A machine learning framework for stock selection XY Fu, JH Du, YF Guo, MW Liu, T Dong, XW Duan arXiv preprint arXiv:1806.01743, 2018 | 34 | 2018 |
Robust log-optimal strategy with reinforcement learning Y Guo, X Fu, Y Shi, M Liu arXiv preprint arXiv:1805.00205, 2018 | 20 | 2018 |
High-dimensional portfolio selection with cardinality constraints JH Du, Y Guo, X Wang Journal of the American Statistical Association 118 (542), 779-791, 2023 | 11 | 2023 |
Explainable recommendation systems by generalized additive models with manifest and latent interactions Y Guo, Y Su, Z Yang, A Zhang arXiv preprint arXiv:2012.08196, 2020 | 2 | 2020 |
HAR-Ito models and high-dimensional HAR modeling for high-frequency data H Yuan, K Lu, Y Guo, G Li arXiv preprint arXiv:2303.02896, 2023 | | 2023 |