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q-fin.MF2026
PreFER: Interactive Robo-Advisor with Scoring Mechanism
Yuwei Wang, Hoi Ying Wong
We propose an interactive robo-advising framework that learns personalized risk preferences from scores provided by clients. The resulting preference-learning problem is closely re…
math.OC2026
Duality and DeepMartingale for High-Dimensional Optimal Switching: Computable Upper Bounds and Approximation-Expressivity Guarantees
Junyan Ye, Hoi Ying Wong
We study finite-horizon optimal switching with discrete intervention dates on a general filtration, allowing continuous-time observations between decision dates, and develop a deep…