2 papers
eess.SP2022
Portfolio Optimization Using a Consistent Vector-Based MSE Estimation Approach
Maaz Mahadi, Tarig Ballal, Muhammad Moinuddin +2
This paper is concerned with optimizing the global minimum-variance portfolio's (GMVP) weights in high-dimensional settings where both observation and population dimensions grow at…
stat.AP2020
GSSMD: A new standardized effect size measure to improve robustness and interpretability in biological applications
Seongyong Park, Shujaat Khan, Muhammad Moinuddin +1
In many biological applications, the primary objective of study is to quantify the magnitude of treatment effect between two groups. Cohens'd or strictly standardized mean differen…