no code implementations • 1 Apr 2022 • Juntao Duan, Ionel Popescu
Minimum-variance portfolio optimizations rely on accurate covariance estimator to obtain optimal portfolios.
no code implementations • 1 Jan 2022 • Juntao Duan, Ionel Popescu, Heinrich Matzinger
It is well known the sample covariance has a consistent bias in the spectrum, for example spectrum of Wishart matrix follows the Marchenko-Pastur law.
no code implementations • 1 Dec 2021 • Juntao Duan, Ionel Popescu, Heinrich Matzinger
In particular we prove the distribution of the norm of random vector $X \in \mathbb{R}^n$, whose entries are i. i. d.
no code implementations • 10 Jun 2019 • Jiangning Chen, Zhibo Dai, Juntao Duan, Qianli Hu, Ruilin Li, Heinrich Matzinger, Ionel Popescu, Haoyan Zhai
We propose a new approach to address the text classification problems when learning with partial labels is beneficial.
no code implementations • 8 May 2019 • Jiangning Chen, Zhibo Dai, Juntao Duan, Heinrich Matzinger, Ionel Popescu
Naive Bayes estimator is widely used in text classification problems.