2 papers
cs.LG2026
Same Error, Different Function: The Optimizer as an Implicit Prior in Financial Time Series
Federico Vittorio Cortesi, Giuseppe Iannone, Giulia Crippa +2
Neural networks applied to financial time series operate in a regime of underspecification, where model predictors achieve indistinguishable out-of-sample error. Using large-scale…
cs.LG2024
Reinforcement Learning Paycheck Optimization for Multivariate Financial Goals
Melda Alaluf, Giulia Crippa, Sinong Geng +6
We study paycheck optimization, which examines how to allocate income in order to achieve several competing financial goals. For paycheck optimization, a quantitative methodology i…