4 papers
Pareto frontier of portfolio investment under volatility uncertainty and short-sale constraints market
Jing He, Shuzhen Yang
In this paper, we investigate a portfolio investment problem under volatility uncertainty and short-sale constraints market via sublinear expectation which is used to model volatil…
Robust linear regression under latent group heterogeneity
Xifeng Li, Shuzhen Yang
Uncertainty is ubiquitous in real-world data, and the assumptions underlying classical linear regression models are often violated in practice. Inspired by the theory of sublinear…
Early-stopping for Transformer model training
Jing He, Hua Jiang, Cheng Li +2
This work, based on Random Matrix Theory (RMT), introduces a novel early-stopping strategy for Transformer training dynamics. Utilizing the Power Law (PL) fit to tansformer attenti…
A robust and p-hacking-proof significance test under variance uncertainty
Xifeng Li, Shuzhen Yang, Jianfeng Yao
P-hacking poses challenges to traditional hypothesis testing. In this paper, we propose a robust method for the one-sample significance test that can protect against p-hacking from…