Chiao-Ting Chen

Orcid: 0000-0003-3900-2639

According to our database1, Chiao-Ting Chen authored at least 18 papers between 2016 and 2024.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2024
Adaptive Adversarial Contrastive Learning for Cross-Domain Recommendation.
ACM Trans. Knowl. Discov. Data, April, 2024

2023
Knowledge distillation for portfolio management using multi-agent reinforcement learning.
Adv. Eng. Informatics, August, 2023

A multi-agent virtual market model for generalization in reinforcement learning based trading strategies.
Appl. Soft Comput., February, 2023

Modeling Cross-session Information with Multi-interest Graph Neural Networks for the Next-item Recommendation.
ACM Trans. Knowl. Discov. Data, January, 2023

Hierarchical Reinforcement Learning for Conversational Recommendation With Knowledge Graph Reasoning and Heterogeneous Questions.
IEEE Trans. Serv. Comput., 2023

Reinforced PU-learning with Hybrid Negative Sampling Strategies for Recommendation.
ACM Trans. Intell. Syst. Technol., 2023

Attentive gated graph sequence neural network-based time-series information fusion for financial trading.
Inf. Fusion, 2023

2022
Poisoning attacks against knowledge graph-based recommendation systems using deep reinforcement learning.
Neural Comput. Appl., 2022

Modeling behavior sequence for personalized fund recommendation with graphical deep collaborative filtering.
Expert Syst. Appl., 2022

Multiagent-based deep reinforcement learning for risk-shifting portfolio management.
Appl. Soft Comput., 2022

Explainable mutual fund recommendation system developed based on knowledge graph embeddings.
Appl. Intell., 2022

2021
Deep Learning Model for House Price Prediction Using Heterogeneous Data Analysis Along With Joint Self-Attention Mechanism.
IEEE Access, 2021

Improving Generalization in Reinforcement Learning-Based Trading by Using a Generative Adversarial Market Model.
IEEE Access, 2021

Adversarial Attacks Against Reinforcement Learning-Based Portfolio Management Strategy.
IEEE Access, 2021

2019
Deep Learning in Model Risk Neutral Distribution for Option Pricing.
Proceedings of the IEEE International Conference on Agents, 2019

Forecasting Interaction of Exchange Rates Between Fiat Currencies and Cryptocurrencies Based on Deep Relation Networks.
Proceedings of the IEEE International Conference on Agents, 2019

2018
Cloning Strategies from Trading Records using Agent-based Reinforcement Learning Algorithm.
Proceedings of the IEEE International Conference on Agents, 2018

2016
Decision Support System for Real-Time Trading Based on On-Line Learning and Parallel Computing Techniques.
Proceedings of the 7th International Conference on Cloud Computing and Big Data, 2016


  Loading...