15 citations · 17 across the 2 of their papers we have counts for
4 papers
High Dimensional Portfolio Selection with Cardinality Constraints
Jin-Hong Du, Yifeng Guo, Xueqin Wang
The expanding number of assets offers more opportunities for investors but poses new challenges for modern portfolio management (PM). As a central plank of PM, portfolio selection…
Explainable Recommendation Systems by Generalized Additive Models with Manifest and Latent Interactions
Yifeng Guo, Yu Su, Zebin Yang +1
In recent years, the field of recommendation systems has attracted increasing attention to developing predictive models that provide explanations of why an item is recommended to a…
A Machine Learning Framework for Stock Selection
XingYu Fu, JinHong Du, YiFeng Guo +3
This paper demonstrates how to apply machine learning algorithms to distinguish good stocks from the bad stocks. To this end, we construct 244 technical and fundamental features to…
Robust Log-Optimal Strategy with Reinforcement Learning
Yifeng Guo, Xingyu Fu, Yuyan Shi +1
We proposed a new Portfolio Management method termed as Robust Log-Optimal Strategy (RLOS), which ameliorates the General Log-Optimal Strategy (GLOS) by approximating the tradition…