Search Results for author: Haoyang Cao

Found 10 papers, 0 papers with code

Risk of Transfer Learning and its Applications in Finance

no code implementations6 Nov 2023 Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum

Transfer learning is an emerging and popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones.

Portfolio Optimization Transfer Learning

Transfer Learning for Portfolio Optimization

no code implementations25 Jul 2023 Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum

In particular, 1. a strong correlation between the transfer risk and the overall performance of transfer learning methods is established, underscoring the significance of transfer risk as a viable indicator of "transferability"; 2. transfer risk is shown to provide a computationally efficient way to identify appropriate source tasks in transfer learning, enhancing the efficiency and effectiveness of the transfer learning approach; 3. additionally, the numerical experiments offer valuable new insights for portfolio management across these different settings.

Management Portfolio Optimization +1

Feasibility of Transfer Learning: A Mathematical Framework

no code implementations22 May 2023 Haoyang Cao, Haotian Gu, Xin Guo

Transfer learning is a popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones.

Domain Adaptation Image Classification +1

Feasibility and Transferability of Transfer Learning: A Mathematical Framework

no code implementations27 Jan 2023 Haoyang Cao, Haotian Gu, Xin Guo, Mathieu Rosenbaum

In this paper we build for the first time, to the best of our knowledge, a mathematical framework for the general procedure of transfer learning.

Transfer Learning

Towards mapping the contemporary art world with ArtLM: an art-specific NLP model

no code implementations14 Dec 2022 Qinkai Chen, Mohamed El-Mennaoui, Antoine Fosset, Amine Rebei, Haoyang Cao, Philine Bouscasse, Christy Eóin O'Beirne, Sasha Shevchenko, Mathieu Rosenbaum

With an increasing amount of data in the art world, discovering artists and artworks suitable to collectors' tastes becomes a challenge.

Identifiability in inverse reinforcement learning

no code implementations NeurIPS 2021 Haoyang Cao, Samuel N. Cohen, Lukasz Szpruch

Inverse reinforcement learning attempts to reconstruct the reward function in a Markov decision problem, using observations of agent actions.

reinforcement-learning Reinforcement Learning (RL)

Generative Adversarial Network: Some Analytical Perspectives

no code implementations25 Apr 2021 Haoyang Cao, Xin Guo

Ever since its debut, generative adversarial networks (GANs) have attracted tremendous amount of attention.

Generative Adversarial Network

SDE approximations of GANs training and its long-run behavior

no code implementations3 Jun 2020 Haoyang Cao, Xin Guo

This paper analyzes the training process of GANs via stochastic differential equations (SDEs).

Connecting GANs, MFGs, and OT

no code implementations10 Feb 2020 Haoyang Cao, Xin Guo, Mathieu Laurière

Generative adversarial networks (GANs) have enjoyed tremendous success in image generation and processing, and have recently attracted growing interests in financial modelings.

Image Generation

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