arXiv subjects

Zhenyuan Ma

Publications and source records attributed to Zhenyuan Ma.

3 recordsLinked to original sources

arXiv2025

Achieving High-Quality Portfolio Optimization with the Variational Quantum Eigensolver

Portfolio optimization lies at the core of quantitative finance and aims to determine how assets should be allocated to balance expected returns against risk. It can be formulated as a Quadratic Unconstrained Binary Optimization (QUBO) problem, which is NP-hard. Quantum computing offers the potential to solve such problems more efficiently than classical methods. In this work, we employ the Variational Quantum Eigensolver (VQE) to address the portfolio optimization problem. To increase the likelihood of converging to high-quality solutions, we propose using the Weighted Conditional Value-at-Risk (WCVaR) as the cost function and the Covariance Matrix Adaptation Evolution Strategy (CMA-ES) as the optimizer. Our experiments are conducted using both classical simulations and quantum hardware on the Wuyue QuantumAI platform. Together, these results demonstrate that the combination of WCVaR and CMA-ES improves the performance of VQE for portfolio optimization and provides a practical route for applications on NISQ devices.

quant-ph↗

arXiv2025

Evaluating Temporal Plasticity in Foundation Time Series Models for Incremental Fine-tuning

Time series foundation models excel at diverse time series forecasting tasks, but their capacity for continuous improvement through incremental learning remains unexplored. We present the first comprehensive study investigating these models' temporal plasticity - their ability to progressively enhance performance through continual learning while maintaining existing capabilities. Through experiments on real-world datasets exhibiting distribution shifts, we evaluate both conventional deep learning models and foundation models using a novel continual learning framework. Our findings reveal that while traditional models struggle with performance deterioration during incremental fine-tuning, foundation models like Time-MoE and Chronos demonstrate sustained improvement in predictive accuracy. This suggests that optimizing foundation model fine-tuning strategies may be more valuable than developing domain-specific small models. Our research introduces new evaluation methodologies and insights for developing foundation time series models with robust continuous learning capabilities.

cs.LG↗

arXiv2020

On Learning and Learned Data Representation by Capsule Networks

In this work, we investigate the following: 1) how the routing affects the CapsNet model fitting; 2) how the representation using capsules helps discover global structures in data distribution, and; 3) how the learned data representation adapts and generalizes to new tasks. Our investigation yielded the results some of which have been mentioned in the original paper of CapsNet, they are: 1) the routing operation determines the certainty with which a layer of capsules pass information to the layer above and the appropriate level of certainty is related to the model fitness; 2) in a designed experiment using data with a known 2D structure, capsule representations enable a more meaningful 2D manifold embedding than neurons do in a standard convolutional neural network (CNN), and; 3) compared with neurons of the standard CNN, capsules of successive layers are less coupled and more adaptive to new data distribution.

cs.CV↗