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All publications by Brian Caffo
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Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes
Huitong Qiu, Sheng Xu, Fang Han, Han Liu and Brian Caffo
Proceedings of the 32nd International Conference on Machine Learning (ICML-15), 2015


Robust Portfolio Optimization
Huitong Qiu, Fang Han, Han Liu and Brian Caffo
Advances in Neural Information Processing Systems 28, 2015