3 papers
math.OC2025
Optimization of Bregman Variational Learning Dynamics
Jinho Cha, Youngchul Kim, Jungmin Shin +3
We develop a general optimization-theoretic framework for Bregman-Variational Learning Dynamics (BVLD), a new class of operator-based updates that unify Bayesian inference, mirror…
q-fin.GN2025
Inverse Portfolio Optimization with Synthetic Investor Data: Recovering Risk Preferences under Uncertainty
Jinho Cha, Long Pham, Thi Le Hoa Vo +2
This study develops an inverse portfolio optimization framework for recovering latent investor preferences including risk aversion, transaction cost sensitivity, and ESG orientatio…
q-fin.GN2025
Smart Contract Adoption in Derivative Markets under Bounded Risk: An Optimization Approach
Jinho Cha, Long Pham, Thi Le Hoa Vo +2
This study develops and analyzes an optimization model of smart contract adoption under bounded risk, linking structural theory with simulation and real-world validation. We examin…