Frank Xing

Nanyang Technological University (NTU)

S3 B2-A28 Nanyang Avenue

Singapore, 639798

Singapore

  • Nanyang Technological University (NTU)

SCHOLARLY PAPERS

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Scholarly Papers (2)

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1.

Discovering Bayesian Market Views for Intelligent Asset Allocation

Joint European Conference on Machine Learning and Knowledge Discovery in Databases, pp 120-135
Number of pages: 16 Posted: 14 Aug 2018 Last Revised: 21 Jan 2019
Frank Xing, Erik Cambria, Lorenzo Malandri and Carlo Vercellis
Nanyang Technological University (NTU), Nanyang Technological University (NTU), Polytechnic University of Milan and Politecnico di Milano
Downloads 44 (400,224)

Abstract:

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Market Views, Public Mood, Asset Allocation

2.

Growing Semantic Vines for Robust Asset Allocation

Knowledge-Based Systems, 165 pp 297-305
Posted: 21 Nov 2018 Last Revised: 21 Jan 2019
Frank Xing, Erik Cambria and Roy E. Welsch
Nanyang Technological University (NTU), Nanyang Technological University (NTU) and Massachusetts Institute of Technology (MIT)

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Vine, Dependence Modeling, Semantic Analysis, Asset Allocation, Robust Estimation, Financial Text Mining