Latent Variable Estimation in Bayesian Black-Litterman Models
机构 * Department of Physics, National Taiwan University(国家台湾大学物理系) ; Department of Computer Science, Northwestern University(西北大学计算机科学系) ; Center for Foundation Models and Generative AI, Northwestern University(西北大学基础模型与生成人工智能中心) ; D’Amore-McKim School of Business, Northeastern University(东北大学D’Amore-McKim商学院) ; Whiting School of Engineering, Johns Hopkins University(约翰霍普金斯大学Whiting工程学院) ; Gamma Paradigm Capital(Gamma Paradigm资本)
Comments Accepted at ICML 2025