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

Publications

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)