2 papers
math.ST2026
A robust and scalable estimation for high-dimensional volatility models
Kejun Chen, Yuchang Lin, Qianqian Zhu
This paper introduces a robust and computationally efficient estimation framework for high-dimensional volatility models in the BEKK-ARCH class. The proposed approach employs data…
eess.SY2026
A hard-constrained NN learning framework for rapidly restoring AC-OPF from DC-OPF
Kejun Chen, Bernard Knueven, Wesley Jones
This paper proposes a hard-constrained unsupervised learning framework for rapidly solving the non-linear and non-convex AC optimal power flow (AC-OPF) problem in real-time operati…