Amirhossein MohammadpourAzari

Safe Portfolio Learning from Untrusted Predictions: Signed Trust, Abstention, and Cross-Universe Polarity Failure

Portfolio use of machine predictions must often proceed while the predictions'economic direction, reliability, and timing remain untrusted, and while feedback from overlapping multi-period positions arrives with delay. A controller chooses among Safe, Follow, and Reverse portfolio actions, so signal orientation is lear...