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20112026
most citedRisk Premia and Optimal Liquidation of Credit Derivatives

18 citations · 20 across the 11 of their papers we have counts for

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7 papers · 1 filter

eess.SP2025

AutoMAS: A Generic Multi-Agent System for Algorithm Self-Adaptation in Wireless Networks

Dingli Yuan, Jingchen Peng, Jie Fan +3

The wireless communication environment has the characteristic of strong dynamics. Conventional wireless networks operate based on the static rules with predefined algorithms, lacki…

q-fin.RM2025

Robust distortion risk metrics with Wasserstein and Unimodal Constraints

Peng Liu, Steven Vanduffel, Yi Xia +1

We establish sharp upper and lower bounds for distortion risk metrics under distributional uncertainty. The uncertainty sets are characterized by four key features of the underlyin…

q-fin.RM2025

Lambda Value-at-Risk under ambiguity and risk sharing

Peng Liu, Alexander Schied

In this paper, we investigate the Lambda Value-at-Risk (VaR) under ambiguity, where the ambiguity is represented by a family of probability measures. We establish that for incre…

cs.CL2025

BPO: Revisiting Preference Modeling in Direct Preference Optimization

Lin Sun, Chuang Liu, Peng Liu +3

Direct Preference Optimization (DPO) have emerged as a popular method for aligning Large Language Models (LLMs) with human preferences. While DPO effectively preserves the relative…

cs.SI2025

FinRipple: Aligning Large Language Models with Financial Market for Event Ripple Effect Awareness

Yuanjian Xu, Jianing Hao, Kunsheng Tang +4

Financial markets exhibit complex dynamics where localized events trigger ripple effects across entities. Previous event studies, constrained by static single-company analyses and…

math.OC2025

An accelerated semi-proximal ADMM with applications to multi-block sparse optimization problems

Peng Liu, Liang Chen, Minru Bai

As an extension of the alternating direction method of multipliers (ADMM), the semi-proximal ADMM (sPADMM) has been widely used in various fields due to its flexibility and robustn…

cs.LG2025

Explainable Neural Networks with Guarantees: A Sparse Estimation Approach

Antoine Ledent, Peng Liu

Balancing predictive power and interpretability has long been a challenging research area, particularly in powerful yet complex models like neural networks, where nonlinearity obst…