2 citations · 2 across the 3 of their papers we have counts for
4 papers
Benchmarking Deep Time Series Models for Equity Portfolios
Aoxin Zhang, Yuhan Cheng, Kwanting Leung
Benchmarking forecasting architectures for daily equity portfolios is not just a prediction exercise. It also asks which model remains usable after preferences, costs, and portfoli…
PrivAct: Internalizing Contextual Privacy Preservation via Multi-Agent Preference Training
Yuhan Cheng, Hancheng Ye, Hai Helen Li +2
Large language model (LLM) agents are increasingly deployed in personalized tasks involving sensitive, context-dependent information, where privacy violations may arise in agents'…
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…
Simulating Financial Market via Large Language Model based Agents
Shen Gao, Yuntao Wen, Minghang Zhu +4
Most economic theories typically assume that financial market participants are fully rational individuals and use mathematical models to simulate human behavior in financial market…