博司 熊谷

Bangyu Li, Boping Gu, Ziyang Ding

In modern financial markets, investors increasingly seek personalized and adaptive portfolio strategies that reflect their individual risk preferences and respond to dynamic market conditions. Traditional rule-based or static optimization approaches often fail to capture the nonlinear interactions among investor behavior, market volatility, and evolving financial objectives. To address these limitations, this paper introduces the LLM-based Personalized Portfolio Recommender , an integrated framework that combines Large Language Models, reinforcement learning, and individualized risk preference modeling to support intelligent investment decision-making.

Bochao Gu, Hengzhi He, Guang Cheng

In this paper, we propose a novel statistical framework for watermarking generative categorical data. Our method systematically embeds pre-agreed secret signals by splitting the data distribution into two components and modifying one distribution based on a deterministic relationship with the other, ensuring the watermark is embedded at the distribution-level. To verify the watermark, we introduce an insertion inverse algorithm and detect its presence by measuring the total variation distance between the inverse-decoded data and the original distribution. Unlike previous categorical watermarking methods, which primarily focus on embedding watermarks into a given dataset, our approach operates at the distribution-level, allowing for verification from a statistical distributional perspective. This makes it particularly well-suited for the modern paradigm of synthetic data generation, where the underlying data distribution, rather than specific data points, is of primary importance. The effectiveness of our method is demonstrated through both theoretical analysis and empirical validation.