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Lewen Wang

3 accepted papers

2025

MarS: a Financial Market Simulation Engine Powered by Generative Foundation Model

ICLR 2025poster

Generative models aim to simulate realistic effects of various actions across different contexts, from text generation to visual effects. Despite significant efforts to build real-world simulators, the application of generative models to virtual worlds, like financial markets, remains under-explored…

2024

BPQP: A Differentiable Convex Optimization Framework for Efficient End-to-End Learning

NeurIPS 2024spotlight

Data-driven decision-making processes increasingly utilize end-to-end learnable deep neural networks to render final decisions. Sometimes, the output of the forward functions in certain layers is determined by the solutions to mathematical optimization problems, leading to the emergence of different…

Cited by 1SourcePDFScholar
2021

Temporally Correlated Task Scheduling for Sequence Learning

ICML 2021spotlight

Sequence learning has attracted much research attention from the machine learning community in recent years. In many applications, a sequence learning task is usually associated with multiple temporally correlated auxiliary tasks, which are different in terms of how much input information to use or…