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Yuanrong Wang
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2020 – today
- 2023
- [j1]Yuanrong Wang
, Tomaso Aste
Dynamic portfolio optimization with inverse covariance clustering. Expert Syst. Appl. 213(Part): 118739 (2023) - [c6]Yuanrong Wang
Topological Portfolio Selection and Optimization. ICAIF 2023: 681-688 - [c5]Yuanrong Wang, Antonio Briola, Tomaso Aste:
Homological Neural Networks: A Sparse Architecture for Multivariate Complexity. TAG-ML 2023: 228-241 - [c4]Danial Saef
Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing. WWW (Companion Volume) 2023: 1103-1110 - [i6]Yuanrong Wang, Vignesh Raja Swaminathan, Nikita P. Granger, Carlos Ros Perez, Christian Michler:
Deep Reinforcement Learning for Power Trading. CoRR abs/2301.08360 (2023) - [i5]Yuanrong Wang, Antonio Briola, Tomaso Aste:
Homological Neural Networks: A Sparse Architecture for Multivariate Complexity. CoRR abs/2306.15337 (2023) - [i4]Antonio Briola, Yuanrong Wang, Silvia Bartolucci
Homological Convolutional Neural Networks. CoRR abs/2308.13816 (2023) - 2022
- [c3]Yuanrong Wang, Tomaso Aste
Network Filtering of Spatial-temporal GNN for Multivariate Time-series Prediction. ICAIF 2022: 463-470 - [i3]Yuanrong Wang, Tomaso Aste:
Sparsification and Filtering for Spatial-temporal GNN in Multivariate Time-series. CoRR abs/2203.03991 (2022) - [i2]Antonio Briola, David Vidal-Tomás, Yuanrong Wang, Tomaso Aste:
Anatomy of a Stablecoin's failure: the Terra-Luna case. CoRR abs/2207.13914 (2022) - [i1]Danial Saef, Yuanrong Wang, Tomaso Aste:
Regime-based Implied Stochastic Volatility Model for Crypto Option Pricing. CoRR abs/2208.12614 (2022)
2010 – 2019
- 2018
- [c2]Yuanrong Wang, Xueqi Li, Dawei Zang, Guangming Tan, Ninghui Sun:
Accelerating FM-index Search for Genomic Data Processing. ICPP 2018: 65:1-65:12 - 2015
- [c1]Yuanrong Wang, Qiangqiang Li, Guangming Tan:
Application Taxonomy via Algorithmic Commonality for Domain-Specific Architecture Desgin. HiPC 2015: 21-29
Coauthor Index
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