2 citations · 2 across the 3 of their papers we have counts for
3 papers
q-fin.PM2025
Generative AI-enhanced Sector-based Investment Portfolio Construction
Alina Voronina, Oleksandr Romanko, Ruiwen Cao +2
This paper investigates how Large Language Models (LLMs) from leading providers (OpenAI, Google, Anthropic, DeepSeek, and xAI) can be applied to quantitative sector-based portfolio…
q-fin.PM2023
ChatGPT-based Investment Portfolio Selection
Oleksandr Romanko, Akhilesh Narayan, Roy H. Kwon
In this paper, we explore potential uses of generative AI models, such as ChatGPT, for investment portfolio selection. Trusting investment advice from Generative Pre-Trained Transf…
math.OC2021★ 2 cited
Efficient differentiable quadratic programming layers: an ADMM approach
Andrew Butler, Roy Kwon
Recent advances in neural-network architecture allow for seamless integration of convex optimization problems as differentiable layers in an end-to-end trainable neural network. In…