Lin, Yizun

2 publications

NeurIPS 2024 A Globally Optimal Portfolio for M-Sparse Sharpe Ratio Maximization Yizun Lin, Zhao-Rong Lai, Cheng Li

ICML 2024 Autonomous Sparse Mean-CVaR Portfolio Optimization Yizun Lin, Yangyu Zhang, Zhao-Rong Lai, Cheng Li