High-dimensional Index Volatility Models via Stein's Identity

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High-dimensional Index Volatility Models via Stein's Identity

27 November 2018

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Papers citing "High-dimensional Index Volatility Models via Stein's Identity"

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Title
Statistical Inference of Constrained Stochastic Optimization via Sketched Sequential Quadratic Programming Sen Na Michael W. Mahoney 106 9 0 27 May 2022
Robust parameter estimation of regression model under weakened moment assumptions Kangqiang Li Songqiao Tang Lixin Zhang 50 0 0 08 Dec 2021
Personalized Federated Learning: A Unified Framework and Universal Optimization Techniques Filip Hanzely Boxin Zhao Mladen Kolar FedML 90 53 0 19 Feb 2021
An Adaptive Stochastic Sequential Quadratic Programming with Differentiable Exact Augmented Lagrangians Sen Na M. Anitescu Mladen Kolar 85 44 0 10 Feb 2021
Estimating Stochastic Linear Combination of Non-linear Regressions Efficiently and Scalably Di Wang Xiangyu Guo Chaowen Guan Shi Li Jinhui Xu 57 1 0 19 Oct 2020
An Effective and Efficient Initialization Scheme for Training Multi-layer Feedforward Neural Networks Zebin Yang Hengtao Zhang Agus Sudjianto Aijun Zhang 14 0 0 16 May 2020
High-dimensional Varying Index Coefficient Models via Stein's Identity Sen Na Zhuoran Yang Zhaoran Wang Mladen Kolar 80 22 0 16 Oct 2018