5 citations · 10 across the 3 of their papers we have counts for
3 papers
math.ST2026
Fixed-order PCA: Theory for Overestimated Factor Models
Yuan Liao, Xin Tong, Wanjie Wang +1
We develop asymptotic theory for principal component analysis (PCA) of a high-dimensional factor model in which the working dimension is fixed and only required to satisfy $R \…
cs.CL2023★ 5 cited
WeaverBird: Empowering Financial Decision-Making with Large Language Model, Knowledge Base, and Search Engine
Siqiao Xue, Fan Zhou, Yi Xu +10
We present WeaverBird, an intelligent dialogue system designed specifically for the finance domain. Our system harnesses a large language model of GPT architecture that has been tu…
stat.ME2010★ 5 cited
Non-Gaussian Quasi Maximum Likelihood Estimation of GARCH Models
Lei Qi, Dacheng Xiu, Jianqing Fan
The non-Gaussian quasi maximum likelihood estimator is frequently used in GARCH models with intension to improve the efficiency of the GARCH parameters. However, unless the quasi-l…