3 papers
cs.LG2022
LRSVRG-IMC: An SVRG-Based Algorithm for LowRank Inductive Matrix Completion
Shangrong Yu, Yuxin Chen, Hejun Wu
Low-rank inductive matrix completion (IMC) is currently widely used in IoT data completion, recommendation systems, and so on, as the side information in IMC has demonstrated great…
q-fin.PM2020
Learning Risk Preferences from Investment Portfolios Using Inverse Optimization
Shi Yu, Haoran Wang, Chaosheng Dong
The fundamental principle in Modern Portfolio Theory (MPT) is based on the quantification of the portfolio's risk related to performance. Although MPT has made huge impacts on the…
cs.CL2020
A Financial Service Chatbot based on Deep Bidirectional Transformers
Shi Yu, Yuxin Chen, Hussain Zaidi
We develop a chatbot using Deep Bidirectional Transformer models (BERT) to handle client questions in financial investment customer service. The bot can recognize 381 intents, and…