2 papers
stat.ML2024
Robust Feature Learning for Multi-Index Models in High Dimensions
Alireza Mousavi-Hosseini, Adel Javanmard, Murat A. Erdogdu
Recently, there have been numerous studies on feature learning with neural networks, specifically on learning single- and multi-index models where the target is a function of a low…
q-fin.PR2024
Multi-Task Dynamic Pricing in Credit Market with Contextual Information
Adel Javanmard, Jingwei Ji, Renyuan Xu
We study the dynamic pricing problem faced by a broker seeking to learn prices for a large number of credit market securities, such as corporate bonds, government bonds, loans, and…