3 papers
stat.ML2026
Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration
Du-Yi Wang, Guo Liang, Kun Zhang +1
Rapidly evolving market conditions call for real-time risk monitoring, but its online estimation remains challenging. In this paper, we study the online estimation of one of the mo…
math.OC2025
Regular Tree Search for Simulation Optimization
Du-Yi Wang, Guo Liang, Guangwu Liu +1
Tackling simulation optimization problems with non-convex objective functions remains a fundamental challenge in operations research. In this paper, we propose a class of random se…
cs.LG2025
Derivative-Free Optimization via Finite Difference Approximation: An Experimental Study
Wang Du-Yi, Liang Guo, Liu Guangwu +1
Derivative-free optimization (DFO) is vital in solving complex optimization problems where only noisy function evaluations are available through an oracle. Within this domain, DFO…