High-Dimensional Problems

ESEM
Presenter(s) Type Length Chair Room Number Add to calendar
Olivier Scaillet Jiun-Hua Su Qihui Chen Contributed Sessions 30/08 16:30 CEST
75
mins
Olivier Scaillet
40,063
Add to Calendar 2023-08-30 16:30:00 2024-04-20 15:54:58 EEA-ESEM 2023: High-Dimensional Problems. Room: 40,063 EEA-ESEM 2023 congress@eeassoc.org Europe/Rome public

Papers

(Listed in order of presenters above)

Sparse spanning portfolios and under-diversification with second-order stochastic dominance

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Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring

A Unified Framework for Estimation of High-dimensional Conditional Factor Models

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Presentations

Sparse spanning portfolios and under-diversification with second-order stochastic dominance

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Utility-Maximizing Binary Prediction via the Nearest Neighbor Method and Its Application to Credit Scoring

A Unified Framework for Estimation of High-dimensional Conditional Factor Models