no code implementations • NeurIPS 2015 • Huitong Qiu, Fang Han, Han Liu, Brian Caffo
We propose a robust portfolio optimization approach based on quantile statistics.
no code implementations • 1 Nov 2013 • Huitong Qiu, Fang Han, Han Liu, Brian Caffo
In this manuscript we consider the problem of jointly estimating multiple graphical models in high dimensions.