3 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…
cs.CL2026
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'…
q-fin.PR2025
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…