2 papers
cs.LG2025
Multi-Agent Regime-Conditioned Diffusion (MARCD) for CVaR-Constrained Portfolio Decisions
Ali Atiah Alzahrani
We examine whether regime-conditioned generative scenarios combined with a convex CVaR allocator improve portfolio decisions under regime shifts. We present MARCD, a generative-to-…
q-fin.MF2025
Rough Path Signatures: Learning Neural RDEs for Portfolio Optimization
Ali Atiah Alzahrani
We tackle high-dimensional, path-dependent valuation and control and introduce a deep BSDE/2BSDE solver that couples truncated log-signatures with a neural rough differential equat…