Dingjiang Huang

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Online portfolio selection has attracted increasing attention from data mining and machine learning communities in recent years. An important theory in financial markets is mean reversion, which plays a critical role in some state-of-the-art portfolio selection strategies. Although existing mean reversion strategies have been shown to achieve good empirical(More)
Online portfolio selection (PS) has been extensively studied in artificial intelligence and machine learning communities in recent years. An important practical issue of online PS is transaction cost, which is unavoidable and nontrivial in real financial trading markets. Most existing strategies, such as universal portfolio (UP) based strategies, often(More)
Reduction operators, i.e., the operators of nonclassical (or conditional) symmetry of a class of variable coefficient nonlinear wave equations with power nonlinearities, are investigated within the framework of a singular reduction operator. A classification of regular reduction operators is performed with respect to generalized extended equivalence groups.(More)
In this paper we make a Lie symmetry analysis of a generalized nonlinear beam equation with both second-order and fourth-order wave terms, which is extended from the classical beam equation arising in the historical events of travelling wave behavior in the Golden Gate Bridge in San Francisco. We perform a complete Lie symmetry group classification by using(More)
In their recent manuscript Lei Zhao et al. claim that they have constructed an algorithm for automatic construction of solitary wave solutions to nonlinear partial differential equations based on the Exp-function method. We argue that this algorithm does inherit all problems associated to the Exp-function method. We show that this algorithm produces(More)
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