2 papers
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.…
cs.LG2025
Spectrally-Corrected and Regularized QDA Classifier for Spiked Covariance Model
Wenya Luo, Hua Li, Zhidong Bai +1
Quadratic discriminant analysis (QDA) is a widely used method for classification problems, particularly preferable over Linear Discriminant Analysis (LDA) for heterogeneous data. H…