2 papers
math.OC2026
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…
math.OC2026
Controlled McKean--Vlasov Contagion with State-Dependent Killing
Aoxin Zhang, Yingzhe Wang
We study controlled McKean--Vlasov contagion with state-dependent killing, common noise, loss feedback, and interacting populations. The main result is a comparison principle for t…