arXiv:2504. 10796v4 Announce Type: replace-cross Abstract: Distributionally robust optimization (DRO) is widely used for decision-making under uncertainty, but its adversarial focus on worst-case loss can lead to overly conservative policies.
By Lukas-Benedikt Fiechtner, Jose Blanchet
arXiv:2605. 00155v3 Announce Type: replace Abstract: Reinforcement learning from human feedback (RLHF) is a central post-training tool for aligning large language models, but its training reward is only a learned proxy for true human utility.
By Yikai Wang, Shang Liu, Jose Blanchet
arXiv:2608.29789v1 Announce Type: cross
Abstract: Uncertainty quantification from finite data is central to machine learning, optimization, and automation systems, where decisions must remain reliabl...
By Kehan Long, Yiqi Zhao, Pol Mestres, Lars Lindemann, Nikolay Atanasov, Jorge Cort\'es
The paper introduces a decision‑focused learning framework for mean‑variance portfolio optimization that embeds the Karush‑Kuhn‑Tucker optimality conditions of the lower‑level optimization into a single‑level learning problem. This approach preserves budget and short‑sale constraints while remaining tractable for standard nonlinear solvers. Experiments on real‑world ETF data across two asset universes demonstrate superior performance on multiple investment metrics and highlight the benefits of the proposed regularization.
By Kensei Nosaka, Shunnosuke Ikeda, Yuichi Takano
arXiv:2608. 13133v1 Announce Type: cross Abstract: Distributional shifts arise when the target deployment environment differs from the source environment that generated the training data.
By Zhiyi Li, Xiaojie Mao, Yunbei Xu, Ruohan Zhan
arXiv:2605.28853v2 Announce Type: replace-cross
Abstract: Portfolio optimization in real-world financial markets is notoriously difficult due to non-stationarity, noisy data, and high transaction cos...
By Rahul Fernandes, Travis Desell