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Machine learning-based quantitative trading strategies across different time intervals in the American market Journal article
Wang, Yimeng, Yan, Keyue. Machine learning-based quantitative trading strategies across different time intervals in the American market[J]. Quantitative Finance and Economics, 2023, 7(4), 569-594.
Authors:  Wang, Yimeng;  Yan, Keyue
Favorite | TC[WOS]:3 TC[Scopus]:5  IF:3.2/2.2 | Submit date：2024/02/22
Machine Learning  Moving Average  Quantitative Trading  Stock Price Prediction  
An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems Journal article
He, Jie Wen, Lei, Chi Chon, Shi, Chen Yang, Vong, Seak Weng. An inexact alternating direction method of multipliers for a kind of nonlinear complementarity problems[J]. Numerical Algebra Control and Optimization, 2021, 11(3), 353 - 362.
Authors:  He, Jie Wen;  Lei, Chi Chon;  Shi, Chen Yang;  Vong, Seak Weng
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:1.1/1.0 | Submit date：2021/12/08
Augmented Lagrangian  Inexact Alternating Direction Method  Iterative Methods  Non-linear Complementarity Problem  Symmetric Positive Definite  
Perron Vector Analysis For Irreducible Nonnegative Tensors And Its Applications Journal article
Li, Wen, Liu, Wei Hui, Vong, Seak Weng. Perron Vector Analysis For Irreducible Nonnegative Tensors And Its Applications[J]. Journal of Industrial and Management Optimization, 2021, 17(1), 29-50.
Authors:  Li, Wen;  Liu, Wei Hui;  Vong, Seak Weng
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:1.2/1.2 | Submit date：2021/12/07
Bound  Irreducibility  Nonnegative Tensor  Perron Vector  Spectral Radius  
A SECOND-ORDER STOCHASTIC MAXIMUM PRINCIPLE FOR GENERALIZED MEAN-FIELD SINGULAR CONTROL PROBLEM Journal article
Guo, Hancheng, Xiong, Jie. A SECOND-ORDER STOCHASTIC MAXIMUM PRINCIPLE FOR GENERALIZED MEAN-FIELD SINGULAR CONTROL PROBLEM[J]. MATHEMATICAL CONTROL AND RELATED FIELDS, 2018, 8(2), 451-473.
Authors:  Guo, Hancheng;  Xiong, Jie
Favorite | TC[WOS]:6 TC[Scopus]:7  IF:1.0/1.1 | Submit date：2018/10/30
Stochastic Maximum Principle  Mean-field Control Problem  Singular Control  Frechet Derivative  Range Theorem Of Vector-valued Measures