2 papers
stat.ME2026
Multi-transport Distributional Regression
Yuanying Chen, Tongyu Li, Yang Bai +1
We study distribution-on-distribution regression problems in which a response distribution depends on multiple distributional predictors. Such settings arise naturally in applicati…
q-fin.GN2021
Machine Learning Classification and Portfolio Construction: Does the Loss Function Matter?
Yang Bai, Kuntara Pukthuanthong
Classification outperforms regression across matched machine learning models in portfolio construction. A stacking ensemble of gradient boosted trees, random forest, and neural net…