2 papers
stat.ML2021
The Success of AdaBoost and Its Application in Portfolio Management
Yijian Chuan, Chaoyi Zhao, Zhenrui He +1
We develop a novel approach to explain why AdaBoost is a successful classifier. By introducing a measure of the influence of the noise points (ION) in the training data for the bin…
stat.AP2019
Centralizing-Unitizing Standardized High-Dimensional Directional Statistics and Its Applications in Finance
Yijian Chuan, Lan Wu
Cross-sectional "Information Coefficient" (IC) is a widely and deeply accepted measure in portfolio management. The paper gives an insight into IC in view of high-dimensional direc…