Bin LI

Nanyang Business School
Nanyang Technological University

Office: S3-B1A-49
Tel: +65-6592-7958
Email: binli [at] ntu.edu.sg

Bin Li is currently a research staff at the Nanyang Business School of Nanyang Technological University.
He has submitted his PhD thesis to the School of Computer Engineering of the same university in 2012.
He obtained his Bachelor's degree in Computer Science and Technology from Huazhong University of Science and Technology, and Bachelor's degree in Economics from Wuhan University, China.

Research Interests

Computational Finance: Quantitative Investment, Algorithmic Trading, Quantitative Trading Systems
Computer Science: Machine Learning, Data Mining

Main Projects

Detecting Frauds in Publicly Traded Chinese Firms (NBS Project. PI: Dr. Bin KE. Co-PI: Dr. Jie ZHANG, Dr. Julia YU)
On-Line Portfolio Selection (PhD Thesis Project. Advisor: Dr. Steven HOI.)

Journal Publications

Confidence Weighted Mean Reversion Strategy for Online Portfolio Selection.
Bin Li, Steven C.H. Hoi, Peilin Zhao, and V. Gopalkrishnan.
ACM Transactions on Knowledge Discovery from Data, 2013, 7(1), 4:1 - 4:38.
PAMR: Passive Aggressive Mean Reversion Strategy for Portfolio Selection.
Bin Li, Peilin Zhao, Steven C.H. Hoi, and V. Gopalkrishnan.
Machine Learning, 2012, 87(2), 221 - 258.
CORN: Correlation-driven Nonparametric Learning Approach for Portfolio Selection.
Bin Li, Steven C.H. Hoi, and V. Gopalkrishnan.
ACM Transactions on Intelligent Systems and Technology, 2011, 2(3), 21:1 - 21:29.

Conference Publications

Robust Median Reversion Strategy for On-Line Portfolio Selection.
Dingjiang Huang, Junlong Zhou, Bin Li, Steven C.H. Hoi, and Shuigeng Zhou.
International Joint Conference on Artificial Intelligence, 2013.
On-Line Portfolio Selection with Moving Average Reversion.
Bin Li, and Steven C.H. Hoi.
International Conference on Machine Learning, 2012.
Confidence Weighted Mean Reversion Strategy for On-Line Portfolio Selection.
Bin Li, Steven C.H. Hoi, Peilin Zhao, and V. Gopalkrishnan.
International Conference on Artificial Intelligence and Statistics, 2011. JMLR: W&CP, 15, 434 - 442.

Technical Reports

On-line Portfolio Selection: A Survey.
Bin Li, and Steven C.H. Hoi.
Nanyang Technological University, 2012.

Created: 01/2009; Last Update: 04/2013.