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.

PDF TSpace

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

PDF DOI

Shan Pei, Yuehuan He, Zheng Fan, Boyu Zhang (2020). Decision support system for the irregular flight recovery problem. Research in Transportation Business & Management Supports.

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