Jonathan Yu-Meng Li

According to our database, Jonathan Yu-Meng Li authored at least 12 papers between 2018 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2026

Sampler-Robust Optimization under Generative Models.

Ziwei Zhang, Jonathan Yu-Meng Li

CoRR, April, 2026

The Virtue of Sparsity in Complexity.

Nima Afsharhajari, Jonathan Yu-Meng Li

CoRR, April, 2026

Generative Adversarial Regression (GAR): Learning Conditional Risk Scenarios.

Saeed Asadi, Jonathan Yu-Meng Li

CoRR, March, 2026

2025

Conditional Risk Minimization with Side Information: A Tractable, Universal Optimal Transport Framework.

Xinqiao Xie, Jonathan Yu-Meng Li

CoRR, September, 2025

Distributionally Robust Optimization Under Distorted Expectations.

Jun Cai, Jonathan Yu-Meng Li, Tiantian Mao

Oper. Res., 2025

2023

WaveCorr: Deep reinforcement learning with permutation invariant convolutional policy networks for portfolio management.

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault

Oper. Res. Lett., November, 2023

2022

On Generalization and Regularization via Wasserstein Distributionally Robust Optimization.

Qinyu Wu, Jonathan Yu-Meng Li, Tiantian Mao

CoRR, 2022

2021

Inverse Optimization of Convex Risk Functions.

Jonathan Yu-Meng Li

Manag. Sci., 2021

WaveCorr: Correlation-savvy Deep Reinforcement Learning for Portfolio Management.

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li, Jeremie Desgagne-Bouchard, Carl Dussault

CoRR, 2021

Deep Reinforcement Learning for Equal Risk Pricing and Hedging under Dynamic Expectile Risk Measures.

Saeed Marzban, Erick Delage, Jonathan Yu-Meng Li

CoRR, 2021

2018

Minimizing Risk Exposure When the Choice of a Risk Measure Is Ambiguous.

Erick Delage, Jonathan Yu-Meng Li

Manag. Sci., 2018

Technical Note - Closed-Form Solutions for Worst-Case Law Invariant Risk Measures with Application to Robust Portfolio Optimization.

Jonathan Yu-Meng Li

Oper. Res., 2018