3 papers
cs.LG2025
Risk-Sensitive Q-Learning in Continuous Time with Application to Dynamic Portfolio Selection
Chuhan Xie
This paper studies the problem of risk-sensitive reinforcement learning (RSRL) in continuous time, where the environment is characterized by a controllable stochastic differential…
cs.CE2025
QuantMind: A Context-Engineering Based Knowledge Framework for Quantitative Finance
Haoxue Wang, Keli Wen, Yuante Li +11
Quantitative research increasingly relies on unstructured financial content such as filings, earnings calls, and research notes, yet existing LLM and RAG pipelines struggle with po…
stat.ML2024
Asymptotic Time-Uniform Inference for Parameters in Averaged Stochastic Approximation
Chuhan Xie, Kaicheng Jin, Jiadong Liang +1
We study time-uniform statistical inference for parameters in stochastic approximation (SA), which encompasses a bunch of applications in optimization and machine learning. To that…