Publications & Preprints

2026

Forecasting Inflation with Microdata: An Adaptive Machine Learning Approach

Catherine Yu-Chi Chen, Chen Gao, Jonathon Hazell, Lihua Lei, Chen Lian

arXiv preprint arXiv:2607.12345 2026

An adaptive forecasting pipeline that combines high-dimensional price microdata with machine learning and identifies when granular data improve inflation forecasts under structural change.

[Preprint]

Adversarially Robust Control of Conditional Value-at-Risk via Rockafellar-Uryasev Conformal Inference

Catherine Yu-Chi Chen, Jingyan Shen, Zhun Deng, Lihua Lei

Proceedings of the 43rd International Conference on Machine Learning (ICML) 2026

An online conformal method for controlling conditional value-at-risk under adversarial and non-stationary dynamics, with applications to LLM toxicity and portfolio risk.

[Paper]

2025

Conformal Tail Risk Control for Large Language Model Alignment

Catherine Yu-Chi Chen, Jingyan Shen, Zhun Deng, Lihua Lei

Proceedings of the 42nd International Conference on Machine Learning (ICML) 2025

A lightweight calibration framework that controls distortion risk measures for black-box LLMs with finite-sample guarantees while addressing human-machine rating misalignment.

[Paper] [arXiv]