Showing 1–15 of 15 results
/ Date/ Name
Feb 2, 2022Bayesian Imputation with Optimal Look-Ahead-Bias and Variance TradeoffJan 15, 2021TextGNN: Improving Text Encoder via Graph Neural Network in Sponsored SearchOct 18, 2019Large Dimensional Latent Factor Modeling with Missing Observations and Applications to Causal InferenceOct 13, 2025Attention Factors for Statistical ArbitrageMar 21, 2024Automatic Outlier Rectification via Optimal TransportFeb 25, 2021Time-Series Imputation with Wasserstein Interpolation for Optimal Look-Ahead-Bias and Variance TradeoffSep 7, 2018Change-Point Testing for Risk Measures in Time SeriesJul 6, 2018State-Varying Factor Models of Large DimensionsMay 9, 2018Interpretable Sparse Proximate Factors for Large DimensionsAug 29, 2023Target PCA: Transfer Learning Large Dimensional Panel DataDec 31, 2022Inference for Large Panel Data with Many CovariatesMay 31, 2023A Simple Method for Predicting Covariance Matrices of Financial ReturnsMar 11, 2019Deep Learning in Asset PricingJun 8, 2021Deep Learning Statistical ArbitrageAug 10, 2017On the existence of sure profits via flash strategies