Long and Short Term Risk Control for Online Portfolio Selection. - Yizhe Bai; Jianfei Yin; Shunda Ju; Zhao Chen; Joshua Zhexue Huang (KSEM (2), 2020)

An Asymptotic Statistical Learning Algorithm for Prediction of Key Trading Events. - Jianfei Yin; Ruili Wang; Shunda Ju; Yizhe Bai; Joshua Zhexue Huang (IEEE Intell. Syst., 2020)

Wealth Flow Model: Online Portfolio Selection Based on Learning Wealth Flow Matrices. - Jianfei Yin; Ruili Wang; Yeqing Guo; Yizhe Bai; Shunda Ju; Weili Liu; Joshua Zhexue Huang (ACM Trans. Knowl. Discov. Data, 2022)