Huakang Li

dblp:67/6204 · DBLP profile ↗
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10ranked-venue papers in the field
1as first author
6since 2021 · last 2025
—ORCID · conflict

Domains — venue-derived; a paper can count in several

Big Data, Cloud & Distributed Data Systems · 4Information Retrieval & Web Search · 3 (1 first)Database Systems & Data Management · 2Knowledge Engineering, Semantic Web & Information Systems · 1
YearPublicationVenuePosition
2025 Mixture-of-Experts Liquid Financial Mamba Framework for Portfolio Management Based on Deep Reinforcement Learning
Fengchen Gu, Huijia Wang, Zhengyong Jiang, Ángel F. García-Fernández, Jionglong Su, Huakang Li
IEEE Big Data6
2025 Dynamic Knowledge Graph-Guided Deep Reinforcement Learning with Hierarchical Semantics Transformer for Portfolio Management
Fengchen Gu, Zhengyong Jiang, Ángel F. García-Fernández, Jionglong Su, Huakang Li
IEEE Big Data6
2025 Memory Instance Gated Transformer Reinforcement Learning for Portfolio Management
abstract
Deep reinforcement learning (DRL) has been applied in financial portfolio management to improve returns in changing market conditions. However, unlike most fields where DRL is widely used, the stock market is more volatile and dynamic as it is affected by several factors such as global events and investor sentiment. Therefore, it remains a challenge to construct a DRL-based portfolio management framework with strong return capability, stable training, and generalization ability. This study introduces a new framework utilizing the Memory Instance Gated Transformer (MIGT) for effective portfolio management. By incorporating a novel Gated Instance Attention module, which combines a transformer variant, instance normalization, and a Lite Gate Unit, our approach aims to maximize investment returns while ensuring the learning process's stability and reducing outlier impacts. Tested on the Dow Jones Industrial Average 30, our framework's performance is evaluated against fifteen other strategies using key financial metrics like the cumulative return and risk-return ratios (Sharpe, Sortino, and Omega ratios). The results highlight MIGT's advantage, showcasing at least a 9.75% improvement in cumulative returns and a minimum 2.36% increase in risk-return ratios over competing strategies, marking a significant advancement in DRL for portfolio management.
Fengchen Gu, Zhengyong Jiang, Ángel F. García-Fernández, Jionglong Su, Huakang Li
IEEE Big Data6
2023 Incorporating I Ching Knowledge Into Prediction Task via Data Mining
abstract
Many real-world applications require prediction that takes the most advantage of data. Classic data mining mechanisms tend to feed a prediction model pivotal data to achieve a promising result, which needs to be adjusted in different application scenarios. Recent studies have shown the potential of I Ching mechanism to improve prediction capacity. However, the I Ching prediction mechanism has several issues, including underutilized I Ching knowledge and incomplete data conversion. To address these issues, the authors designed a model to leverage I Ching knowledge and transform traditional I Ching prediction processing into data mining. The authors' investigation revealed promising results in the stock market compared to popular machine learning and deep learning algorithms such as support vector machine (SVM), extreme gradient boosting (XGBoost), and long short-term memory (LSTM).
Sai Chen, Guoyao Huang, Lingfeng Lu, Huakang Li, Guozi Sun
J. Database Manag.5
2023 Modeling and Optimization of Multi-Model Waste Vehicle Routing Problem Based on the Time Window
abstract
With the development of China's economy, the urban floating population is also increasing, resulting in a sharp increase in the amount of urban waste. How to recycle and dispose of municipal waste more efficiently has become the top concern of municipalities and other relevant departments. In this article, the above problem is transformed into the municipal waste collection vehicle routing problem (MWCVRP) to solve the problem with the minimum total waste transportation cost. Because the carrying capacity of different models is different, this article introduces a cost calculation criterion that combines the total mileage of different models of transport vehicles and the number of station services. A multi-model garbage truck path optimization model is established, and then a heuristic-based task dynamic assignment algorithm is designed to solve the problem. The Solomon dataset is used to verify the feasibility and effectiveness of the model and algorithm through experiments.
Hongjie Wan, Junchen Ma, Qiumei Yu, Guozi Sun, Hansen He, Huakang Li
J. Database Manag.6
2022 Triplet Embedding Convolutional Recurrent Neural Network for Long Text Semantic Analysis
Ouyang Huajiang, Guozi Sun, Huakang Li
WISE5
2019 Characterization and graph embedding of weighted social networks through Diffusion Wavelets
abstract
More and more graph embedding algorithms have been proposed, which makes the similarity judgment of graph structure more and more accurate. While exploring the similarity of neighborhood structures, the existence of weights should also be taken into account, so as to reflect the relational social network graph in the real world. We use Graphwave, a kind of algorithms for graph embedding with diffusion wavelets, to incorporate weight into numerical value to calculate, and to process the returned probability distribution parameters, so that we can get some analysis about the actual complex network. Our analysis can overcome the priori misjudgment problem based on the topological structure, and then obtain the actual similarity of the network structure from the results of graph embedding.
Huakang Li, Guozi Sun
IEEE BigData3
2016 A Demonstration of QA System Based on Knowledge Base
Zhenjiang Dong, Jingqiang Chen, Huakang Li, Tao Li 0001
APWeb (2)4
2016 A Demonstration of Encrypted Logistics Information System
Huakang Li, Xinwen Zhang, Guozi Sun
APWeb (2)1
2014 A Knowledge Based Approach for Tackling Mislabeled Multi-class Big Social Data
Minyi Guo, Jie Li 0002, Huakang Li, Bei Xu 0001
ESWC4