arXiv subjects

Ruiting Zuo

Publications and source records attributed to Ruiting Zuo.

4 recordsLinked to original sources

arXiv2026

Autocorrelated Optimize-via-Estimate: Predict-then-Optimize versus Finite-sample Optimal

Models that directly optimize for out-of-sample performance in the finite-sample regime have emerged as a promising alternative to traditional estimate-then-optimize approaches in data-driven optimization. In this work, we compare their performance in the context of autocorrelated uncertainties, specifically, under a Vector Autoregressive Moving Average VARMA(p,q) process. We propose an autocorrelated Optimize-via-Estimate (A-OVE) model that obtains an out-of-sample optimal solution as a function of sufficient statistics, and propose a recursive form for computing its sufficient statistics. We evaluate these models on a portfolio optimization problem with trading costs. A-OVE achieves low regret relative to a perfect information oracle, outperforming predict-then-optimize machine learning benchmarks. Notably, machine learning models with higher accuracy can have poorer decision quality, echoing the growing literature in data-driven optimization. Performance is retained under small mis-specification.

cs.LG↗

arXiv2025

"I Can See Forever!": Evaluating Real-time VideoLLMs for Assisting Individuals with Visual Impairments

The visually impaired population faces significant challenges in daily activities. While prior works employ vision language models for assistance, most focus on static content and cannot address real-time perception needs in complex environments. Recent VideoLLMs enable real-time vision and speech interaction, offering promising potential for assistive tasks. In this work, we conduct the first study evaluating their effectiveness in supporting daily life for visually impaired individuals. We first conducted a user survey with visually impaired participants to design the benchmark VisAssistDaily for daily life evaluation. Using VisAssistDaily, we evaluate popular VideoLLMs and find GPT-4o achieves the highest task success rate. We further conduct a user study to reveal concerns about hazard perception. To address this, we propose SafeVid, an environment-awareness dataset, and fine-tune VITA-1.5, improving risk recognition accuracy from 25.00% to 76.00%.We hope this work provides valuable insights and inspiration for future research in this field.

cs.CV↗

arXiv2024

Unveiling the Potential of Sentiment: Can Large Language Models Predict Chinese Stock Price Movements?

The rapid advancement of Large Language Models (LLMs) has spurred discussions about their potential to enhance quantitative trading strategies. LLMs excel in analyzing sentiments about listed companies from financial news, providing critical insights for trading decisions. However, the performance of LLMs in this task varies substantially due to their inherent characteristics. This paper introduces a standardized experimental procedure for comprehensive evaluations. We detail the methodology using three distinct LLMs, each embodying a unique approach to performance enhancement, applied specifically to the task of sentiment factor extraction from large volumes of Chinese news summaries. Subsequently, we develop quantitative trading strategies using these sentiment factors and conduct back-tests in realistic scenarios. Our results will offer perspectives about the performances of Large Language Models applied to extracting sentiments from Chinese news texts.

cs.CL↗

arXiv2023

Optimize-via-Predict: Realizing out-of-sample optimality in data-driven optimization

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. We define a prescriptive solution as a decision rule mapping such a data set to decisions. As there does not exist prescriptive solutions that are generalizable over the entire hypothesis set, we define out-of-sample optimality as a local average over a neighbourhood of hypotheses, and averaged over the sampling distribution. We prove sufficient conditions for local out-of-sample optimality, which reduces to functions of the sufficient statistic of the hypothesis family. We present an optimization problem that would solve for such an out-of-sample optimal solution, and does so efficiently by a combination of sampling and bisection search algorithms. Finally, we illustrate our model on the newsvendor model, and find strong performance when compared against alternatives in the literature. There are potential implications of our research on end-to-end learning and Bayesian optimization.

math.OC↗