CIIR publications authored by Yiqun Liu


IR-1088: (2017) Lin, X.,  Zhang, M.,  Zhang, Y.,  Gu, Z.,  Liu, Y. and Ma, S., "Boosting Moving Average Reversion Strategy for Online Portfolio Selection: A Meta-Learning Approach," in the Proceedings of the 22nd International Conference on Database Systems for Advanced Applications (DASFAA 17), Suzhou, China, March 27-30, 2017, pp. 494-510. [View Abstract] [View bibtex]