1 citations · 1 across the 3 of their papers we have counts for
3 papers
cs.LG2025
HoP: Homeomorphic Polar Learning for Hard Constrained Optimization
Ke Deng, Hanwen Zhang, Jin Lu +1
Constrained optimization demands highly efficient solvers which promotes the development of learn-to-optimize (L2O) approaches. As a data-driven method, L2O leverages neural networ…
q-fin.CP2023
A monotone numerical integration method for mean-variance portfolio optimization under jump-diffusion models
Hanwen Zhang, Duy-Minh Dang
We develop a efficient, easy-to-implement, and strictly monotone numerical integration method for Mean-Variance (MV) portfolio optimization in realistic contexts, which involve jum…
stat.ME2023★ 1 cited
Small area estimation for composite indicators: the case of multidimensional poverty incidence
Alejandra Arias-Salazar, Andrés Gutiérrez, Xavier Mancero +3
This paper proposes a methodology to obtain estimates in small domains when the target is a composite indicator. These indicators are of utmost importance for studying multidimensi…