2 papers
econ.GN2026
When and Why Naïve Diversification Works: A Simple Diagnostic Strategy
Han Feng, Difang Huang, Jue Wang +1
We explain the long-standing puzzle of naïve diversification with a simple, testable condition: equal weighting is minimum-variance optimal when the forecast-error covariance matri…
cs.LG2025
HOPS: High-order Polynomials with Self-supervised Dimension Reduction for Load Forecasting
Pengyang Song, Han Feng, Shreyashi Shukla +2
Load forecasting is a fundamental task in smart grid. Many techniques have been applied to developing load forecasting models. Due to the challenges such as the Curse of Dimensiona…