1 citations · 2 across the 2 of their papers we have counts for
3 papers
math.ST2025
A theoretical comparison of weight constraints in forecast combination and model averaging
Jiahui Zou, Andrey Vasnev, Wendun Wang +1
Forecast combination and model averaging have become popular tools in forecasting and prediction, both of which combine a set of candidate estimates with certain weights and are of…
q-fin.CP2024★ 1 cited
Volatility-Volume Order Slicing via Statistical Analysis
Ritwika Chattopadhyay, Abhishek Malichkar, Zhixuan Ren +1
This paper addresses the challenges faced in large-volume trading, where executing substantial orders can result in significant market impact and slippage. To mitigate these effect…
stat.ME2019★ 1 cited
Enhanced Balancing of Bias-Variance Tradeoff in Stochastic Estimation: A Minimax Perspective
Henry Lam, Xinyu Zhang, Xuhui Zhang
Biased stochastic estimators, such as finite-differences for noisy gradient estimation, often contain parameters that need to be properly chosen to balance impacts from the bias an…