EDBT 2026 Demo / reviewers in the wild / expert
Paul W. Chiou
dblp:409/0136
· DBLP profile ↗
1ranked-venue papers
0as first author
1since 2021 · last 2025
—ORCID · none
Domains — the database's venue-derived domains; a paper can count in several
Artificial intelligence and machine learning · 1 · 1 since 2021
Expertise — from the expertise taxonomy: the topics of the expert's papers under the CCF categories. A weight counts papers with recency: 1 for a paper about the topic, 0.3 when the topic is its context, halved every five years.
| Artificial intelligence
1 paper |
Probabilistic and Bayesian machine learning · 100% | |
| Interdisciplinary, comprehensive, and emerging computing
1 paper |
Computational finance and economics · 100% |
Topics — the 1 heaviest of 2, each with the papers that count most for it
| Topic | Weight | Papers | Last | Evidence papers |
|---|---|---|---|---|
Computational finance and economics › portfolio management
portfolio optimization |
0.9 | 1 | 2025 | Latent Variable Estimation in Bayesian Black-Litterman Models · ICML 2025 |
Methods — techniques the papers use, named apart from their topics
latent variable estimation · 1.7bayesian inference · 1.7
| Year | Publication | Venue | Position |
|---|---|---|---|
| 2025 | Latent Variable Estimation in Bayesian Black-Litterman ModelsabstractWe revisit the Bayesian Black–Litterman (BL) portfolio model and remove its reliance on subjective investor views. Classical BL requires an investor “view”: a forecast vector $q$ and its uncertainty matrix $\Omega$ that describe how much a chosen portfolio should outperform the market. Our key idea is to treat $(q,\Omega)$ as latent variables and learn them from market data within a single Bayesian network. Consequently, the resulting posterior estimation admits closed-form expression, enabling fast inference and stable portfolio weights. Building on these, we propose two mechanisms to capture how features interact with returns: shared-latent parametrization and feature-influenced views; both recover classical BL and Markowitz portfolios as special cases. Empirically, on 30-year Dow-Jones and 20-year sector-ETF data, we improve Sharpe ratios by 50% and cut turnover by 55% relative to Markowitz and the index baselines. This work turns BL into a fully data-driven, view-free, and coherent Bayesian framework for portfolio optimization. Thomas Yuan-Lung Lin, Jerry Yao-Chieh Hu, Paul W. Chiou, Peter Lin |
ICML | 3 |