Publications and Presentations

Working Papers and Manuscripts

Since these works are currently in preparation or under review, please contact me for the latest drafts.

Neural Dynamic Portfolio Control with Provable Learning Guarantees | Yizhe Huang, Rui Gao, Shuang Li, Luhao Zhang (Submitted/Under Review)

Are there neural approaches to portfolio control that incorporate historical returns with provable end-to-end global guarantees? See more… »
Nonsmooth Riemannian Optimization with Inexact Information | Mateo Díaz and Benjamin Grimmer (In-Preparation)

Can nonsmooth convex Riemannian optimization admit nonasymptotic convergence rates using only subgradients, first-order retractions, and vector transports? See more… »
Wasserstein Barycenters on Unknown Submanifolds of Wasserstein Space | Mauro Maggioni (In-Preparation)

Given only a local sampler of a non-convex submanifold of Wasserstein space, is there an algorithm to compute the empirical intrinsic mean up to arbitrary accuracy? See more… »

Convergence Rates for Riemannian Proximal Bundle Methods

International Conference on Continuous Optimization (ICCOPT), USC | July 2025
Jr. Mathematical Institute of Data Science (MINDS) Seminar, Johns Hopkins | April 2025
SIAM Student Seminar, University of Wisconsin-Madison | April 2025
Applied Mathematics and Statistics Student Seminar, Johns Hopkins | March 2025

Empirical Wasserstein Barycenters: Riemannian Optimization Guarantees

Applied Mathematics and Statistics Student Seminar, Johns Hopkins | October 2024
Applied Mathematics and Statistics Student Seminar, Johns Hopkins | January 2024

Computing Empirical Barycenters on Unknown Wasserstein Submanifolds Poster
Presented at the following venues: