20
Publications
840
Citations
15
H-Index
2004
Active since
Ding-jiang Huang is an author at Dalian University of Technology specializing in engineering, asset pricing, and portfolio selection.
Top concepts
EngineeringFinanceManagementWave TheoryAsset PricingNumerical AnalysisPortfolio SelectionPortfolio ManagementPortfolio OptimizationMechanics
Publications per year
2004–2018
20
20
Robust Median Reversion Strategy for Online Portfolio Selection
Ding-jiang Huang, Junlong Zhou, Bin Li et al. · IEEE Transactions on Knowledge and Data Engineering · 2016 · 120 citations
Transaction cost optimization for online portfolio selection
Bin Li, Jialei Wang, Ding-jiang Huang et al. · Quantitative Finance · 2017 · 78 citations
Mathematical Programming, Portfolio Management, Business Analytics +16
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