11 citations · 11 across the 2 of their papers we have counts for
2 papers
cs.AI2026
Dynamic Objective Selection with Safeguards and LLM Oversight for Financial Decision-Making
Keigo Sakurai, Takahiro Ogawa, Miki Haseyama +2
Financial decision-making tasks such as stock recommendation and portfolio allocation typically estimate future return and risk and then select trades or allocations for an investo…
q-fin.PM2020★ 11 cited
RM-CVaR: Regularized Multiple -CVaR Portfolio
Kei Nakagawa, Shuhei Noma, Masaya Abe
The problem of finding the optimal portfolio for investors is called the portfolio optimization problem. Such problem mainly concerns the expectation and variability of return (i.e…