adaptive weighting 1equal weighting 1equity premium forecasting 1horizon-dependent allocation 1minimum variance 1portfolio diversification 1
From the 1 of 2 linked papers with an AI index.
2 papers
econ.GN2026
When and Why Naïve Diversification Works: A Simple Diagnostic Strategy
Han Feng, Difang Huang, Jue Wang +1
The paper identifies a simple condition—called the Golden Criterion—under which equal‑weight portfolios are minimum‑variance optimal, and proposes an adaptive two‑stage strategy th…
cs.LG2025
HOPS: High-order Polynomials with Self-supervised Dimension Reduction for Load Forecasting
Pengyang Song, Han Feng, Shreyashi Shukla +2
Load forecasting is a fundamental task in smart grid. Many techniques have been applied to developing load forecasting models. Due to the challenges such as the Curse of Dimensiona…