Daniil Mikriukov

Mr. Daniil Mikriukov

School of AI and Advanced Computing, Xi’an Jiaotong-Liverpool University, Suzhou, Anhui, China
orcid

Research Focus & Metrics

Academic Career Length

4Years (2023-Present)

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

Representative Publications

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28 December 2023 in Applied Sciences
Verified
Journal Article
Open access
PDF file
YLYuchen Liu
Yuchen Liu
DMDaniil Mikriukov
Daniil Mikriukov
OTOwen Christopher Tjahyadi
Owen Christopher Tjahyadi
GLGangmin Li
Gangmin Li
TPTerry R Payne
Terry R Payne
Ka Lok ManKa Lok Man
Ka Lok Man
In the evolving landscape of portfolio management (PM), the fusion of advanced machine learning techniques with traditional financial methodologies has opened new avenues for innovation. Our study introduces a cutting-edge model combining deep reinforcement learning (DRL) with a non-stationary transformer architecture. This model is designed to decode complex patterns in financial time-series data, enhancing portfolio management strategies with deeper insights and robustness. It effectively tackles the challenges of data heterogeneity and market uncertainty, key obstacles in PM. Our approach integrates key macroeconomic indicators and targeted news sentiment analysis into its framework, capturing a comprehensive picture of market dynamics. This amalgamation of varied data types addresses the multifaceted nature of financial markets, enhancing the model’s ability to navigate the complexities of asset management. Rigorous testing demonstrates the model’s efficacy, highlighting the benefits of blending diverse data sources and sophisticated algorithmic approaches in mastering the nuances of PM.

12 December 2023 in Preprints.org
Verified
Preprint
Open access
PDF file
YLYuchen Liu
Yuchen Liu
DMDaniil Mikriukov
Daniil Mikriukov
OTOwen Christopher Tjahyadi
Owen Christopher Tjahyadi
GLGangmin Li
Gangmin Li
TPTerry R Payne
Terry R Payne
Ka Lok ManKa Lok Man
Ka Lok Man
In the evolving landscape of Portfolio Management (PM), the fusion of advanced machine 1 learning techniques with traditional financial methodologies has opened new avenues for innovation. 2 Our study introduces a cutting-edge model combining Deep Reinforcement Learning (DRL) with 3 a Non-stationary Transformer architecture. This model is specifically designed to decode complex 4 patterns in financial time series data, enhancing portfolio management strategies with deeper insights 5 and robustness. It effectively tackles the challenges of data heterogeneity and market uncertainty, 6 key obstacles in PM. Our approach integrates key macroeconomic indicators and targeted news 7 sentiment analysis into its framework, capturing a comprehensive picture of market dynamics. This 8 amalgamation of varied data types addresses the multifaceted nature of financial markets, enhancing 9 the model’s ability to navigate through the complexities of asset management. Rigorous testing 10 demonstrates the model’s efficacy, highlighting the benefits of blending diverse data sources and 11 sophisticated algorithmic approaches in mastering the nuances of PM.12

28 August 2023
Verified
Conference Paper
Closed access
DMDaniil Mikriukov
Daniil Mikriukov
This study addresses the topic of AI in education. During the research, numerous articles about AI and its benefits in education have been reviewed, yet almost none have synthesised and implemented ideas practically which could improve teachers' workflow and students' academic performance. Therefore, this study aimed to develop an interactive quiz environment based on a language model and fuzzy logic, which together can generate learning content, validate it, and provide feedback in real-time.