Publications

Yuehuan He, Roy Kwon (2023). Optimization-based tail risk hedging of the S&P 500 index. The Engineering Economist.

DOI

Jiachi Liu, Sishi Xiong, Yuehuan He, Tong Zhou, Liwen Wang, Xuefeng Li, Bo Xiao (2023). SIAST: A Slot Imbalance-Aware Self-Training Scheme for Semi-Supervised Slot Filling. In ICASSP 2023.

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Yuehuan He (2021). Optimization-based Tail Risk Hedging. University of Toronto MASc Thesis.

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Shan Pei, Yuehuan He, Zheng Fan, Boyu Zhang (2021). Decision support system for the irregular flight recovery problem. Research in Transportation Business & Management.

DOI

Yuehuan He, Oleksandr Romanko, Alina Sienkiewicz, Robert Seidman, Roy Kwon (2021). Cognitive User Interface for Portfolio Optimization. Journal of Risk and Financial Management.

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