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 (Revision at Management Science)
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 (Submitted)
Can nonsmooth convex Riemannian optimization admit nonasymptotic convergence rates using only subgradients, first-order retractions, and vector transports? See more… »
- Constrained Fréchet Means of Unknown Submanifolds of Non-Euclidean Spaces | Mauro Maggioni (In-Preparation)
Given only a local sampler of a non-convex submanifold of some non-Euclidean space, is there an algorithm to compute the empirical intrinsic mean up to arbitrary accuracy with provable guarantees?
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