5 papers
A Projection-Based ARIMA Framework for Nonlinear Dynamics in Macroeconomic and Financial Time Series: Closed-Form Estimation and Rolling-Window Inference
Haojie Liu, Zihan Lin
We introduce Galerkin-ARIMA and Galerkin-SARIMA, a projection-based extension of classical ARIMA/SARIMA that replaces rigid linear lag operators with low-dimensional Galerkin basis…
Dependency Network-Based Portfolio Design with Forecasting and VaR Constraints
Zihan Lin, Haojie Liu, Randall R. Rojas
This study proposes a novel portfolio optimization framework that integrates statistical social network analysis with time series forecasting and risk management. Using daily stock…
Enhancing Trading Performance Through Sentiment Analysis with Large Language Models: Evidence from the S&P 500
Haojie Liu, Zihan Lin, Randall R. Rojas
This study integrates real-time sentiment analysis from financial news, GPT-2 and FinBERT, with technical indicators and time-series models like ARIMA and ETS to optimize S&P 500 t…
Agent-as-a-Service based on Agent Network
Yuhan Zhu, Haojie Liu, Jian Wang +3
The rise of large model-based AI agents has spurred interest in Multi-Agent Systems (MAS) for their capabilities in decision-making, collaboration, and adaptability. While the Mode…
Impact of Static Friction on Sim2Real in Robotic Reinforcement Learning
Xiaoyi Hu, Qiao Sun, Bailin He +4
In robotic reinforcement learning, the Sim2Real gap remains a critical challenge. However, the impact of Static friction on Sim2Real has been underexplored. Conventional domain ran…