44 citations · 145 across the 18 of their papers we have counts for
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q-fin.PM2021★ 2 cited
Portfolio analysis with mean-CVaR and mean-CVaR-skewness criteria based on mean-variance mixture models
Nuerxiati Abudurexiti, Kai He, Dongdong Hu +3
The paper Zhao et al. (2015) shows that mean-CVaR-skewness portfolio optimization problems based on asymetric Laplace (AL) distributions can be transformed into quadratic optimizat…
cs.LG2021
Does Momentum Change the Implicit Regularization on Separable Data?
Bohan Wang, Qi Meng, Huishuai Zhang +4
The momentum acceleration technique is widely adopted in many optimization algorithms. However, there is no theoretical answer on how the momentum affects the generalization perfor…
math.OC2021★ 1 cited
On a Faster -Linear Convergence Rate of the Barzilai-Borwein Method
Dawei Li, Ruoyu Sun
The Barzilai-Borwein (BB) method has demonstrated great empirical success in nonlinear optimization. However, the convergence speed of BB method is not well understood, as the know…