Liwei Lu
From MaRDI portal
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 |
|---|---|---|
| Multiagent relative investment games in a jump diffusion market with deep reinforcement learning algorithm SIAM Journal on Financial Mathematics | 2025-08-19 | Paper |
| Weak collocation regression for inferring stochastic dynamics with Lévy noise Communications in Computational Physics | 2025-07-16 | Paper |
| Temporal difference learning for high-dimensional PIDEs with jumps SIAM Journal on Scientific Computing | 2024-07-19 | Paper |
| Weak collocation regression method: fast reveal hidden stochastic dynamics from high-dimensional aggregate data Journal of Computational Physics | 2024-04-17 | Paper |
| Temporal Difference Learning for High-Dimensional PIDEs with Jumps (available as arXiv preprint) | N/A | Paper |
| Weak Collocation Regression for Inferring Stochastic Dynamics with L\'{e}vy Noise (available as arXiv preprint) | N/A | Paper |
| Multi-Agent Relative Investment Games in a Jump Diffusion Market with Deep Reinforcement Learning Algorithm (available as arXiv preprint) | N/A | Paper |
Research outcomes over time
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