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Found 8 papers, 0 papers with code
Run Time Bounds for Integer-Valued OneMax Functions
Furthermore, we show that RLS with step size adaptation achieves an optimization time of $\Theta(n \cdot \log(|a|_1))$.
Optimal Portfolio Execution in a Regime-switching Market with Non-linear Impact Costs: Combining Dynamic Program and Neural Network
Here, we propose a four-step numerical framework for the optimal portfolio execution problem where multiple market regimes exist, with the underlying regime switching based on a Markov process.
DDMM-Synth: A Denoising Diffusion Model for Cross-modal Medical Image Synthesis with Sparse-view Measurement Embedding
Reducing the radiation dose in computed tomography (CT) is important to mitigate radiation-induced risks.
Lifelong Personal Context Recognition
We focus on the development of AIs which live in lifelong symbiosis with a human.
Solving Multi-Period Financial Planning Models: Combining Monte Carlo Tree Search and Neural Networks
This paper introduces the MCTS algorithm to the financial world and focuses on solving significant multi-period financial planning models by combining a Monte Carlo Tree Search algorithm with a deep neural network.
Streaming and Learning the Personal Context
The representation of the personal context is complex and essential to improve the help machines can give to humans for making sense of the world, and the help humans can give to machines to improve their efficiency.
End-to-End Risk Budgeting Portfolio Optimization with Neural Networks
Portfolio optimization has been a central problem in finance, often approached with two steps: calibrating the parameters and then solving an optimization problem.
Multi-Period Portfolio Optimization using Model Predictive Control with Mean-Variance and Risk Parity Frameworks
We employ model predictive control for a multi-period portfolio optimization problem.
