关于几个带数据分析成本的金融数学问题以及深度学习数值方法

11871364
2018
A0603.经济数学与金融数学
周超
面上项目
副教授
苏州工业园区新国大研究院
52万元
委托人－代理人问题;金融市场均衡模型;投资问题;数据分析成本;深度学习方法
2019-01-01到2022-12-31
  • 中英文摘要
  • 结题摘要
  • 结题报告
  • 项目成果
  • 项目参与人
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序号 标题 类型 作者
1 The Discovery of Dynamics via Linear Multistep Methods and Deep Learning: Error Estimation 期刊论文 Du Qiang;Gu Yiqi;Yang Haizhao;Zhou Chao
2 Lifetime Ruin Under High-Water Mark Fees and Drift Uncertainty 期刊论文 Lee Junbeom;Yu Xiang;Zhou Chao
3 Portfolio diversification and model uncertainty: A robust dynamic mean-variance approach 期刊论文 Pham Huyen;Wei Xiaoli;Zhou Chao
4 Gambling for resurrection and the heat equation on a triangle 期刊论文 Stefan Ankirchner;Christophette Blanchet-Scalliet;Nabil Kazi-Tani;Chao Zhou
5 Horizon-unbiased Investment with Ambiguity 期刊论文 Qian Lin;Xianming Sun;Chao Zhou
6 A Risk-Sharing Framework of Bilateral Contracts 期刊论文 Junbeom Lee;Stephan Sturm;Chao Zhou
7 Power forward performance in semimartingale markets with stochastic integrated factors 期刊论文 Lijun Bo;Agostino Capponi;Chao Zhou
8 Linear-Quadratic Mean Field Games of Controls with Non-Monotone Data 期刊论文 Min Li;Chenchen Mou;Zhen Wu;Chao Zhou
9 A learning scheme by sparse grids and Picard approximations for semilinear parabolic PDEs 期刊论文 Jean-Franccois Chassagneux;Junchao Chen;Noufel Frikha;Chao Zhou
10 Mean field portfolio games 期刊论文 Guanxing Fu;Chao Zhou
11 SelectNet: Self-paced learning for high-dimensional partial differential equations 期刊论文 Yiqi Gu;Haizhao Yang;Chao Zhou
12 Portfolio liquidation under factor uncertainty 期刊论文 Ulrich Horst;Xiaonyu Xia;Chao Zhou
13 The Alpha-Heston stochastic volatility model 期刊论文 Jiao Ying;Ma Chunhua;Scotti Simone;Zhou Chao
14 Numerical methods for mean field games based on Gaussian processes and Fourier features 期刊论文 Chenchen Mou;Xianjin Yang;Chao Zhou
15 Backward Stochastic Differential Equations and Backward Stochastic Volterra Integral Equations with Anticipating Generators 期刊论文 Hanxiao Wang;Jiongmin Yong;Chao Zhou
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