2 papers
cs.LG2025
Structured Basis Function Networks: Loss-Centric Multi-Hypothesis Ensembles with Controllable Diversity
Alejandro Rodriguez Dominguez, Muhammad Shahzad, Xia Hong
Existing approaches to predictive uncertainty rely either on multi-hypothesis prediction, which promotes diversity but lacks principled aggregation, or on ensemble learning, which…
q-fin.PM2025
Multi-Hypothesis Prediction for Portfolio Optimization: A Structured Ensemble Learning Approach to Risk Diversification
Alejandro Rodriguez Dominguez, Muhammad Shahzad, Xia Hong
This work proposes a unified framework for portfolio allocation, covering both asset selection and optimization, based on a multiple-hypothesis predict-then-optimize approach. The…