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Ruizhi Deng

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#machine learning Preprint Nov 2026

Nonparametric GARCH: An Iterated Neural Estimator

This work studies nonparametric estimation and forecasting for GARCH-type processes and proposes an iterated neural estimator that alternates between estimating the recursion map and updating the unobserved conditional variances, which is minimax rate-optimal up to logarithmic factors.

Rui-Zhi Deng, Guo-Hao Shen, Ngai-Hang Chan · 0 citations
Jul 2026

ReDiTT: Retrieval Augmented Conditional Diffusion Transformers for Asynchronous Time Series

ReDiTT, a retrieval augmented conditional diffusion transformer that operates in latent space, is introduced, a retrieval augmented conditional diffusion transformer that operates in latent space that stabilizes long horizon forecasting and improves sample diversity.

Saiyue Lyu, Zhi-Tian Zhang, Ruizhi Deng et al. · 0 citations

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