Dingjiang Huang

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On-line portfolio selection has been attracting increasing interests from artificial intelligence community in recent decades. Mean reversion, as one most frequent pattern in financial markets, plays an important role in some state-of-the-art strategies. Though successful in certain datasets, existing mean reversion strategies do not fully consider noises(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)
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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