5 papers
Large Language Models and Futures Price Factors in China
Yuhan Cheng, Heyang Zhou, Yanchu Liu
We leverage the capacity of large language models such as Generative Pre-trained Transformer (GPT) in constructing factor models for Chinese futures markets. We successfully obtain…
Aerial Shepherds: Enabling Hierarchical Localization in Heterogeneous MAV Swarms
Haoyang Wang, Jingao Xu, Chenyu Zhao +6
A heterogeneous micro aerial vehicles (MAV) swarm consists of resource-intensive but expensive advanced MAVs (AMAVs) and resource-limited but cost-effective basic MAVs (BMAVs), off…
SniffySquad: Patchiness-Aware Gas Source Localization with Multi-Robot Collaboration
Yuhan Cheng, Xuecheng Chen, Yixuan Yang +6
Gas source localization is pivotal for the rapid mitigation of gas leakage disasters, where mobile robots emerge as a promising solution. However, existing methods predominantly sc…
Robust optimal investment and risk control for an insurer with general insider information
Chao Yu, Yuhan Cheng, Yilun Song
In this paper, we study the robust optimal investment and risk control problem for an insurer who owns the insider information about the financial market and the insurance market u…
Malliavin calculus and its application to robust optimal portfolio for an insider
Chao Yu, Yuhan Cheng
Insider information and model uncertainty are two unavoidable problems for the portfolio selection theory in reality. This paper studies the robust optimal portfolio strategy for a…