Author

Jonathan Yu-Meng Li

University of Ottawa

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#machine learning Apr 2026

The Virtue of Sparsity in Complexity

Sparsity or complexity? In modern high-dimensional asset pricing, these are often viewed as competing principles: recent empirical evidence favors richer models, while economic intuition has long favored parsimony. We reconcile this tension by distinguishing capacity sparsity-restrictions on effective model capacity-fr...

Nima Afsharhajari, Jonathan Yu-Meng Li · arXiv.org · 0 citations

Jul 2026

Generative Distributionally Robust Optimization

This work proposes Generative Distributionally Robust Optimization (GDRO), a principled framework that accepts any sampleable conditional generator as the nominal model and restricts worst-case laws to a chosen conditional generator family.

Zi-Wei Zhang, Jonathan Yu-Meng Li, Zhihao Jin · arXiv.org · 0 citations

Preprint Jul 2026

Harnessing Heterogeneous Data for Conditional Optimization via Optimal Transport

A distributionally robust framework based on optimal transport (OT) for harnessing such heterogeneous data in conditional optimization and demonstrating the value of the framework through a conditional assortment problem using demand and product-feature data from multiple stores is demonstrated.

Jonathan Yu-Meng Li, Qin-Yu Wu · 0 citations