Qiu, Huitong

2 publications

ICML 2015 Robust Estimation of Transition Matrices in High Dimensional Heavy-Tailed Vector Autoregressive Processes Huitong Qiu, Sheng Xu, Fang Han, Han Liu, Brian Caffo

NeurIPS 2015 Robust Portfolio Optimization Huitong Qiu, Fang Han, Han Liu, Brian Caffo