Publisher: College of Information Science and Technology 

Date: September 30, 2024

A significant achievement for the Mathematics Department at Jinan University, as the research group led by Professors Lin Yizun and Lai Zhaorong has had their paper titled A Locally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization accepted for presentation at the prestigious NeurIPS 2024 conference. Recognized as a CCF Class A international event in the field of machine learning, the acceptance highlights the group's ongoing contributions to advancing research in this area.

Lin Yizun serves as the first author, with Lai Zhaorong acting as the corresponding author and second author, alongside Li Cheng, a Ph.D. student who graduated in 2023 and is the third author on the paper. This achievement comes shortly after the group's success in May, when two additional papers were accepted at the International Conference on Machine Learning (ICML) 2024.

The Annual Conference on Neural Information Processing Systems (NeurIPS) is one of the foremost international forums for the latest advancements in machine learning, with stringent standards for paper quality. This year's conference, taking place from December 9 to December 15 in Vancouver, Canada, received a total of 15,671 submissions, of which only 25.8% were accepted.

The research, conducted at the Guangdong Provincial Quantitative Finance Big Data Engineering Technology Research Center at Jinan University, is supported by various funding projects, including the National Natural Science Foundation General Project, the National Natural Science Foundation Youth Science Fund Project, the Guangdong Provincial Basic and Applied Basic Research Fund Project, and the Guangzhou Science and Technology Plan Project.

This recent accomplishment underscores Jinan University's commitment to excellence in research and its growing influence in the machine learning community on an international scale.