2 papers
cs.LG2026
Addressing Market Regime Changes and Heavy-Tailed Returns in Portfolio Optimization via Bayesian VAR and Elliptical Black-Litterman
Daniil Mikriukov, Ruoyu Sun, Angelos Stefanidis +2
Deep reinforcement learning (DRL) frameworks for portfolio optimization have shown promise for their ability to learn allocation rules dynamically from market data. However, these…
stat.AP2025
MMformer with Adaptive Transferable Attention: Advancing Multivariate Time Series Forecasting for Environmental Applications
Ning Xin, Jionglong Su, Md Maruf Hasan
Environmental crisis remains a global challenge that affects public health and environmental quality. Despite extensive research, accurately forecasting environmental change trends…