Robust Estimation of Transition Matrices in High Dimensional Heavy-tailed Vector Autoregressive Processes. - Huitong Qiu; Sheng Xu; Fang Han; Han Liu 001; Brian Caffo (ICML, 2015)

Robust Portfolio Optimization. - Huitong Qiu; Fang Han; Han Liu 001; Brian Caffo (NIPS, 2015)