Search Results for author: Keren Li

Found 2 papers, 0 papers with code

Interpretable Data Fusion for Distributed Learning: A Representative Approach via Gradient Matching

no code implementations6 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.

Federated Learning

A New Nonparametric Estimate of the Risk-Neutral Density with Applications to Variance Swaps

no code implementations15 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.

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