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 2024-05-20 08:50:02 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

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

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

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