11 citations · 21 across the 6 of their papers we have counts for
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cs.LG2019
Sublinear Time Numerical Linear Algebra for Structured Matrices
Xiaofei Shi, David P. Woodruff
We show how to solve a number of problems in numerical linear algebra, such as least squares regression, -regression for any , low rank approximation, and kernel…
q-fin.MF2019
Asset Pricing with General Transaction Costs: Theory and Numerics
Lukas Gonon, Johannes Muhle-Karbe, Xiaofei Shi
We study risk-sharing equilibria with general convex costs on the agents' trading rates. For an infinite-horizon model with linear state dynamics and exogenous volatilities, we pro…