5 papers
EvidenceLens: A Claim-Evidence Matrix for Auditing Financial Question Answering
Fengchen Gu, Xiaotian Ren, Zhengyong Jiang +6
Large language models are increasingly used to answer questions over annual reports, earnings decks, and analyst notes, yet their outputs remain difficult to verify in high-stakes…
A Track-Before-Detect Trajectory Multi-Bernoulli Filter for Nested Superpositional Measurements
Sion Lynch, Ángel F. García-Fernández, Lee Devlin
This paper proposes the Trajectory-Information Exchange Multi-Bernoulli (T-IEMB) filter to estimate sets of alive and all trajectories in track-before-detect applications with nest…
Coordinate ascent neural Kalman-MLE for state estimation
Bettina Hanlon, Angel Garcia Fernandez
This paper presents a coordinate ascent algorithm to learn dynamic and measurement models in dynamic state estimation using maximum likelihood estimation in a supervised manner. In…
Histogram-Probabilistic Multi-Hypothesis Tracking with Integrated Target Existence
Lukas Herrmann, Ángel F. García-Fernández, Edmund F. Brekke
The histogram-probabilistic multi-hypothesis tracker (H-PMHT) is a parametric approach to solving the multi-target track-before-detect (TBD) problem, using expectation maximisation…
MIGT: Memory Instance Gated Transformer Framework for Financial Portfolio Management
Fengchen Gu, Angelos Stefanidis, Ángel García-Fernández +2
Deep reinforcement learning (DRL) has been applied in financial portfolio management to improve returns in changing market conditions. However, unlike most fields where DRL is wide…