Works

* denotes corresponding author

Portfolio selection via reinforcement learning

• Jiahao Li, Yong Zhang, Xingyu Yang, and Liangwei Chen. "Online portfolio management via deep reinforcement learning with high-frequency data" Information Processing & Management, 2023, 60(3): 103247. (SCI/SSCI Q1, CCF-B, ABS/AJG-2, ABDC-B, FMS-B, IF=8.6)
  [PDF] [cite] [code]

• 张永, 刘悦, 黎嘉豪, 王晓辉. "端到端框架下基于LSTM和在线修正的适应性投资组合策略" 系统管理学报, 2024, 已录用. (国家自然科学基金委管理科学A类重要期刊, CSSCI, FMS-T2)
  

Portfolio selection via online learning

• Yong Zhang, Hong Lin, Jiahao Li, and Xingyu Yang. "Combined peak price tracking strategies for online portfolio selection based on the meta-algorithm" Journal of the Operational Research Society, 2023. (SCI/SSCI Q2, ABS/AJG-3, ABDC-A, FMS-B, IF=3.6)
  [PDF] [cite]

• Yong Zhang, Jiahao Li, Xingyu Yang, and Jianliang Zhang. "Competitive Online Strategy Based on Improved Exponential Gradient Expert and Aggregating Method" Computational Economics, 2023. (SCI/SSCI Q2, ABDC-B, IF=2)
  [PDF] [cite] [code]

• 杨兴雨, 张健良, 黎嘉豪, 张永. "基于集成专家意见的反转型在线投资组合策略研究" 运筹与管理, 2023, 已录用. (国家自然科学基金委管理科学A类重要期刊, CSSCI, FMS-T2)
  

• 林虹, 张永, 杨兴雨, 黎嘉豪. "考虑组合预测股价的泛证券投资组合选择策略" 管理工程学报, 2023, 37(5). (国家自然科学基金委管理科学A类重要期刊, CSSCI, FMS-T1)
  [PDF]

• Yong Zhang, Jiahao Li, Xingyu Yang, and Hong Lin. "Aggregating exponential gradient expert advice for online portfolio selection under transaction costs" Journal of the Operational Research Society, 2023, 74(8): 1940-1953. (SCI/SSCI Q2, ABS/AJG-3, ABDC-A, FMS-B, IF=3.6)
  [PDF] [cite] [code]

Lease via online learning

• Yong Zhang, Jiahao Li, Xingyu Yang, and Xiaohui Wang. "Lease or financial lease? Deterministic strategies for on-line financial lease problem with the second-hand transaction" Journal of Combinatorial Optimization, 2022, 44(2): 1248-1264. (SCI Q3, ABS/AJG-2, ABDC-B)
  [PDF] [cite] [code]

Ongoing Works

• Submitted on 23 Apr. 2024: Applied Economics Letters
• Submitted on 18 Jan. 2024: Information Processing & Management
• Submitted on 08 Oct. 2023: INFORMS Journal on Computing
• Submitted on 24 Nov. 2022: Journal of Combinatorial Optimization

Academic Service

• Journal Reviewer: Information Processing & Management (IF=8.6), Finance Research Letters (IF=10.4), IEEE Transactions on Neural Networks and Learning Systems (IF=10.4), Quantitative Finance (IF=1.3, sub-reviewer), etc.
• Conference Reviewer: NeurIPS'2023 (sub-reviewer)

Conferences/Seminars

• Seminar by Prof. Lin William CONG, Cornell University. Topic: The Tokenomics of Staking (Hong Kong, China) [link]
• The First Guangdong-Hong Kong-Macao Greater Bay Area Digital Finance Forum (Guangzhou, China) [link]
• The 18th Conference on Financial Systems Engineering and Risk Management (Beijing, China) [link]
• 2020 Annual Academic Conference of Systems Engineering Society of Guangdong (Zhanjiang, China) [link]

Other Skills

Certified reviewer: IOP Peer Review Excellence training graduate; Native level Mandarin; Native level Cantonese; Professional level English: IELTS Certificate 7/9 (C1); Entry level diving: Snorkel diver, SSI certified