Kexin Chen

List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

Publication	Date of Publication	Type
Duality in optimal consumption-investment problems with alternative data Finance and Stochastics	2024-07-02	Paper
Optimal expansion of business opportunity European Journal of Operational Research	2023-07-10	Paper
Duality in optimal consumption--investment problems with alternative data	2022-10-15	Paper
Optimal retirement under partial information Mathematics of Operations Research	2022-09-26	Paper
Efficient social distancing during the COVID-19 pandemic: integrating economic and public health considerations European Journal of Operational Research	2022-09-09	Paper
Stochastic volatility asymptotics for optimal subsistence consumption and investment with bankruptcy SIAM Journal on Financial Mathematics	2020-02-14	Paper
Time-consistent mean-variance pairs-trading under regime-switching cointegration SIAM Journal on Financial Mathematics	2019-11-22	Paper
Unfalsified adaptive PID control for time-varying systems using a fading memory cost function Circuits, Systems, and Signal Processing	2016-10-05	Paper

Research outcomes over time

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