3 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…
eess.SP2025
A Self-scaled Approximate Regularization Robust Model for Outlier Detection
Pengyang Song, Jue Wang
Robust regression models in the presence of outliers have significant practical relevance in areas such as signal processing, financial econometrics, and energy management. Many ex…
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…