Interesting Projects

• 「ABS分区表」

  我们正在考虑将微信小程序「ABS分区表」拓展成网页版和插件版，旨在为用户提供更方便、更灵活的使用体验。网页版和插件版将保留小程序版的所有功能并将在近期内发布。 [link]

  

• 「Call-for-Reviewers」

  Welcome to the「Call-for-Reviewers」repository! This project aims to collect the latest "call for reviewers" links from various top CS/ML/AI conferences/journals. Participating as a reviewer is a great way to engage with the academic community, apply for NIW/H1B/EB1, enhance your CV, and stay updated with the latest research trends. [link]

  

Works

† denotes corresponding author

Portfolio selection via deep learning

• 张永, 黎嘉豪, 刘悦, 张卫国. "基于Transformer和关键特征的可解释端到端投资组合策略" 计量经济学报, 2024, 4(5): 1381-1407. (CSSCI, FMS-T2)
  [PDF]

• 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=7.4)
  [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)
  [PDF]

Portfolio selection via online learning

• Xingyu Yang, Xiaoteng Zheng, Jiahao Li^†, and Qingmei Huang. "Aggregating closing position experts for online portfolio selection" Applied Economics Letters, 2024. (SSCI Q3, ABDC-B, IF=1.2)
  [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, 2024, 74(8): 1940-1953. (SCI/SSCI Q2, ABDC-B, IF=1.9)
  [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)
  [PDF]

• 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]

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, IF=0.9)
  [PDF] [cite] [code]

Academic Service

• Journal Reviewer: IEEE Transactions on Neural Networks and Learning Systems, Information Processing & Management, Neural Networks, Applied Intelligence, Finance Research Letters, Quantitative Finance (sub-reviewer), etc.
• Conference Reviewer: KDD 2025, AOM 2025, IJCAI 2025, IJCNN 2025, AAAI 2025, ICLR 2025, AISTATS 2025, IUI 2025, ICWSM 2025, IEEE VR 2025, NeurIPS 2023 (sub-reviewer).

Conferences/Seminars

2024

• The Second Guangdong-Hong Kong-Macao Greater Bay Area Digital Finance Forum (Guangzhou, China; Paper presentation: "A novel portfolio management system via sparse Transformer and deep reinforcement learning") [link]
• The 21th Conference on Financial Systems Engineering and Risk Management (Beijing, China) [link]
• The 13th Annual Conference of Financial Engineering and Financial Risk Management Branch of China Operations Research Society (Guangzhou, China) [link]
• Seminar by Prof. Lin William CONG, Cornell University. Topic: The Tokenomics of Staking (Hong Kong, China) [link]

2023

• The First Guangdong-Hong Kong-Macao Greater Bay Area Digital Finance Forum (Guangzhou, China) [link]

2020

• 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