Shengjie Xiu

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 3

Top Topics

Financial Time Series

Portfolio Optimization

Top Venues

IEEE Trans. Signal Process.

Publications

Shengjie Xiu, Daniel P. Palomar
Intraday Volatility-Volume Joint Modeling and Forecasting: A State-Space Approach. EUSIPCO (2023)
Shengjie Xiu, Xiwen Wang, Daniel P. Palomar
A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization. IEEE Trans. Signal Process. 71 (2023)
Jingyu Chen, Shengjie Xiu, Xiang Chen, Hao Guo, Xiaohua Xie
Flounder-Net: An efficient CNN for crowd counting by aerial photography. Neurocomputing 420 (2021)