Pinned Repositories
AICTR
Zhao-Rong Lai, Dao-Qing Dai, Chuan-Xian Ren, and Ke-Kun Huang, “Radial basis functions with adaptive input and composite trend representation for portfolio selection”, IEEE Transactions on Neural Networks and Learning Systems, 2018.
ASMCVaR
Yizun Lin, Yangyu Zhang, Zhao-Rong Lai*, Cheng Li, " Autonomous Sparse Mean-CVaR Portfolio Optimization", the 41st International Conference on Machine Learning (ICML, main track), 2024.
IRM-TV
Zhao-Rong Lai, Weiwen Wang, "Invariant Risk Minimization Is A Total Variation Model", In Proceedings of the 41st International Conference on Machine Learning (ICML), vol. 235, pp. 25913--25935, 2024.
KTPT
Zhao-Rong Lai, Pei-Yi Yang, Xiaotian Wu and Liangda Fang. “A kernel-based trend pattern tracking system for portfolio optimization”, Data Mining and Knowledge Discovery, 2018. Accepted.
MSLDE
Zhao-Rong Lai, Dao-Qing Dai, Chuan-Xian Ren, and Ke-Kun Huang. “Multiscale logarithm difference edgemaps for face recognition against varying lighting conditions”, IEEE Transactions on Image Processing, vol. 24, no. 6, pp. 1735–1747, June 2015.
PPT
Zhao-Rong Lai, Dao-Qing Dai, Chuan-Xian Ren, and Ke-Kun Huang. “A peak price tracking based learning system for portfolio selection”, IEEE Transactions on Neural Networks and Learning Systems, 2017. Accepted.
qPWAWS
Zhao-Rong Lai, Xiaotian Wu, Liangda Fang, Ziliang Chen, "A De-singularity Subgradient Approach for the Extended Weber Location Problem", the 33rd International Joint Conference on Artificial Intelligence (IJCAI, main track), 2024.
RPRT
Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang and Xiaotian Wu. “Reweighted Price Relative Tracking System for Automatic Portfolio Optimization”. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2018. Accepted.
SPOLC
Zhao-Rong Lai, Liming Tan, Xiaotian Wu and Liangda Fang. "Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization", Journal of Machine Learning Research, 21(97):1−37, 2020.
SSPO
Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang and Xiaotian Wu. "Short-term Sparse Portfolio Optimization based on Alternating Direction Method of Multipliers", Journal of Machine Learning Research, vol. 19, no. 63, pp. 1-28, 2018.
laizhr's Repositories
laizhr/SSPO
Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang and Xiaotian Wu. "Short-term Sparse Portfolio Optimization based on Alternating Direction Method of Multipliers", Journal of Machine Learning Research, vol. 19, no. 63, pp. 1-28, 2018.
laizhr/RPRT
Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang and Xiaotian Wu. “Reweighted Price Relative Tracking System for Automatic Portfolio Optimization”. IEEE Transactions on Systems, Man, and Cybernetics: Systems, 2018. Accepted.
laizhr/KTPT
Zhao-Rong Lai, Pei-Yi Yang, Xiaotian Wu and Liangda Fang. “A kernel-based trend pattern tracking system for portfolio optimization”, Data Mining and Knowledge Discovery, 2018. Accepted.
laizhr/PPT
Zhao-Rong Lai, Dao-Qing Dai, Chuan-Xian Ren, and Ke-Kun Huang. “A peak price tracking based learning system for portfolio selection”, IEEE Transactions on Neural Networks and Learning Systems, 2017. Accepted.
laizhr/SPOLC
Zhao-Rong Lai, Liming Tan, Xiaotian Wu and Liangda Fang. "Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization", Journal of Machine Learning Research, 21(97):1−37, 2020.
laizhr/AICTR
Zhao-Rong Lai, Dao-Qing Dai, Chuan-Xian Ren, and Ke-Kun Huang, “Radial basis functions with adaptive input and composite trend representation for portfolio selection”, IEEE Transactions on Neural Networks and Learning Systems, 2018.
laizhr/MSLDE
Zhao-Rong Lai, Dao-Qing Dai, Chuan-Xian Ren, and Ke-Kun Huang. “Multiscale logarithm difference edgemaps for face recognition against varying lighting conditions”, IEEE Transactions on Image Processing, vol. 24, no. 6, pp. 1735–1747, June 2015.
laizhr/ASMCVaR
Yizun Lin, Yangyu Zhang, Zhao-Rong Lai*, Cheng Li, " Autonomous Sparse Mean-CVaR Portfolio Optimization", the 41st International Conference on Machine Learning (ICML, main track), 2024.
laizhr/IRM-TV
Zhao-Rong Lai, Weiwen Wang, "Invariant Risk Minimization Is A Total Variation Model", In Proceedings of the 41st International Conference on Machine Learning (ICML), vol. 235, pp. 25913--25935, 2024.
laizhr/qPWAWS
Zhao-Rong Lai, Xiaotian Wu, Liangda Fang, Ziliang Chen, "A De-singularity Subgradient Approach for the Extended Weber Location Problem", the 33rd International Joint Conference on Artificial Intelligence (IJCAI, main track), 2024.
laizhr/SS-TVP-VAR