2 citations · 2 across the 5 of their papers we have counts for
5 papers
Inference of Utilities and Time Preference in Sequential Decision-Making
Haoyang Cao, Zhengqi Wu, Renyuan Xu
This paper introduces a novel stochastic control framework to enhance the capabilities of automated investment managers, or robo-advisors, by accurately inferring clients' investme…
Risk of Transfer Learning and its Applications in Finance
Haoyang Cao, Haotian Gu, Xin Guo +1
Transfer learning is an emerging and popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. In this paper, we propos…
Transfer Learning for Portfolio Optimization
Haoyang Cao, Haotian Gu, Xin Guo +1
In this work, we explore the possibility of utilizing transfer learning techniques to address the financial portfolio optimization problem. We introduce a novel concept called "tra…
Feasibility of Transfer Learning: A Mathematical Framework
Haoyang Cao, Haotian Gu, Xin Guo
Transfer learning is a popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. It has enjoyed numerous empirical succ…
Feasibility and Transferability of Transfer Learning: A Mathematical Framework
Haoyang Cao, Haotian Gu, Xin Guo +1
Transfer learning is an emerging and popular paradigm for utilizing existing knowledge from previous learning tasks to improve the performance of new ones. Despite its numerous emp…