Bin Li
Title
Cited by
Cited by
Year
Online portfolio selection: A survey
B Li, SCH Hoi
ACM Computing Surveys (CSUR) 46 (3), 1-36, 2014
2232014
PAMR: Passive aggressive mean reversion strategy for portfolio selection
B Li, P Zhao, SCH Hoi, V Gopalkrishnan
Machine learning 87 (2), 221-258, 2012
1472012
Moving average reversion strategy for on-line portfolio selection
B Li, SCH Hoi, D Sahoo, ZY Liu
Artificial Intelligence 222, 104-123, 2015
144*2015
Online transfer learning
P Zhao, SCH Hoi, J Wang, B Li
Artificial Intelligence 216, 76-102, 2014
1042014
Detecting Accounting Frauds in Publicly Traded US Firms Using a Machine Learning Approach
Y Bao, B Ke, B Li, YJ Yu, J Zhang
Journal of Accounting Research, 2020
95*2020
Confidence weighted mean reversion strategy for online portfolio selection
B Li, SCH Hoi, P Zhao, V Gopalkrishnan
ACM Transactions on Knowledge Discovery from Data (TKDD) 7 (1), 1-38, 2013
952013
Robust median reversion strategy for online portfolio selection
D Huang, J Zhou, B Li, SCH Hoi, S Zhou
IEEE Transactions on Knowledge and Data Engineering 28 (9), 2480-2493, 2016
792016
Corn: Correlation-driven nonparametric learning approach for portfolio selection
B Li, SCH Hoi, V Gopalkrishnan
ACM Transactions on Intelligent Systems and Technology (TIST) 2 (3), 1-29, 2011
752011
Large scale online multiple kernel regression with application to time-series prediction
D Sahoo, SCH Hoi, B Li
ACM Transactions on Knowledge Discovery from Data (TKDD) 13 (1), 1-33, 2019
65*2019
OLPS: A Toolbox for On-Line Portfolio Selection
B Li, D Sahoo, SCH Hoi
Journal of Machine Learning Research 17, 1-5, 2016
422016
Transaction Costs Optimization for Online Portfolio Selection
B Li, J Wang, D Huang, S Hoi
Quantitative Finance 18 (8), 1411-1424, 2018
382018
Online portfolio selection: principles and algorithms
B Li, SCH Hoi
Crc Press, 2015
292015
Cost-sensitive portfolio selection via deep reinforcement learning
Y Zhang, P Zhao, B Li, Q Wu, J Huang, M Tan
IEEE Transactions on Knowledge and Data Engineering, 2020
182020
Semi-universal portfolios with transaction costs
D Huang, Y Zhu, B Li, S Zhou, SCH Hoi
AAAI, 2015
182015
Do Trend Following Strategies Work in Chinese Futures Markets?
B Li, D Zhang, Y Zhou
Journal of Futures Markets 37 (12), 1226 - 1254, 2017
152017
Combination Forecasting Reversion Strategy for Online Portfolio Selection
D Huang, S Yu, B Li, S Hoi, S Zhou.
ACM Transactions on Intelligent Systems and Technology 9 (5), 58:1-22, 2018
132018
Sparse online relative similarity learning
D Yao, P Zhao, C Yu, H Jin, B Li
IEEE International Conference on Data Mining, 529-538, 2015
62015
Selecting mutual funds from the stocks they hold: A machine learning approach
B Li, AG Rossi
Available at SSRN 3737667, 2020
52020
ML-TEA: 一套基于机器学习和技术分析的量化投资算法
李斌, 林彦, 唐闻轩
系统工程理论与实践 37 (5), 1089-1100, 2017
42017
The cross section of Chinese commodity futures return
B Li, C Sun, Y Zhou
Journal of Management Science and Engineering, 2021
22021
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Articles 1–20