2 papers
q-fin.PM2023
Optimizing Investment Strategies with Lazy Factor and Probability Weighting: A Price Portfolio Forecasting and Mean-Variance Model with Transaction Costs Approach
Shuo Han, Yinan Chen, Jiacheng Liu
Market traders often engage in the frequent transaction of volatile assets to optimize their total return. In this study, we introduce a novel investment strategy model, anchored o…
cs.LG2023
Transforming Graphs for Enhanced Attribute Clustering: An Innovative Graph Transformer-Based Method
Shuo Han, Jiacheng Liu, Jiayun Wu +2
Graph Representation Learning (GRL) is an influential methodology, enabling a more profound understanding of graph-structured data and aiding graph clustering, a critical task acro…