Bo Xu

Prof. Dr. Bo Xu

orcid

Research Focus & Metrics

Academic Career Length

13Years (2014-Present)

(Calculated once Scilit publication data is synced: current year − year of first publication + 1)

Representative Publications

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11 September 2015 in Cluster Computing
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Journal Article
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ZPZhiping Peng
Zhiping Peng
DCDelong Cui
Delong Cui
JZJinglong Zuo
Jinglong Zuo
QLQirui Li
Qirui Li
BXBo Xu
Bo Xu
WLWeiwei Lin
Weiwei Lin

14 November 2017 in IEEE Transactions on Cloud Computing
Verified
Journal Article
Closed access
DCDelong Cui
Delong Cui
ZPZhiping Peng
Zhiping Peng
JXJianbin Xiong
Jianbin Xiong
BXBo Xu
Bo Xu
WLWeiwei Lin
Weiwei Lin
Job scheduling is a necessary prerequisite for performance optimization and resource management in the cloud computing system. Focusing on accurate scaled cloud computing environment and efficient job scheduling under Virtual Machine (VM) resource and Server Level Agreement (SLA) constraints, we introduce the architecture of cloud computing platform and optimization job scheduling scheme in this study. The system model is comprised of clearly defined separate constituent parts, including portal, job scheduler, and resources pool. By analyzing the execution process of user jobs, we designed a novel job scheduling scheme based on reinforcement learning to minimize the makespan and Average Waiting Time (AWT) under the VM resource and deadline constraints, and employ parallel multi-age parallel technologies to balance the exploration and exploitation in learning process and accelerate the convergence of Q-learning algorithm. Both simulation and real cloud platform experiment results demonstrate the efficiency of the proposed job scheduling scheme.

13 August 2014 in Soft Computing
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Journal Article
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BXBo Xu
Bo Xu
ZPZhiping Peng
Zhiping Peng
FXFangxiong Xiao
Fangxiong Xiao
AGAntonio Marcel Gates
Antonio Marcel Gates
JYJian-Ping Yu
Jian-Ping Yu

29 September 2022 in Journal of Healthcare Engineering
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XLXiangxia Li
Xiangxia Li
Bin LiBin Li
Bin Li
HYHua Yin
Hua Yin
BXBo Xu
Bo Xu
Automatic and accurate segmentation of ground glass opacity (GGO) nodules still remains challenging due to inhomogeneous interiors, irregular shapes, and blurred boundaries from different patients. Despite successful applications in the image processing domains, the random walk has some limitations for segmentation of GGO pulmonary nodules. In this paper, an improved random walker method is proposed for the segmentation of GGO nodules. To calculate a new affinity matrix, intensity, spatial, and texture features are incorporated. It strengthens discriminative power between two adjacent nodes on the graph. To address the problem of robustness in seed acquisition, the geodesic distance is introduced and a novel local search strategy is presented to automatically acquire reliable seeds. For segmentation, a label constraint term is introduced to the energy function of original random walker, which alleviates the accumulation of errors caused by the initial seeds acquisition. Massive experiments conducted on Lung Images Dataset Consortium (LIDC) demonstrate that the proposed method achieves visually satisfactory results without user interactions. Both qualitative and quantitative evaluations also demonstrate that the proposed method obtains better performance compared with conventional random walker method and state-of-the-art segmentation methods in terms of the overlap score and F-measure.

15 July 2024 in Journal of Computing and Information Technology
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YHYijun He
Yijun He
BXBo Xu
Bo Xu
XSXinpu Su
Xinpu Su
High-frequency quantitative trading in the emerging digital currency market poses unique challenges due to the lack of established methods for extracting trading information. This paper proposes a deep evolutionary reinforcement learning (DERL) model that combines deep reinforcement learning with evolutionary strategies to address these challenges. Reinforcement learning is applied to data cleaning and factor extraction from a high-frequency, microscopic viewpoint to quantitatively explain the supply and demand imbalance and to create trading strategies. In order to determine whether the algorithm can successfully extract the significant hidden features in the factors when faced with large and complex high-frequency factors, this paper trains the agent in reinforcement learning using three different learning algorithms, including Q-learning, evolutionary strategies, and policy gradient. The experimental dataset, which contains data on sharp up, sharp down, and continuous oscillation situations, was chosen to test Bitcoin in January-February, September, and November of 2022. According to the experimental results, the evolutionary strategies algorithm achieved returns of 59.18%, 25.14%, and 22.72%, respectively. The results demonstrate that deep reinforcement learning based on the evolutionary strategies outperforms Q-learning and policy gradient concerning risk resistance and return capability. The proposed approach offers a robust and adaptive solution for high-frequency trading in the digital currency market, contributing to the development of effective quantitative trading strategies.

24 July 2025 in International Journal of Data Science and Analytics
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BXBo Xu
Bo Xu
LLLifei Lu
Lifei Lu
WTWenwen Tu
Wenwen Tu