains severely constrained by the extreme scarcity of clean parallel corpora and the perva…

cs.CL2026

SAGE: Sustainable Agent-Guided Expert-tuning for Culturally Attuned Translation in Low-Resource Southeast Asia

Zhixiang Lu, Chong Zhang, Yulong Li +5

The vision of an inclusive World Wide Web is impeded by a severe linguistic divide, particularly for communities in low-resource regions of Southeast Asia. While large language mod…

cs.AI2025

SAMP-HDRL: Segmented Allocation with Momentum-Adjusted Utility for Multi-agent Portfolio Management via Hierarchical Deep Reinforcement Learning

Xiaotian Ren, Nuerxiati Abudurexiti, Zhengyong Jiang +3

Portfolio optimization in non-stationary markets is challenging due to regime shifts, dynamic correlations, and the limited interpretability of deep reinforcement learning (DRL) po…

cs.CV2025

Silhouette-to-Contour Registration: Aligning Intraoral Scan Models with Cephalometric Radiographs

Yiyi Miao, Taoyu Wu, Ji Jiang +6

Reliable 3D-2D alignment between intraoral scan (IOS) models and lateral cephalometric radiographs is critical for orthodontic diagnosis, yet conventional intensity-driven registra…

cs.CV2025

Dental3R: Geometry-Aware Pairing for Intraoral 3D Reconstruction from Sparse-View Photographs

Yiyi Miao, Taoyu Wu, Tong Chen +6

Intraoral 3D reconstruction is fundamental to digital orthodontics, yet conventional methods like intraoral scanning are inaccessible for remote tele-orthodontics, which typically…

cs.CL2025

MedFact: A Large-scale Chinese Dataset for Evidence-based Medical Fact-checking of LLM Responses

Tong Chen, Zimu Wang, Yiyi Miao +6

Medical fact-checking has become increasingly critical as more individuals seek medical information online. However, existing datasets predominantly focus on human-generated conten…

cs.LG2025

DeepGB-TB: A Risk-Balanced Cross-Attention Gradient-Boosted Convolutional Network for Rapid, Interpretable Tuberculosis Screening

Zhixiang Lu, Yulong Li, Feilong Tang +5

Large-scale tuberculosis (TB) screening is limited by the high cost and operational complexity of traditional diagnostics, creating a need for artificial-intelligence solutions. We…

cs.LG2025

Factor-MCLS: Multi-agent learning system with reward factor matrix and multi-critic framework for dynamic portfolio optimization

Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang +1

Typical deep reinforcement learning (DRL) agents for dynamic portfolio optimization learn the factors influencing portfolio return and risk by analyzing the output values of the re…

cs.LG2025★ 1 cited

MTS: A Deep Reinforcement Learning Portfolio Management Framework with Time-Awareness and Short-Selling

Fengchen Gu, Zhengyong Jiang, Ángel F. García-Fernández +3

Portfolio management remains a crucial challenge in finance, with traditional methods often falling short in complex and volatile market environments. While deep reinforcement appr…

cs.LG2025

MIGT: Memory Instance Gated Transformer Framework for Financial Portfolio Management

Fengchen Gu, Angelos Stefanidis, Ángel García-Fernández +2

Deep reinforcement learning (DRL) has been applied in financial portfolio management to improve returns in changing market conditions. However, unlike most fields where DRL is wide…

cs.CY2025

KD-MSLRT: Lightweight Sign Language Recognition Model Based on Mediapipe and 3D to 1D Knowledge Distillation

Yulong Li, Bolin Ren, Ke Hu +4

Artificial intelligence has achieved notable results in sign language recognition and translation. However, relatively few efforts have been made to significantly improve the quali…

cs.LG2025

A novel multi-agent dynamic portfolio optimization learning system based on hierarchical deep reinforcement learning

Ruoyu Sun, Yue Xi, Angelos Stefanidis +2

Deep Reinforcement Learning (DRL) has been extensively used to address portfolio optimization problems. The DRL agents acquire knowledge and make decisions through unsupervised int…

q-fin.PM2024★ 1 cited

Combining Transformer based Deep Reinforcement Learning with Black-Litterman Model for Portfolio Optimization

Ruoyu Sun, Angelos Stefanidis, Zhengyong Jiang +1

As a model-free algorithm, deep reinforcement learning (DRL) agent learns and makes decisions by interacting with the environment in an unsupervised way. In recent years, DRL algor…

q-fin.PM2023★ 1 cited

CAD: Clustering And Deep Reinforcement Learning Based Multi-Period Portfolio Management Strategy

Zhengyong Jiang, Jeyan Thiayagalingam, Jionglong Su +1

In this paper, we present a novel trading strategy that integrates reinforcement learning methods with clustering techniques for portfolio management in multi-period trading. Speci…

cs.LG2022

An Empirical Study of Challenges in Converting Deep Learning Models

Moses Openja, Amin Nikanjam, Ahmed Haj Yahmed +3

There is an increase in deploying Deep Learning (DL)-based software systems in real-world applications. Usually DL models are developed and trained using DL frameworks that have th…

q-fin.PM2021

A Deep Deterministic Policy Gradient-based Strategy for Stocks Portfolio Management

Huanming Zhang, Zhengyong Jiang, Jionglong Su

With the improvement of computer performance and the development of GPU-accelerated technology, trading with machine learning algorithms has attracted the attention of many researc…

q-fin.PM2020

Application of Deep Q-Network in Portfolio Management

Ziming Gao, Yuan Gao, Yi Hu +2

Machine Learning algorithms and Neural Networks are widely applied to many different areas such as stock market prediction, face recognition and population analysis. This paper wil…