User profiles for Yinsen Miao
 | Yinsen MiaoRice University Verified email at rice.edu Cited by 105 |
[HTML][HTML] DNA methylation-based epigenetic signatures predict somatic genomic alterations in gliomas
Molecular classification has improved diagnosis and treatment for patients with malignant
gliomas. However, classification has relied on individual assays that are both costly and slow, …
gliomas. However, classification has relied on individual assays that are both costly and slow, …
The Gerber statistic: A robust co-movement measure for portfolio optimization
S Gerber, H Markowitz, P Ernst, Y Miao… - No and Sargen, Paul …, 2021 - papers.ssrn.com
The purpose of this paper is to introduce the Gerber statistic, a robust co-movement measure
for covariance matrix estimation for the purpose of portfolio construction. The Gerber …
for covariance matrix estimation for the purpose of portfolio construction. The Gerber …
[PDF][PDF] Portfolio selection: the power of equal weight
P Ernst, J Thompson, Y Miao - Models and reality: A Festschrift for …, 2017 - ma.imperial.ac.uk
We empirically show the superiority of the equally weighted S&P 500 portfolio over Sharpe’s
market capitalization weighted S&P 500 portfolio. We proceed to consider the MaxMedian …
market capitalization weighted S&P 500 portfolio. We proceed to consider the MaxMedian …
[HTML][HTML] Impact of hypothermia on implementation of CPAP for neonatal respiratory distress syndrome in a low-resource setting
Background Neonatal hypothermia is widely associated with increased risks of morbidity and
mortality, but remains a pervasive global problem. No studies have examined the impact of …
mortality, but remains a pervasive global problem. No studies have examined the impact of …
Scalable Bayesian variable selection regression models for count data
Variable selection, also known as feature selection in the machine learning literature, plays
an indispensable role in scientific studies. In many research areas with massive data, finding …
an indispensable role in scientific studies. In many research areas with massive data, finding …
Tukey's transformational ladder for portfolio management
PA Ernst, JR Thompson, Y Miao - Financial Markets and Portfolio …, 2017 - Springer
Over the past half-century, the empirical finance community has produced vast literature on
the advantages of the equally weighted Standard and Poor (S&P 500) portfolio as well as the …
the advantages of the equally weighted Standard and Poor (S&P 500) portfolio as well as the …
Nonlinear state-space modeling approaches to real-time autonomous geosteering
We develop a nonlinear state-space modeling (SSM) framework for autonomous geosteering
in real time, which aims to estimate the relative position between the wellbore and a target …
in real time, which aims to estimate the relative position between the wellbore and a target …
Stochastic clustering and pattern matching for real-time geosteering
We have developed a Bayesian statistical framework for quantitative geosteering in real time.
Two types of contemporary geosteering approaches, model based and stratification based, …
Two types of contemporary geosteering approaches, model based and stratification based, …
Domain-adapted Learning and Interpretability: DRL for Gas Trading
Deep Reinforcement Learning (Deep RL) has been explored for a number of applications in
finance and stock trading. In this paper, we present a practical implementation of Deep RL …
finance and stock trading. In this paper, we present a practical implementation of Deep RL …
Salable Bayesian Algorithms for Quantitative Geosteering
Y Miao - 2019 - search.proquest.com
Geosteering is the iterative process of navigating the Bottom Hole Assembly (BHA) in a given
geological setting in order to achieve pre-specified targets. To guide the directional drilling …
geological setting in order to achieve pre-specified targets. To guide the directional drilling …