2 papers
cs.AI2025
Sharpe Ratio Optimization in Markov Decision Processes
Shuai Ma, Guangwu Liu, Li Xia
Sharpe ratio (also known as reward-to-variability ratio) is a widely-used metric in finance, which measures the additional return at the cost of per unit of increased risk (standar…
cs.LG2025
Derivative-Free Optimization via Finite Difference Approximation: An Experimental Study
Wang Du-Yi, Liang Guo, Liu Guangwu +1
Derivative-free optimization (DFO) is vital in solving complex optimization problems where only noisy function evaluations are available through an oracle. Within this domain, DFO…