Search Results - "Du, Jinye"

Optimal strategies and values for monotone and classical mean-variance preferences coincide when asset prices are continuous by Du, Jinye, Strub, Moris S.

“…We study classical and monotone mean-variance portfolio selection when asset prices are continuous under general trading constraints. Our main result is that…”
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Characterization of the spectral memory effect of scattering media by Zhang, Runsen, Du, Jinye, He, Yu, Yuan, Dean, Luo, Jiawei, Wu, Daixuan, Ye, Bolin, Luo, Zhi-Chao, Shen, Yuecheng

“…The optical memory effect is an interesting phenomenon exploited for deep-tissue optical imaging. Besides the widely studied memory effects in the spatial…”
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Empirical Likelihood Inference over Decentralized Networks by Du, Jinye, Wang, Qihua

“…As a nonparametric statistical inference approach, empirical likelihood has been found very useful in numerous occasions. However, it encounters serious…”
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Distributed Empirical Likelihood Inference With or Without Byzantine Failures by Wang, Qihua, Du, Jinye, Sheng, Ying

“…Empirical likelihood is a very important nonparametric approach which is of wide application. However, it is hard and even infeasible to calculate the…”
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