Li, Jonathan Yu-Meng

1. On Generalization and Regularization via Wasserstein Distributionally Robust Optimization
   2022/12/12 by Qinyu Wu, Jonathan Yu-Meng Li, Wu, Qinyu +3 · 1 citation
   Decision Sciences · Engineering · #FOS: Computer and information sciences #FOS: Mathematics #Infrastructure Maintenance and Monitoring #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Risk and Portfolio Optimization
2. 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