no code implementations • 12 Nov 2023 • Ying Su, Xiaojin Fu, Mingwen Liu, Zhijiang Guo
Logical reasoning remains a pivotal component within the realm of artificial intelligence.
no code implementations • 14 Sep 2022 • Xiaoteng Ma, Zhipeng Liang, Jose Blanchet, Mingwen Liu, Li Xia, Jiheng Zhang, Qianchuan Zhao, Zhengyuan Zhou
Among the reasons hindering reinforcement learning (RL) applications to real-world problems, two factors are critical: limited data and the mismatch between the testing environment (real environment in which the policy is deployed) and the training environment (e. g., a simulator).
1 code implementation • 20 Apr 2021 • Mingwen Liu, Junbang Huo, Yulin Wu, Jinge Wu
This paper intends to apply the Hidden Markov Model into stock market and and make predictions.
no code implementations • 5 Jun 2018 • XingYu Fu, JinHong Du, Yifeng Guo, Mingwen Liu, Tao Dong, XiuWen Duan
The effectiveness of the stock selection strategy is validated in Chinese stock market in both statistical and practical aspects, showing that: 1) Stacking outperforms other models reaching an AUC score of 0. 972; 2) Genetic Algorithm picks a subset of 114 features and the prediction performances of all models remain almost unchanged after the selection procedure, which suggests some features are indeed redundant; 3) LR and DNN are radical models; RF is risk-neutral model; Stacking is somewhere between DNN and RF.
no code implementations • 1 May 2018 • Yifeng Guo, Xingyu Fu, Yuyan Shi, Mingwen Liu
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 traditional objective function with quadratic Taylor expansion.