2 papers
q-fin.PM2025
Factor-Based Conditional Diffusion Model for Contextual Portfolio Optimization
Xuefeng Gao, Mengying He, Xuedong He +1
We propose a novel conditional diffusion model for contextual portfolio optimization that learns the cross-sectional distribution of next-day stock returns conditioned on high-dime…
math.LO2022
MP and MT properties of fuzzy inference with aggregation function
Dechao Li, Mengying He
As the two basic fuzzy inference models, fuzzy modus ponens (FMP) and fuzzy modus tollens (FMT) have the important application in artificial intelligence. In order to solve FMP and…