13 citations · 24 across the 8 of their papers we have counts for
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q-fin.PM2018★ 13 cited
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…
q-fin.PM2018★ 5 cited
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…