Chen Li

According to our database, Chen Li authored at least 6 papers between 2017 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

HRFT: Mining High-Frequency Risk Factor Collections End-to-End via Transformer.

Wenyan Xu, Rundong Wang, Chen Li, Yonghong Hu, Zhonghua Lu

Proceedings of the Companion Proceedings of the ACM on Web Conference 2025, 2025

2023

A parallel non-convex approximation framework for risk parity portfolio design.

Yidong Chen, Chen Li, Yonghong Hu, Zhonghua Lu

Parallel Comput., 2023

2022

An ADMM Based Parallel Approach for Fund of Fund Construction.

Yidong Chen, Chen Li, Zhonghua Lu

Algorithms, 2022

Computing Wasserstein-$p$ Distance Between Images with Linear Cost.

Yidong Chen, Chen Li, Zhonghua Lu

Proceedings of the IEEE/CVF Conference on Computer Vision and Pattern Recognition, 2022

2021

A Multiperiod Multiobjective Portfolio Selection Model With Fuzzy Random Returns for Large Scale Securities Data.

Chen Li, Yulei Wu, Zhonghua Lu, Jue Wang, Yonghong Hu

IEEE Trans. Fuzzy Syst., 2021

2017

A Parallel Hybrid Intelligent Algorithm for Fuzzy Mean-CVaR Portfolio Model.

Chen Li, Zhonghua Lu, Yonghong Hu, Fang Liu, Jue Wang

Proceedings of the 19th IEEE International Conference on High Performance Computing and Communications; 15th IEEE International Conference on Smart City; 3rd IEEE International Conference on Data Science and Systems, 2017