Zhao-Rong Lai

2 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0002-7631-8512

Publications

• Loss Control with Rank-one Covariance Estimate for Short-term Portfolio Optimization — Journal of Machine Learning Research 2020 (name-matched, not ORCID-linked)
• Short-term Sparse Portfolio Optimization Based on Alternating Direction Method of Multipliers — Journal of Machine Learning Research 2018 (name-matched, not ORCID-linked)