8 citations · 8 across the 2 of their papers we have counts for
2 papers
q-fin.PM2026
Macro Economists in the Machine: A Multi-Agent LLM Framework for Commodity-Related ETF Portfolio Construction
Yiqing Wang, Dehao Dai, Ding Ma +1
We test whether large language models (LLMs) add value in commodity portfolio construction when the information set and implementation rules are held fixed across strategies. A Haw…
stat.ML2021★ 8 cited
Instrumental Variable Value Iteration for Causal Offline Reinforcement Learning
Luofeng Liao, Zuyue Fu, Zhuoran Yang +3
In offline reinforcement learning (RL) an optimal policy is learned solely from a priori collected observational data. However, in observational data, actions are often confounded…