Ruimeng Hu

Available identifiers

zbMath Open hu.ruimengMaRDI QIDQ2057009

List of research outcomes

Publication	Date of Publication	Type
Learning High-Dimensional McKean–Vlasov Forward-Backward Stochastic Differential Equations with General Distribution Dependence	2024-01-25	Paper
Convergence of the Backward Deep BSDE Method with Applications to Optimal Stopping Problems	2024-01-05	Paper
Local martingale solutions and pathwise uniqueness for the three-dimensional stochastic inviscid primitive equations	2023-11-30	Paper
On the Long-time Dynamics and Ergodicity of the Stochastic Nernst-Planck-Navier-Stokes System	2023-10-31	Paper
A class of dimension-free metrics for the convergence of empirical measures	2023-09-15	Paper
Anisotropic Viscosities Estimation for the Stochastic Primitive Equations	2023-09-13	Paper
Higher-order error estimates for physics-informed neural networks approximating the primitive equations	2023-08-14	Paper
Directed Chain Generative Adversarial Networks	2023-04-25	Paper
Systemic risk models for disjoint and overlapping groups with equilibrium strategies	2023-01-19	Paper
Pathwise Solutions for Stochastic Hydrostatic Euler Equations and Hydrostatic Navier-Stokes Equations Under the Local Rayleigh Condition	2023-01-18	Paper
N-Player and Mean-Field Games in Itˆo-Diffusion Markets with Competitive or Homophilous Interaction	2022-11-15	Paper
Convergence of deep fictitious play for stochastic differential games	2022-08-30	Paper
Sub- and Supersolution Approach to Accuracy Analysis of Portfolio Optimization Asymptotics in Multiscale Stochastic Factor Markets	2022-02-15	Paper
Recurrent neural networks for stochastic control problems with delay	2021-12-13	Paper
Deep fictitious play for stochastic differential games	2021-12-08	Paper
Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment	2021-02-09	Paper
Deep learning for ranking response surfaces with applications to optimal stopping problems	2020-12-07	Paper
Optimal portfolio under fractional stochastic environment	2019-10-31	Paper
Systemic risk and optimal fee for central clearing counterparty under partial netting	2019-06-11	Paper
Portfolio Optimization under Fast Mean-Reverting and Rough Fractional Stochastic Environment	2019-05-08	Paper
Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment	2018-08-10	Paper
Sequential Design for Ranking Response Surfaces	2017-06-28	Paper
Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment	2017-06-23	Paper
Accuracy Analysis of Physics-Informed Neural Networks for Approximating the Critical SQG Equation	0001-01-03	Paper
Multi-Agent Relative Investment Games in a Jump Diffusion Market with Deep Reinforcement Learning Algorithm	0001-01-03	Paper
On the Three-dimensional Nernst-Planck-Boussinesq System	0001-01-03	Paper

Research outcomes over time

Doctoral students

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