2 papers
q-fin.PM2025
Latent Variable Estimation in Bayesian Black-Litterman Models
Thomas Y. L. Lin, Jerry Yao-Chieh Hu, Paul W. Chiou +1
We revisit the Bayesian Black-Litterman (BL) portfolio model and remove its reliance on subjective investor views. Classical BL requires an investor "view": a forecast vector a…
cs.LG2024
Solving Trojan Detection Competitions with Linear Weight Classification
Todd Huster, Peter Lin, Razvan Stefanescu +2
Neural networks can conceal malicious Trojan backdoors that allow a trigger to covertly change the model behavior. Detecting signs of these backdoors, particularly without access t…