Stefano Giglio, Dacheng Xiu, Dake Zhang*. "Prediction When Factors are Weak." Journal of the American Statistical Association (Forthcoming).
Qili Shen, Kairui Feng*, Ang He, Xuanhong Chen*, Dake Zhang*. "On the Computational Limits of AI4S-RL: A Unified ε-N Analysis." International Conference on Learning Representations (ICLR), 2026.
Stefano Giglio, Dacheng Xiu, Dake Zhang*. "Test Assets and Weak Factors." Journal of Finance, 2025.
Dake Zhang, Boxiang Lyu, Shuang Qiu*, Mladen Kolar, Tong Zhang. "Pessimism Meets Risk: Risk-Sensitive Offline Reinforcement Learning." International Conference on Machine Learning (ICML), 2024. [Spotlight Poster]