Shao Yi

Publication Activity (10 Years)

Years Active: 2022-2022
Publications (10 Years): 2

Top Topics

Random Field Model

Optimal Allocation

Combinatorial Auctions

Allocation Strategy

Top Venues

Publications

Jun Lu, Shao Yi
Reducing overestimating and underestimating volatility via the augmented blending-ARCH model. CoRR (2022)
Jun Lu, Shao Yi
Autoencoding Conditional GAN for Portfolio Allocation Diversification. CoRR (2022)