4 papers
Logic-Logit: A Logic-Based Approach to Choice Modeling
Shuhan Zhang, Wendi Ren, Shuang Li
In this study, we propose a novel rule-based interpretable choice model, Logic-Logit, designed to effectively learn and explain human choices. Choice models have been widely applie…
Sampling Complexity of TD and PPO in RKHS
Lu Zou, Wendi Ren, Weizhong Zhang +2
We revisit Proximal Policy Optimization (PPO) from a function-space perspective. Our analysis decouples policy evaluation and improvement in a reproducing kernel Hilbert space (RKH…
Deep Generative Modeling for Financial Time Series with Application in VaR: A Comparative Review
Lars Ericson, Xuejun Zhu, Xusi Han +4
In the financial services industry, forecasting the risk factor distribution conditional on the history and the current market environment is the key to market risk modeling in gen…
Amortized Network Intervention to Steer the Excitatory Point Processes
Zitao Song, Wendi Ren, Shuang Li
Excitatory point processes (i.e., event flows) occurring over dynamic graphs (i.e., evolving topologies) provide a fine-grained model to capture how discrete events may spread over…