2 papers
math.OC2026
From Optimization to Satisficing: Robust Screening under Distributional Ambiguity
Shumin Ma, Daniel Zhuoyu Long, Lijian Lu
This study investigates a robust screening problem under distributional ambiguity, where a seller is uncertain about a buyer's true valuation distribution, knowing only that it lie…
q-fin.TR2025
Trading Under Uncertainty: A Distribution-Based Strategy for Futures Markets Using FutureQuant Transformer
Wenhao Guo, Yuda Wang, Zeqiao Huang +2
In the complex landscape of traditional futures trading, where vast data and variables like real-time Limit Order Books (LOB) complicate price predictions, we introduce the FutureQ…