no code implementations • 24 Mar 2023 • Vahid Partovi Nia, Guojun Zhang, Ivan Kobyzev, Michael R. Metel, Xinlin Li, Ke Sun, Sobhan Hemati, Masoud Asgharian, Linglong Kong, Wulong Liu, Boxing Chen
Deep models are dominating the artificial intelligence (AI) industry since the ImageNet challenge in 2012.
no code implementations • 9 Nov 2022 • Michael R. Metel
Motivated by neural network training in low-precision arithmetic environments, this work studies the convergence of variants of SGD using adaptive step sizes with computational error.
no code implementations • 20 Oct 2015 • Michael R. Metel, Traian A. Pirvu, Julian Wong
We prove that the Omega measure, which considers all moments when assessing portfolio performance, is equivalent to the widely used Sharpe ratio under jointly elliptic distributions of returns.
Portfolio Management Optimization and Control
