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20222026
most citedEfficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution

1 citations · 1 across the 5 of their papers we have counts for

collaborators

5 papers

cs.LG2026

Autonomous End-to-End SOH Prediction Services for Battery Systems via Temporal-Contrastive Representation Learning

Junting Wen, Dan Li, Qihao Quan +8

Accurate state of health (SOH) estimation is a critical diagnostic service for lithium-ion battery management. However, reliance on labor-intensive manual feature engineering and o…

cs.LG2023

Learning Large-Scale MTP Gaussian Graphical Models via Bridge-Block Decomposition

Xiwen Wang, Jiaxi Ying, Daniel P. Palomar

This paper studies the problem of learning the large-scale Gaussian graphical models that are multivariate totally positive of order two (). By introducing the concep…

cs.LG2023

Network Topology Inference with Sparsity and Laplacian Constraints

Jiaxi Ying, Xi Han, Rui Zhou +2

We tackle the network topology inference problem by utilizing Laplacian constrained Gaussian graphical models, which recast the task as estimating a precision matrix in the form of…

eess.SP2022

A Fast Successive QP Algorithm for General Mean-Variance Portfolio Optimization

Shengjie Xiu, Xiwen Wang, Daniel P. Palomar

The mean and variance of portfolio returns are the standard quantities to measure the expected return and risk of a portfolio. Efficient portfolios that provide optimal trade-offs…

eess.SP2022★ 1 cited

Efficient and Scalable Parametric High-Order Portfolios Design via the Skew-t Distribution

Xiwen Wang, Rui Zhou, Jiaxi Ying +1

Since Markowitz's mean-variance framework, optimizing a portfolio that maximizes the profit and minimizes the risk has been ubiquitous in the financial industry. Initially, profit…