3 papers
cs.LG2026
Diffusion Models for Adaptive Sequential Data Generation
Haoyang Cao, Minshuo Chen, Yinbin Han +1
Generating realistic synthetic sequential data is critical in real-world applications across operations research, finance, healthcare, energy systems, and scientific computing, whe…
math.OC2026
Scalable Bi-causal Optimal Transport via KL Relaxation and Policy Gradients
Haoyang Cao, Jesse Hoekstra, Renyuan Xu +2
Bi-causal optimal transport (OT) is a natural framework for comparing and coupling stochastic processes under nonanticipative information constraints, with important applications i…
math.OC2024
Inference of Utilities and Time Preference in Sequential Decision-Making
Haoyang Cao, Zhengqi Wu, Renyuan Xu
This paper introduces a novel stochastic control framework to enhance the capabilities of automated investment managers, or robo-advisors, by accurately inferring clients' investme…