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Jun Wang

Researcher at Alibaba Group

Publications -  17
Citations -  547

Jun Wang is an academic researcher from Alibaba Group. The author has contributed to research in topics: Portfolio & Trading strategy. The author has an hindex of 9, co-authored 17 publications receiving 452 citations. Previous affiliations of Jun Wang include General Electric & East China Normal University.

Papers
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Proceedings ArticleDOI

Exploring Inter-feature and Inter-class Relationships with Deep Neural Networks for Video Classification

TL;DR: A novel unified framework that jointly learns feature relationships and exploits the class relationships for improved video classification performance is proposed and demonstrates that the proposed framework exhibits superior performance over several state-of-the-art approaches.
Journal ArticleDOI

Consistency-Driven Alternating Optimization for Multigraph Matching: A Unified Approach

TL;DR: This work proposes a unified alternating optimization framework for multi-GM and defines and uses two metrics related to graphwise and pairwise consistencies and shows two embodiments under the proposed framework that can cope with the nonfactorized and factorized affinity matrix, respectively.
Proceedings Article

Portfolio choices with orthogonal bandit learning

TL;DR: This paper presents a bandit algorithm for conducting online portfolio choices by effectually exploiting correlations among multiple arms and derives the optimal portfolio strategy that represents the combination of passive and active investments according to a risk-adjusted reward function.
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Scaling Up Kernel SVM on Limited Resources: A Low-Rank Linearization Approach

TL;DR: In this article, a low-rank linearized SVM (LRLSVM) is proposed to scale up kernel SVM on limited resources, which transforms a nonlinear SVM to a linear one via an approximate empirical kernel map computed from efficient kernel low rank decompositions and theoretically analyzes the gap between the solutions of the approximate and optimal rank- $k$ kernel map, which in turn provides guidance on the sampling scheme of the Nystrom approximation.
Journal ArticleDOI

The Kelly Growth Optimal Portfolio with Ensemble Learning.

TL;DR: This paper synergically leverage the bootstrap aggregating algorithm and the random subspace method into portfolio construction to mitigate estimation error and analyze the behavior and hyperparameter selection of the proposed strategy by simulation, and corroborate its effectiveness by comparing its out-of-sample performance with those of 10 competing strategies on four datasets.