Jonathan Yu-Meng Li

1. Wasserstein-Kelly Portfolios: A Robust Data-Driven Solution to Optimize Portfolio Growth
   2023/02/27 by Jonathan Yu-Meng Li, Li, Jonathan Yu-Meng · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Advanced Bandit Algorithms Research #FOS: Economics and business #FOS: Mathematics #Financial Markets and Investment Strategies #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Risk and Portfolio Optimization
2. Harnessing Heterogeneous Data for Conditional Optimization via Optimal Transport
   2026/07/22 by Jonathan Yu-Meng Li, Qinyu Wu
   #math.OC
3. Generative Distributionally Robust Optimization
   2026/07/27 by Ziwei Zhang, Jonathan Yu-Meng Li, Zhihao Jin
   #cs.LG #cs.AI #math.OC #stat.ML