distortion risk 1financial modeling 1inverse reinforcement learning 1policy optimization 1risk metrics 1
From the 1 of 3 linked papers with an AI index.
3 papers
cs.LG2026
A Noise-Robust Elicit-to-Optimize Framework for Distortion Riskmetrics via Inverse Reinforcement Learning
Yang Liu, Yuhao Liu, Yunran Wei
The paper introduces a noise‑robust framework that combines inverse reinforcement learning to infer agents' risk preferences and reinforcement learning to optimize policies for a w…
q-fin.RM2026
Weighted Generalized Risk Measure and Risk Quadrangle: Characterization, Optimization and Application
Yang Liu, Yunran Wei, Xintao Ye
Various financial market scenarios may cause heterogeneous risk assessments among analysts, which motivates the usage of the Generalized Risk Measure in Fadina et al. (2024, Financ…
stat.ME2024
A General Framework for Cutting Feedback within Modularised Bayesian Inference
Yang Liu, Robert J. B. Goudie
Standard Bayesian inference can build models that combine information from various sources, but this inference may not be reliable if components of a model are misspecified. Cut in…