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12/28/2022
Robustifying Markowitz
Markowitz mean-variance portfolios with sample mean and covariance as in...
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03/22/2021
Stability and Deviation Optimal Risk Bounds with Convergence Rate O(1/n)
The sharpest known high probability generalization bounds for uniformly ...
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02/08/2021
SONIC: SOcial Network with Influencers and Communities
The integration of social media characteristics into an econometric fram...
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02/06/2020
Robust k-means Clustering for Distributions with Two Moments
We consider the robust algorithms for the k-means clustering problem whe...
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10/17/2019
Sharper bounds for uniformly stable algorithms
The generalization bounds for stable algorithms is a classical question ...
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12/09/2018