Follow
Weiwei Shen
Weiwei Shen
GE Research, GE
Verified email at ge.com - Homepage
Title
Cited by
Cited by
Year
Portfolio choices with orthogonal bandit learning
W Shen, J Wang, YG Jiang, H Zha
IJCAI, 974-980, 2015
1622015
Hybrid deep sequential modeling for social text-driven stock prediction
H Wu, W Zhang, W Shen, J Wang
CIKM, 1627-1630, 2018
672018
Doubly regularized portfolio with risk minimization
W Shen, J Wang, S Ma
AAAI, 1286-1292, 2014
592014
Portfolio selection via subset resampling
W Shen, J Wang
AAAI, 1517-1523, 2017
372017
Portfolio blending via Thompson sampling
W Shen, J Wang
IJCAI, 1983-1989, 2016
232016
The Kelly growth optimal portfolio with ensemble learning
W Shen, B Wang, J Pu, J Wang
AAAI 33, 1134-1141, 2019
222019
Transaction costs-aware portfolio optimization via fast Lowner-John ellipsoid approximation
W Shen, J Wang
AAAI, 1854-1860, 2015
172015
Excitonic and confinement effects of 2D layered (C10H21NH3) 2PbBr4 single crystals
H Yin, L Jin, Y Qian, X Li, Y Wu, MS Bowen, D Kaan, C He, DI Wozniak, ...
ACS Applied Energy Materials 1 (4), 1476-1482, 2018
162018
Copula-based risk aggregation with trapped ion quantum computers
D Zhu, W Shen, A Giani, S Ray-Majumder, B Neculaes, S Johri
Scientific Reports 13 (1), 18511, 2023
122023
Multiple graph regularized graph transduction via greedy gradient max-cut
Y Xiu, W Shen, Z Wang, S Liu, J Wang
Information Sciences 423, 187-199, 2018
102018
Random features for shift-invariant kernels with moment matching
W Shen, Z Yang, J Wang
AAAI, 2520-2526, 2017
102017
Numerical solutions to dynamic portfolio problems with upper bounds
M Broadie, W Shen
Computational Management Science 14 (2), 215-227, 2017
92017
High-dimensional portfolio optimization with transaction costs
M Broadie, W Shen
International Journal of Theoretical and Applied Finance 19 (4), 1-49, 2016
72016
False positive rate control for positive unlabeled learning
S Kong, W Shen, Y Zheng, A Zhang, J Pu, J Wang
Neurocomputing 367, 13-19, 2019
62019
Boosting Alzheimer diagnosis accuracy with the help of incomplete privileged information
J Pu, J Wang, Y Zheng, H Ye, W Shen, Y Li, H Zha
BIBM, 595-599, 2017
62017
Copula-based risk aggregation with trapped ion quantum computers
D Zhu, W Shen, A Giani, SR Majumder, B Neculaes, S Johri
URL https://arxiv. org/abs/2206.11937, 2022
3*2022
Portfolio optimization with transaction costs and capital gain taxes
W Shen
Columbia University, 2014
12014
Multifactor default correlation model estimation: Enhancement with bootstrapping
Z Yang, SR Majumder, W Shen, S Karm, DM Cameron, J Gellert
Journal of Risk 26 (3), 33-48, 2024
2024
Supplementary materials: Random features for shift-invariant kernels with moment matching
W Shen, Z Yang, J Wang
Available at SSRN 4497837, 2023
2023
Quantum computation: Efficient network partitioning for large scale critical infrastructures
SR Majumder, A Giani, W Shen, B Neculaes, D Zhu, S Johri
arXiv preprint arXiv:2302.02074, 2023
2023
The system can't perform the operation now. Try again later.
Articles 1–20