2 papers
econ.EM2026
Asymptotic Properties of the Distributional Synthetic Controls
Lu Zhang, Xiaomeng Zhang, Xinyu Zhang
As an alternative to synthetic control, the distributional Synthetic Control (DSC) proposed by Gunsilius (2023) provides estimates for quantile treatment effect and thus enabling r…
q-fin.PM2025
Portfolio Optimization via Transfer Learning
Kexin Wang, Xiaomeng Zhang, Xinyu Zhang
Recognizing that asset markets generally exhibit shared informational characteristics, we develop a portfolio strategy based on transfer learning that leverages cross-market inform…