Shen, Weiwei

7 publications

AAAI 2019 The Kelly Growth Optimal Portfolio with Ensemble Learning Weiwei Shen, Bin Wang, Jian Pu, Jun Wang

AAAI 2017 Portfolio Selection via Subset Resampling Weiwei Shen, Jun Wang

AAAI 2017 Random Features for Shift-Invariant Kernels with Moment Matching Weiwei Shen, Zhihui Yang, Jun Wang

IJCAI 2016 Portfolio Blending via Thompson Sampling Weiwei Shen, Jun Wang

IJCAI 2015 Portfolio Choices with Orthogonal Bandit Learning Weiwei Shen, Jun Wang, Yu-Gang Jiang, Hongyuan Zha

AAAI 2015 Transaction Costs-Aware Portfolio Optimization via Fast Lowner-John Ellipsoid Approximation Weiwei Shen, Jun Wang

AAAI 2014 Doubly Regularized Portfolio with Risk Minimization Weiwei Shen, Jun Wang, Shiqian Ma