2 papers
econ.EM2025
Covariance Matrix Estimation for Positively Correlated Assets
Weilong Liu, Yanchu Liu
The comovement phenomenon in financial markets creates decision scenarios with positively correlated asset returns. This paper addresses covariance matrix estimation under such con…
cs.RO2024
OCEAN: An Openspace Collision-free Trajectory Planner for Autonomous Parking Based on ADMM
Dongxu Wang, Yanbin Lu, Weilong Liu +4
In this paper, we propose an Openspace Collision-freE trAjectory plaNner (OCEAN) for autonomous parking. OCEAN is an optimization-based trajectory planner accelerated by Alternatin…