no code implementations • 20 Sep 2023 • Gar Goei Loke, Taozeng Zhu, Ruiting Zuo
We examine a stochastic formulation for data-driven optimization wherein the decision-maker is not privy to the true distribution, but has knowledge that it lies in some hypothesis set and possesses a historical data set, from which information about it can be gleaned.
no code implementations • 25 Jun 2023 • Haohan Zhang, Fengrui Hua, Chengjin Xu, Hao Kong, Ruiting Zuo, Jian Guo
The rapid advancement of Large Language Models (LLMs) has spurred discussions about their potential to enhance quantitative trading strategies.