4 citations · 5 across the 3 of their papers we have counts for
3 papers
stat.ME2022★ 4 cited
Semi-Supervised Quantile Estimation: Robust and Efficient Inference in High Dimensional Settings
Abhishek Chakrabortty, Guorong Dai, Raymond J. Carroll
We consider quantile estimation in a semi-supervised setting, characterized by two available data sets: (i) a small or moderate sized labeled data set containing observations for a…
q-fin.CP2020
Optimal Asset Allocation For Outperforming A Stochastic Benchmark Target
Chendi Ni, Yuying Li, Peter Forsyth +1
We propose a data-driven Neural Network (NN) optimization framework to determine the optimal multi-period dynamic asset allocation strategy for outperforming a general stochastic t…
stat.ME2017★ 1 cited
Surrogate Aided Unsupervised Recovery of Sparse Signals in Single Index Models for Binary Outcomes
Abhishek Chakrabortty, Matey Neykov, Raymond Carroll +1
We consider the recovery of regression coefficients, denoted by , for a single index model (SIM) relating a binary outcome to a set of possibly high dimensional…