Ruixun Zhang

1. On Consistency of Signature Using Lasso
   2023/05/17 by Xin Guo, Guo, Xin, Ruixun Zhang +4 · 2 citations
   Computer Science · Mathematics · Economics, Econometrics and Finance · #Bayesian Methods and Mixture Models #Statistical Methods and Inference #Financial Risk and Volatility Modeling
2. Diffusion Factor Models: Generating High-Dimensional Returns with Factor Structure
   2025/04/09 by Minshuo Chen, Renyuan Xu, Chen, Minshuo +5 · 5 citations
   Economics, Econometrics and Finance · Mathematics · Computer Science · #Stochastic processes and financial applications #Tensor decomposition and applications #Stochastic Gradient Optimization Techniques
3. Periodic Trading Activities in Financial Markets: Mean-field Liquidation Game with Major-Minor Players
   2024/08/18 by Yufan Chen, Chen, Yufan, Lan Wu +5 · 2 citations
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #Economic theories and models #Stochastic processes and financial applications
4. How Fast Do Signatures Learn? Statistical Theory and Applications for Path Regression
   2026/07/20 by Blanka Horvath, Wen Su, Wu Su +2 · 1 citation
   #math.ST #stat.ME #stat.ML #stat.TH