Ruyi Liu

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
Pairs trading: an optimal selling rule with constraints Communications in Mathematical Sciences	2026-01-22	Paper
A Bayesian approach to the g-formula via iterative conditional regression Statistics in Medicine	2025-10-29	Paper
Group sequential two-stage preference designs Statistics in Medicine	2024-10-31	Paper
Penalization schemes for BSDEs and reflected BSDEs with generalized driver Probability, Uncertainty and Quantitative Risk	2024-09-30	Paper
Continuous-time mean-variance portfolio selection under non-Markovian regime-switching model with random horizon Journal of Systems Science and Complexity	2023-09-22	Paper
Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations ESAIM: Control, Optimisation and Calculus of Variations	2023-01-18	Paper
Well-posedness and penalization schemes for generalized BSDEs and reflected generalized BSDEs	2022-12-24	Paper
An optimal pricing policy under a Markov chain model Science China. Mathematics	2022-05-04	Paper
Pairs-trading under geometric Brownian motions: an optimal strategy with cutting losses Automatica	2020-03-24	Paper
Well-posedness of fully coupled linear forward-backward stochastic differential equations Journal of Systems Science and Complexity	2019-06-04	Paper
Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations Advances in Difference Equations	2019-01-17	Paper

Research outcomes over time

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