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Xinyuan Tao

New Jersey Institute of Technology

University Heights

Newark, NJ 07102

United States

SCHOLARLY PAPERS

2

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Scholarly Papers (2)

1.

Machine Learning Meets Markowitz

PBCSF-NIFR Research Paper
Number of pages: 85 Posted: 22 Dec 2025 Last Revised: 18 Apr 2026
Tongji University - School of Economics and Management, Tsinghua University - PBC School of Finance, Duke University - Fuqua School of Business, Tsinghua University - Tsinghua University School of Economics and Management and New Jersey Institute of Technology
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Asset Pricing, Portfolio Optimization, Machine Learning, End-to-end Learning

2.

Machine Learning Meets Markowitz

NBER Working Paper No. w34861
Number of pages: 86 Posted: 24 Feb 2026
Tongji University - School of Economics and Management, Tsinghua University - PBC School of Finance, Duke University - Fuqua School of Business, Tsinghua University - Tsinghua University School of Economics and Management and New Jersey Institute of Technology
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