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Papers
AlphaGAT: A Two-Stage Learning Approach for Adaptive Portfolio Selection
IJCAI 2025
Data-Dependent Bounds for Online Portfolio Selection Without Lipschitzness and Smoothness
NeurIPS 2023
Online Self-Concordant and Relatively Smooth Minimization, With Applications to Online Portfolio Selection and Learning Quantum States
ALT 2023
On Universal Portfolios with Continuous Side Information
AISTATS 2023
PS-AAS: Portfolio Selection for Automated Algorithm Selection in Black-Box Optimization
AutoML 2023
Damped Online Newton Step for Portfolio Selection
COLT 2022
Pushing the Efficiency-Regret Pareto Frontier for Online Learning of Portfolios and Quantum States
COLT 2022
Generalization in Portfolio-Based Algorithm Selection
AAAI 2021
A Two-level Reinforcement Learning Algorithm for Ambiguous Mean-variance Portfolio Selection Problem
IJCAI 2020
Financial Thought Experiment: A GAN-based Approach to Vast Robust Portfolio Selection
IJCAI 2020
Nonparametric Sequential Prediction While Deep Learning the Kernel
AISTATS 2020
Relation-Aware Transformer for Portfolio Policy Learning
IJCAI 2020
Selecting Portfolios Directly Using Recurrent Reinforcement Learning (Student Abstract)
AAAI 2020
Vector Autoregressive Weighting Reversion Strategy for Online Portfolio Selection
IJCAI 2020
Growth-Optimal Portfolio Selection under CVaR Constraints
AISTATS 2018
Enhancing Campaign Design in Crowdfunding: A Product Supply Optimization Perspective
IJCAI 2017
OLPS: A Toolbox for On-Line Portfolio Selection
JMLR 2016
Gesture Recognition Portfolios for Personalization
CVPR 2014
Sparse projections onto the simplex
ICML 2013
A General Projection Property for Distribution Families
NeurIPS 2009