- Publications & Citations

Shanghai University of Finance and Economics

0H指数

23论文数

0被引数

收录论文 7

发表时间

Optimization-based spectral end-to-end deep reinforcement learning for equity portfolio management 基于优化的光谱端到端深度强化学习在股票投资组合管理中的应用

PACIFIC-BASIN FINANCE JOURNAL

IF5.3

2025-06-01

PREAI

Yu, Pengrui; Liu, Siya; Jin, Chengneng; Gu, Runsheng; Gong, Xiaomin

Dynamic portfolio optimization with the MARCOS approach under uncertainty

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2024-11-01

PREAI

Yu, Pengrui; Ge, Zhipeng; Gong, Xiaomin; Cao, Xiao

Carbon-neutral potential analysis of urban power grid: A multi-stage decision model based on RF-DEMATEL and RF-MARCOS 城市电网碳中和潜力分析 -- 基于rf-dematel和rf-marcos的多阶段决策模型

EXPERT SYSTEMS WITH APPLICATIONS

IF7.5

2023-12-01

PREAI

Du, Puliang; Gong, Xiaomin; Han, Bei; Zhao, Xuemei

Dynamic portfolio allocation for financial markets: A perspective of competitive-cum-compensatory strategy

JOURNAL OF INTERNATIONAL FINANCIAL MARKETS INSTITUTIONS & MONEY

IF6.1

2023-04-01

PREAI

Zhang, Cheng; Gong, Xiaomin; Zhang, Jingshu; Chen, Zhiwei

Multi-period portfolio selection under the coherent fuzzy environment with dynamic risk-tolerance and expected-return levels

APPLIED SOFT COMPUTING

IF6.6

2022-01-01

PREAI

Gong, Xiaomin; Min, Liangyu; Yu, Changrui

Robust mean-risk portfolio optimization using machine learning-based trade-off parameter

APPLIED SOFT COMPUTING

IF6.6

2021-12-01

PREAI

Min, Liangyu; Dong, Jiawei; Liu, Jiangwei; Gong, Xiaomin

An Extension of Regret Theory Based on Probabilistic Linguistic Cloud Sets Considering Dual Expectations: An Application for the Stock Market

IEEE ACCESS

IF3.6

2019-01-01

OAAI

Gong, Xiaomin; Yu, Changrui; Wu, Zhenhua

研究方向