6 papers
Policy Gains or Household Need? The Allocation Logic of China's Dibao Program
Haojie Liu, Jiyuan Ling, Zihan Lin
When social assistance is scarce, should it prioritize households in greatest need or those expected to benefit most? Using panel data from the China Household Finance Survey, we d…
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
Zihan Lin, Haojie Liu, Randall R. Rojas
This study proposes a novel portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management. Using daily stock…
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
Haojie Liu, Zihan Lin, Randall R. Rojas
This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 t…
A Projection-Based ARIMA Framework for Nonlinear Dynamics in Macroeconomic and Financial Time Series: Closed-Form Estimation and Rolling-Window Inference
Haojie Liu, Zihan Lin
We introduce Galerkin-ARIMA and Galerkin-SARIMA, a projection-based extension of classical ARIMA/SARIMA that replaces rigid linear lag operators with low-dimensional Galerkin basis…
Agent-as-a-Service based on Agent Network
Yuhan Zhu, Haojie Liu, Jian Wang +3
The rise of large model-based AI agents has spurred interest in Multi-Agent Systems (MAS) for their capabilities in decision-making, collaboration, and adaptability. While the Mode…
Impact of Static Friction on Sim2Real in Robotic Reinforcement Learning
Xiaoyi Hu, Qiao Sun, Bailin He +4
In robotic reinforcement learning, the Sim2Real gap remains a critical challenge. However, the impact of Static friction on Sim2Real has been underexplored. Conventional domain ran…