no code implementations • 6 May 2024 • Mengchen Fan, Baocheng Geng, Keren Li, Xueqian Wang, Pramod K. Varshney
This paper introduces a representative-based approach for distributed learning that transforms multiple raw data points into a virtual representation.
no code implementations • 15 Aug 2018 • Liyuan Jiang, Shuang Zhou, Keren Li, Fangfang Wang, Jie Yang
We develop a new nonparametric approach for estimating the risk-neutral density of asset prices and reformulate its estimation into a double-constrained optimization problem.