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20152022
most citedA fully data-driven approach to minimizing CVaR for portfolio of assets via SGLD with discontinuous updating

2 citations · 6 across the 6 of their papers we have counts for

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math.NA2022★ 2 cited

Sparse Representations of Solutions to a class of Random Boundary Value Problems

Fang Yang, Min Chen, Jiecheng Chen +2

We introduce certain sparse representation methods, named as stochastic pre-orthogonal adaptive Fourier decomposition 1 and 2 (SPOAFD1 and SPOAFD2) to solve the Dirichlet boundary…