Lai, Zhao-Rong
- A Globally Optimal Portfolio for m-Sparse Sharpe Ratio Maximization
2024/10/28 by Yizun Lin, Zhao‐Rong Lai, Lin, Yizun +3 · 3 citations
Mathematics · #Statistical Methods and Inference
- Diagnosing and Rectifying Fake OOD Invariance: A Restructured Causal Approach
2023/12/15 by Ziliang Chen, Yongsen Zheng, Chen, Ziliang +7 · 1 citation
Computer Science · #Artificial Intelligence (cs.AI) #Domain Adaptation and Few-Shot Learning #FOS: Computer and information sciences #Machine Learning (cs.LG) #Machine Learning in Healthcare #Methodology (stat.ME) #Topic Modeling
- Invariant Risk Minimization Is A Total Variation Model
2024/05/02 by Zhao‐Rong Lai, Lai, Zhao-Rong, Weiwen Wang +1 · 1 citation
Decision Sciences · #FOS: Computer and information sciences #Machine Learning (cs.LG) #Risk and Portfolio Optimization