2 papers
q-fin.PM2026
Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
Xuefeng Gao, Mengying He, Xuedong He +1
We propose a novel conditional diffusion model for contextual portfolio optimization that learns the cross-sectional distribution of next-day stock returns conditioned on high-dime…
cs.LG2025
Regret Bounds for Episodic Risk-Sensitive Linear Quadratic Regulator
Wenhao Xu, Xuefeng Gao, Xuedong He
Risk-sensitive linear quadratic regulator is one of the most fundamental problems in risk-sensitive optimal control. In this paper, we study online adaptive control of risk-sensiti…