Online Archive of University of Virginia Scholarship
Score-Based Diffusion Models for Robust Markowitz Portfolio Optimization; The Clashing Goals for Personality-Emulating Chatbots4 views
Author
Lewis, Connor, School of Engineering and Applied Science, University of Virginia0009-0007-2235-1660
Advisors
Fioretto, Ferdinando, EN-Comp Science Dept, University of Virginia
Norton, Peter, EN-Engineering and Society, University of Virginia
Abstract
How can we ensure that machine learning models will react well in response to unintended or unforeseen conditions? This principle is demonstrated in both models for constrained optimization and large language models trained to emulate specific personalities.
The potential for Score-Based Diffusion models in constrained Markowitz Portfolio Optimization was evaluated in comparison to Primal-Dual and Lagrangian-Dual Learning to Optimize models. Their optimality gaps were compared against the true solutions across baseline data, out of distribution data, and higher-dimensional data than traditionally tested. Score-Based Diffusion models sustained lower optimality gaps across all areas tested.
The goals of personality-emulating chatbots are contested, and social groups are competing to shape them in alignment with preferred goals. Some warn that such chatbots may be addictive or otherwise harmful to many users. Nevertheless, chatbot design is substantially controlled by their manufacturers. Some advocacies therefore favor public regulation of personality-emulating chatbots.
Degree
BS (Bachelor of Science)
Notes
School of Engineering and Applied Science
Bachelor of Science in Computer Science
Ferdinando Fioretto
Peter Norton
Language
English
Rights
All rights reserved by the author (no additional license for public reuse)
Lewis, Connor. Score-Based Diffusion Models for Robust Markowitz Portfolio Optimization; The Clashing Goals for Personality-Emulating Chatbots. University of Virginia, School of Engineering and Applied Science, BS (Bachelor of Science), 2025-12-10, https://doi.org/10.18130/szc0-c447.