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Lei Xu · Study

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Lei Xu

4 works· latest 2021· 2 institutionscluster: provisionalORCID 0000-0002-2752-1573

h-index4

i104

Citations281

Works here4

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21

Most cited in this library

DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding2021 · 141 citations
BYY harmony learning, independent state space, and generalized APT financial analyses2001 · 79 citations
Finite Mixture of ARMA-GARCH Model for Stock Price Prediction2003 · 37 citations
New Sharpe-ratio-related methods for portfolio selection2002 · 24 citations

Works

4 shown

DeepTrader: A Deep Reinforcement Learning Approach for Risk-Return Balanced Portfolio Management with Market Conditions Embedding

Proceedings of the AAAI Conference on Artificial Intelligence·2021·5 authors·other·Open access

141citations

Finite Mixture of ARMA-GARCH Model for Stock Price Prediction

·2003·3 authors

37citations

New Sharpe-ratio-related methods for portfolio selection

IEEE Conference on Computational Intelligence for Financial Engineering & Economics·2002·2 authors·other

24citations

BYY harmony learning, independent state space, and generalized APT financial analyses

IEEE Transactions on Neural Networks·2001·1 author

79citations