2 papers
q-fin.MF2026
Extremal Mean-Variance Functionals over Wasserstein Balls: Applications to Risk Sharing
Wenjun Jiang, Yiying Zhang, Zhenfeng Zou
We characterize the worst- and best-case values of a mean-variance functional over a 2-Wasserstein ball. Using quantile representations and the geometry of attainable means and sta…
eess.SP2026
Low-Complexity Neural Pursuit for Line Spectral Estimation
Chenchen Liu, Wenjun Jiang, Xiaojun Yuan
In this paper, we propose a high-precision yet low-complexity framework, termed Neural Pursuit for Line Spectral Estimation (NeuPLSE), for off-grid line spectral estimation from a…