• Associate Professor

Main research covers Deep Reinforcement Learning, Portfolio management based on Deep RL, Machine Learning based algorithms for bitcoin encrypted currency, algorithms for distributed Random Sampling Patition in big data. Studying most Deep RL algorithms, such as DQN, DDPG, NAF, Q-Prop and parallel Deep RL ensemble algorithms such as A2C, A3C, Q-ensemble, Dirchlet-Deep RL ensemble. Algorithm of Trading, Unsupervised Learning covering Spectral Learning, K-means Reinforcement Learning, Simulation and Monte Carlo covering Importance Sampling, Cross Entropy Method.

Welcome to Room 621 of BigData Institute for consulting research activity.


Mengtao Lu, Jianfei Yin. A Feature Metric Algorithm Combining the Wasserstein Distance and Mutual Information. IEEE PIC 2018

Jianfei Yin, Yizhe Bai, Mengtao Lu, Laizhong Cui, Ruili Wang, Joshua Zhexue Huang. A Risk-aware Deep Reinforcement Ensemble Learning for Portfolio Selection. ACM TKDD, 2019, submitted paper.


Huawei Electronic Assembly Machining Big Data Mining Capability Exploration Project, 2017-2018.5,Project Leader

Shunfeng Technology Customer Message Automatic Classification and Intelligent Marketing Project,2019.3-2019.12,Project Leader

Research on Approximate Computing Theory and Algorithms for Distributed Large Data Based on Random Sample Partition,Application Project of National Natural Science Foundation of China,Major participants

More info is here

last updated:2019/09/16

College of Computer Science and Software Engineering, Shenzhen University 2009-2016