High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor
Model

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High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model

23 April 2018

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Papers citing "High-Dimensional Estimation, Basis Assets, and the Adaptive Multi-Factor Model"

17 / 17 papers shown

Title
Two ways towards combining Sequential Neural Network and Statistical Methods to Improve the Prediction of Time Series Jingwei Li AI4TS 76 2 0 30 Sep 2021
The Adaptive Multi-Factor Model and the Financial Market Liao Zhu 30 13 0 30 Jul 2021
Clustering Structure of Microstructure Measures Liao Zhu Ningning Sun M. Wells 45 14 0 05 Jul 2021
A News-based Machine Learning Model for Adaptive Asset Pricing Liao Zhu Haoxuan Wu M. Wells AIFin 50 12 0 13 Jun 2021
Time-Invariance Coefficients Tests with the Adaptive Multi-Factor Model Liao Zhu R. Jarrow M. Wells 28 14 0 09 Nov 2020
Speculative Container Scheduling for Deep Learning Applications in a Kubernetes Cluster Ying Mao Yuqi Fu Wenjia Zheng Long Cheng Qingzhi Liu Dingwen Tao 53 30 0 21 Oct 2020
Matrix Completion with Quantified Uncertainty through Low Rank Gaussian Copula Yuxuan Zhao Madeleine Udell 97 23 0 18 Jun 2020
Efficient Clustering for Stretched Mixtures: Landscape and Optimality Kaizheng Wang Yuling Yan Mateo Díaz 39 13 0 22 Mar 2020
FrequentNet: A Novel Interpretable Deep Learning Model for Image Classification Yifei Li Kuangyan Song Yiming Sun Liao Zhu VLM FAtt 52 10 0 04 Jan 2020
In Defense of the Indefensible: A Very Naive Approach to High-Dimensional Inference Sen Zhao Daniela Witten Ali Shojaie 82 58 0 16 May 2017
Cumulative Prospect Theory Meets Reinforcement Learning: Prediction and Control A. PrashanthL. Cheng Jie Michael Fu Steve Marcus Csaba Szepesvári 66 91 0 08 Jun 2015
Confidence Intervals and Hypothesis Testing for High-Dimensional Regression Adel Javanmard Andrea Montanari 243 768 0 13 Jun 2013
On asymptotically optimal confidence regions and tests for high-dimensional models Sara van de Geer Peter Buhlmann Yaácov Ritov Ruben Dezeure 207 1,131 0 03 Mar 2013
How Correlations Influence Lasso Prediction Mohamed Hebiri Johannes Lederer 114 101 0 07 Apr 2012
Pivotal estimation via square-root Lasso in nonparametric regression A. Belloni Victor Chernozhukov Lie Wang 194 152 0 07 May 2011
Strong rules for discarding predictors in lasso-type problems Robert Tibshirani Jacob Bien J. Friedman Trevor Hastie N. Simon Jonathan E. Taylor Robert Tibshirani 192 642 0 09 Nov 2010
Control of generalized error rates in multiple testing Joseph P. Romano Michael Wolf 103 169 0 11 Oct 2007