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07/18/2023
Adaptive Testing for Alphas in Conditional Factor Models with High Dimensional Assets
This paper focuses on testing for the presence of alpha in time-varying ...
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03/19/2023
Spatial-sign based High Dimensional White Noises Test
A spatial-sign based test procedure is proposed for high dimensional whi...
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10/31/2019
An Automatic Design Framework of Swarm Pattern Formation based on Multi-objective Genetic Programming
Most existing swarm pattern formation methods depend on a predefined gen...
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06/02/2019
Push and Pull Search Embedded in an M2M Framework for Solving Constrained Multi-objective Optimization Problems
In dealing with constrained multi-objective optimization problems (CMOPs...
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12/16/2018