2 citations · 3 across the 9 of their papers we have counts for
9 papers
The Success of AdaBoost and Its Application in Portfolio Management
Yijian Chuan, Chaoyi Zhao, Zhenrui He +1
We develop a novel approach to explain why AdaBoost is a successful classifier. By introducing a measure of the influence of the noise points (ION) in the training data for the bin…
A factor-adjusted multiple testing of general alternatives
Mengkun Du, Lan Wu
Factor-adjusted multiple testing is used for handling strong correlated tests. Since most of previous works control the false discovery rate under sparse alternatives, we develop a…
Alternative approach to derive q-potential measures of refracted spectrally Lévy processes
Jiang Zhou, Lan Wu
For a refracted Lévy process driven by a spectrally negative Lévy process, we use a different approach to derive expressions for its q-potential measures without killing. Unlike pr…
Occupation times of general Lévy processes
Lan Wu, Jiang Zhou, Shuang Yu
For an arbitrary Lévy process which is not a compound Poisson process, we are interested in its occupation times. We use a quite novel and useful approach to derive formulas fo…
A note on refracted Lévy processes without positive jumps
Jiang Zhou, Lan Wu
For a refracted spectrally negative Levy process, we find some new and fantastic formulas for its q-potential measures without killing. Unlike previous results, which are written i…
The distribution of refracted Lévy processes with jumps having rational Laplace transforms
Jiang Zhou, Lan Wu
We consider a refracted jump diffusion process having two-sided jumps with rational Laplace transforms. For such a process, by applying a straightforward but interesting approach,…