Wei Chen

Mean–variance portfolio optimization using machine learning-based stock price prediction

Wei Chen, Haoyu Zhang, Mukesh Kumar Mehlawat et al. · Applied Soft Computing · 2020 · 275 citations

Portfolio Optimization, Asset Pricing, Mean–variance Portfolio Optimization +5

A novel graph convolutional feature based convolutional neural network for stock trend prediction

Wei Chen, Manrui Jiang, Wei-Guo Zhang et al. · Information Sciences · 2020 · 262 citations

Convolutional Neural Network, Graph Theory, Stock Trend Prediction +5

Machine learning model for Bitcoin exchange rate prediction using economic and technology determinants

Wei Chen, Huilin Xu, Lifen Jia et al. · International Journal of Forecasting · 2020 · 194 citations

Economics, Technology Determinants, Financial Economics +10

The two-stage machine learning ensemble models for stock price prediction by combining mode decomposition, extreme learning machine and improved harmony search algorithm

Manrui Jiang, Lifen Jia, Zhensong Chen et al. · Annals of Operations Research · 2020 · 102 citations

Search Optimization, Forecasting Methodology, Intelligent Forecasting +13

Artificial bee colony algorithm for constrained possibilistic portfolio optimization problem

Wei Chen · Physica A Statistical Mechanics and its Applications · 2015 · 94 citations

Mathematical Programming, Portfolio Optimization, Engineering +6