2 papers
q-fin.PM2025
Latent Variable Estimation in Bayesian Black-Litterman Models
Thomas Y. L. Lin, Jerry Yao-Chieh Hu, Paul W. Chiou +1
We revisit the Bayesian Black-Litterman (BL) portfolio model and remove its reliance on subjective investor views. Classical BL requires an investor "view": a forecast vector a…
cs.LG2024
On Computational Limits of Modern Hopfield Models: A Fine-Grained Complexity Analysis
Jerry Yao-Chieh Hu, Thomas Lin, Zhao Song +1
We investigate the computational limits of the memory retrieval dynamics of modern Hopfield models from the fine-grained complexity analysis. Our key contribution is the characteri…