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math.ST2022★ 4 cited
Bagging in overparameterized learning: Risk characterization and risk monotonization
Pratik Patil, Jin-Hong Du, Arun Kumar Kuchibhotla
Bagging is a commonly used ensemble technique in statistics and machine learning to improve the performance of prediction procedures. In this paper, we study the prediction risk of…
stat.AP2022★ 15 cited
High Dimensional Portfolio Selection with Cardinality Constraints
Jin-Hong Du, Yifeng Guo, Xueqin Wang
The expanding number of assets offers more opportunities for investors but poses new challenges for modern portfolio management (PM). As a central plank of PM, portfolio selection…