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stat.ML2026
Clustering based on Stochastic Dominance with application for risk averters and risk seekers
Hua Li, Xue Jia, Yilin Kang +1
Stochastic Dominance (SD) theory provides a rigorous framework for selecting superior assets tailored to the asset allocation needs of investors with varying risk preferences (i.e.…
stat.ML2022
Spectrally-Corrected and Regularized Linear Discriminant Analysis for Spiked Covariance Model
Hua Li, Wenya Luo, Zhidong Bai +2
This paper proposes an improved linear discriminant analysis called spectrally-corrected and regularized LDA (SRLDA). This method integrates the design ideas of the sample spectral…