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Liangda Fang
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Publications
- 2025
[c38]Zhao-Rong Lai, Xiaotian Wu, Liangda Fang, Ziliang Chen, Cheng Li:
De-singularity Subgradient for the q-th-Powered lₚ-Norm Weber Location Problem. AAAI 2025: 18026-18034- 2024
[j12]Zhao-Rong Lai, Cheng Li
, Xiaotian Wu, Quanlong Guan
, Liangda Fang:
Multitrend Conditional Value at Risk for Portfolio Optimization. IEEE Trans. Neural Networks Learn. Syst. 35(2): 1545-1558 (2024)
[c27]Zhao-Rong Lai, Xiaotian Wu, Liangda Fang, Ziliang Chen:
A De-singularity Subgradient Approach for the Extended Weber Location Problem. IJCAI 2024: 4370-4379
[i8]Zhao-Rong Lai, Xiaotian Wu, Liangda Fang, Ziliang Chen:
A De-singularity Subgradient Approach for the Extended Weber Location Problem. CoRR abs/2405.06965 (2024)
[i6]Zhao-Rong Lai, Xiaotian Wu, Liangda Fang, Ziliang Chen, Cheng Li:
De-singularity Subgradient for the q-th-Powered ℓp-Norm Weber Location Problem. CoRR abs/2412.15546 (2024)- 2020
[j7]Zhao-Rong Lai, Liming Tan, Xiaotian Wu, Liangda Fang:
Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization. J. Mach. Learn. Res. 21: 97:1-97:37 (2020)
[j6]Zhao-Rong Lai
, Pei-Yi Yang
, Liangda Fang, Xiaotian Wu:
Reweighted Price Relative Tracking System for Automatic Portfolio Optimization. IEEE Trans. Syst. Man Cybern. Syst. 50(11): 4349-4361 (2020)- 2018
[j3]Zhao-Rong Lai, Pei-Yi Yang
, Xiaotian Wu, Liangda Fang:
A kernel-based trend pattern tracking system for portfolio optimization. Data Min. Knowl. Discov. 32(6): 1708-1734 (2018)
[j2]Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang, Xiaotian Wu:
Short-term Sparse Portfolio Optimization Based on Alternating Direction Method of Multipliers. J. Mach. Learn. Res. 19: 63:1-63:28 (2018)
[j1]Pei-Yi Yang, Zhao-Rong Lai, Xiaotian Wu, Liangda Fang:
Trend representation based log-density regularization system for portfolio optimization. Pattern Recognit. 76: 14-24 (2018)

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