17 citations · 20 across the 4 of their papers we have counts for
4 papers
Backtesting Trading Strategies with GAN To Avoid Overfitting
Ao Sun, Yuh-Dauh Lyuu
Many works have shown the overfitting hazard of selecting a trading strategy based only on good IS (in sample) performance. But most of them have merely shown such phenomena exist…
On irreversible dynamic monopolies in general graphs
Ching-Lueh Chang, Yuh-Dauh Lyuu
Consider the following coloring process in a simple directed graph with positive indegrees. Initially, a set of vertices are white, whereas all the others are black. T…
Parallelized approximation algorithms for minimum routing cost spanning trees
Ching-Lueh Chang, Yuh-Dauh Lyuu
We parallelize several previously proposed algorithms for the minimum routing cost spanning tree problem and some related problems.
Optimal Buy-and-Hold Strategies for Financial Markets with Bounded Daily Returns
Gen-Huey Chen, Ming-Yang Kao, Yuh-Dauh Lyuu +1
In the context of investment analysis, we formulate an abstract online computing problem called a planning game and develop general tools for solving such a game. We then use the t…