3 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.LG2026
Generating solution paths of Markovian stochastic differential equations using diffusion models
Xuefeng Gao, Jiale Zha, Xun Yu Zhou
This paper introduces a new approach to generating sample paths of unknown Markovian stochastic differential equations (SDEs) using diffusion models, a class of generative AI metho…
cs.LG2025
Reward-Directed Score-Based Diffusion Models via q-Learning
Xuefeng Gao, Jiale Zha, Xun Yu Zhou
We propose a new reinforcement learning (RL) formulation for training continuous-time score-based diffusion models for generative AI to generate samples that maximize reward functi…