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Empirical analysis of market connectedness as a risk factor for explaining expected stock returns

Deng, Shijie; Sim, Min; Huo, Xiaoming - In: Portfolio construction, measurement, and efficiency : …, (pp. 275-289). 2017

Persistent link: https://www.econbiz.de/10011603250

A finite-sample simulation study of cross validation in tree-based models

Kim, Seoung Bum; Huo, Xiaoming; Tsui, Kwok-Leung - In: Information technology and management 10 (2009) 4, pp. 223-233

Persistent link: https://www.econbiz.de/10003935950

A single interval based classifier

Kim, Heeyoung; Huo, Xiaoming; Shi, Jianjun - In: Data mining and informatics, (pp. 307-325). 2014

Persistent link: https://www.econbiz.de/10010344122

Distribution of the length of the longest significance run on a Bernoulli net and its applications

Chen, Jihong; Huo, Xiaoming - In: Journal of the American Statistical Association : JASA 101 (2006), pp. 321-331

Persistent link: https://www.econbiz.de/10003309853

What can cluster analysis offer in investing? : measuring structural changes in the investment universe

Sim, Min Kyu; Deng, Shijie; Huo, Xiaoming - In: International review of economics & finance : IREF 71 (2021), pp. 299-315

Persistent link: https://www.econbiz.de/10012627784

High-dimensional sparse index tracking based on a multi-step convex optimization approach

Shi, Fangquan; Shu, Lianjie; Luo, Yiling; Huo, Xiaoming - In: Quantitative finance 23 (2023) 9, pp. 1361-1372

Persistent link: https://www.econbiz.de/10014339936

Another Look at Huber's Estimator: A New Minimax Estimator in Regression with Stochastically Bounded Noise

Ni, Xuelei "Sherry"; Huo, Xiaoming - 2009

Huber's estimator has had a long lasting impact, particularly on robust statistics. It is well known that under certain conditions, Huber's estimator is asymptotically minimax. A moderate generalization in rederiving Huber's estimator shows that Huber's estimator is not the only choice. We...

Persistent link: https://www.econbiz.de/10009459026

Distribution of the Length of the Longest Significance Run on a Bernoulli Net and Its Applications

Chen, Jihong; Huo, Xiaoming - In: Journal of the American Statistical Association 101 (2006) March, pp. 321-331

Persistent link: https://www.econbiz.de/10005170965

A network flow approach in finding maximum likelihood estimate of high concentration regions

Huo, Xiaoming; Lu, Jye-Chyi - In: Computational Statistics & Data Analysis 46 (2004) 1, pp. 33-56

Persistent link: https://www.econbiz.de/10005172424

Minimax correlation between a line segment and a beamlet

Huo, Xiaoming - In: Statistics & Probability Letters 72 (2005) 1, pp. 71-81

The minimax correlation between a line segment and a beamlet is proved to be 2-3/4. The result is useful for design of efficient line-segment detectors with noisy data.

Persistent link: https://www.econbiz.de/10005319461