MC

Minkey Chang

q-fin.GNq-fin.STcs.CEcs.LGq-fin.PMq-fin.RM

On Valency

published · living versions

W_hn8gr2s7·v1 · currentpublished

Amortized Neural Filtering for Calibrated Posteriors in Statistical Arbitrage

1 version

Preprints & journals

3 papers in the corpus · 2026

Amortized Neural Filtering for Calibrated Posteriors in Statistical Arbitrage2610.25802v2 · Minkey Chang2026 · 0 citationsarXivon Valency

Portfolio Optimization under Recursive Utility via Reinforcement Learning2603.22880v1 · Minkey Chang2026 · 0 citationsarXiv

Conditionally Identifiable Latent Representation for Multivariate Time Series with Structural Dynamics2603.22886v2 · Minkey Chang, Jae-Young Kim2026 · 0 citationsProceedings of Machine Learning Research 327:189-213, 2026

Career total: 3 works. 3 are in this corpus.

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