Portfolio choices with orthogonal bandit learning W Shen, J Wang, YG Jiang, H Zha IJCAI, 974-980, 2015 | 162 | 2015 |
Hybrid deep sequential modeling for social text-driven stock prediction H Wu, W Zhang, W Shen, J Wang CIKM, 1627-1630, 2018 | 67 | 2018 |
Doubly regularized portfolio with risk minimization W Shen, J Wang, S Ma AAAI, 1286-1292, 2014 | 59 | 2014 |
Portfolio selection via subset resampling W Shen, J Wang AAAI, 1517-1523, 2017 | 37 | 2017 |
Portfolio blending via Thompson sampling W Shen, J Wang IJCAI, 1983-1989, 2016 | 23 | 2016 |
The Kelly growth optimal portfolio with ensemble learning W Shen, B Wang, J Pu, J Wang AAAI 33, 1134-1141, 2019 | 22 | 2019 |
Transaction costs-aware portfolio optimization via fast Lowner-John ellipsoid approximation W Shen, J Wang AAAI, 1854-1860, 2015 | 17 | 2015 |
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 | 16 | 2018 |
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 | 12 | 2023 |
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 | 10 | 2018 |
Random features for shift-invariant kernels with moment matching W Shen, Z Yang, J Wang AAAI, 2520-2526, 2017 | 10 | 2017 |
Numerical solutions to dynamic portfolio problems with upper bounds M Broadie, W Shen Computational Management Science 14 (2), 215-227, 2017 | 9 | 2017 |
High-dimensional portfolio optimization with transaction costs M Broadie, W Shen International Journal of Theoretical and Applied Finance 19 (4), 1-49, 2016 | 7 | 2016 |
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 | 6 | 2019 |
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 | 6 | 2017 |
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 | 1 | 2014 |
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 |