2 citations · 6 across the 5 of their papers we have counts for
5 papers
Online Ensemble Learning for Sector Rotation: A Gradient-Free Framework
Jiaju Miao, Pawel Polak
We propose a gradient-free online ensemble learning algorithm that dynamically combines forecasts from a heterogeneous set of machine learning models based on their recent predicti…
A Unified Framework for Fast Large-Scale Portfolio Optimization
Weichuan Deng, Pawel Polak, Abolfazl Safikhani +1
We introduce a unified framework for rapid, large-scale portfolio optimization that incorporates both shrinkage and regularization techniques. This framework addresses multiple obj…
High-Frequency Volatility Estimation with Fast Multiple Change Points Detection
Greeshma Balabhadra, El Mehdi Ainasse, Pawel Polak
We propose a method for constructing sparse high-frequency volatility estimators that are robust against change points in the spot volatility process. The estimators we propose are…
Detection of (Hidden) Emotions from Videos using Muscles Movements and Face Manifold Embedding
Juni Kim, Zhikang Dong, Eric Guan +4
We provide a new non-invasive, easy-to-scale for large amounts of subjects and a remotely accessible method for (hidden) emotion detection from videos of human faces. Our approach…
CP-PINNs: Data-Driven Changepoints Detection in PDEs Using Online Optimized Physics-Informed Neural Networks
Zhikang Dong, Pawel Polak
We investigate the inverse problem for Partial Differential Equations (PDEs) in scenarios where the parameters of the given PDE dynamics may exhibit changepoints at random time. We…