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Huitong Qiu
Publication Activity (10 Years)
Years Active: 2015-2015
Publications (10 Years): 0
Top Topics
Transition Matrices
Robust Estimation
Portfolio Selection
High Dimensional
Top Venues
NIPS
ICML
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Publications
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Huitong Qiu
,
Fang Han
,
Han Liu
,
Brian Caffo
Robust Portfolio Optimization.
NIPS
(2015)
Huitong Qiu
,
Sheng Xu
,
Fang Han
,
Han Liu
,
Brian Caffo
Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes.
ICML
(2015)