4 citations · 4 across the 1 of their papers we have counts for
2 papers
q-fin.PM2021
End-to-End Risk Budgeting Portfolio Optimization with Neural Networks
Ayse Sinem Uysal, Xiaoyue Li, John M. Mulvey
Portfolio optimization has been a central problem in finance, often approached with two steps: calibrating the parameters and then solving an optimization problem. Yet, the two-ste…
cs.AI2021★ 4 cited
PoBRL: Optimizing Multi-Document Summarization by Blending Reinforcement Learning Policies
Andy Su, Difei Su, John M. Mulvey +1
We propose a novel reinforcement learning based framework PoBRL for solving multi-document summarization. PoBRL jointly optimizes over the following three objectives necessary for…