212 citations · 799 across the 27 of their papers we have counts for
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cs.LG2024
Towards Simple and Provable Parameter-Free Adaptive Gradient Methods
Yuanzhe Tao, Yifeng Liu, Huizhuo Yuan +3
Optimization algorithms such as AdaGrad and Adam have significantly advanced the training of deep models by dynamically adjusting the learning rate during the optimization process.…
math.ST2024★ 2 cited
Estimation of Out-of-Sample Sharpe Ratio for High Dimensional Portfolio Optimization
Xuran Meng, Yuan Cao, Weichen Wang
Portfolio optimization aims at constructing a realistic portfolio with significant out-of-sample performance, which is typically measured by the out-of-sample Sharpe ratio. However…