Search Results for author: Zhao-Rong Lai

Found 3 papers, 1 papers with code

Diagnosing and Rectifying Fake OOD Invariance: A Restructured Causal Approach

no code implementations15 Dec 2023 Ziliang Chen, Yongsen Zheng, Zhao-Rong Lai, Quanlong Guan, Liang Lin

Invariant representation learning (IRL) encourages the prediction from invariant causal features to labels de-confounded from the environments, advancing the technical roadmap of out-of-distribution (OOD) generalization.

feature selection Representation Learning

Reweighted Price Relative Tracking System for Automatic Portfolio Optimization

1 code implementation IEEE Transactions on Systems, Man, and Cybernetics 2018 Zhao-Rong Lai, Pei-Yi Yang, Liangda Fang, Xiaotian Wu

In the portfolio optimizing stage, a novel tracking system with a generalized increasing factor is proposed to maximize the future wealth of next period.

Portfolio Optimization

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