Skip to main content
Anqi Xiong

Anqi Xiong

Anqi Xiong received his B.S. degree in Electrical Engineering from the Hunan University, Hunan, China. M.S. degree in Electrical Engineering from New Jersey Institute of Technology, Newark, New Jersey, in 2012 and 2014 respectively. Since 2015, he has been a Ph.D. candidate in the Department of Electrical and Computer Engineering at New Jersey Institute of Technology, Newark, New Jersey. His current research interests includes subspace methods signal transforms, machine learning, deep learning and financial signal processing.

Follow Anqi

Articles by Anqi Xiong

Journal of Investment Strategies
Quant investing in cluster portfolios

This paper discusses portfolio construction for investing in N given assets, eg, constituents of the Dow Jones Industrial Average (DJIA) or large cap stocks, based on partitioning the investment universe into clusters.