科学研究

Propagation of chaos for mean-field reflected BSDEs with jumps

Majority vote for distributed differentially private sign selection

Evolution of Chinese futures markets from a high frequency perspective

Robust Personalized Federated Learning with Sparse Penalization

KGDiff: towards explainable target-aware molecule generation with knowledge guidance

High-dimensional low-rank tensor autoregressive time series modeling

Distributed estimation on semi-supervised generalized linear model

Optimal Strategy of the Dynamic Mean-Variance Problem for Pairs Trading under a Fast Mean-Reverting Stochastic Volatility Model

A deep learning method for the end-to-end prediction of intracranial aneurysm rupture risk

Rate-optimal robust estimation of high-dimensional vector autoregressive models

MGAE-DC: Predicting the synergistic effects of drug combinations through multi-channel graph autoencoders

Existence of global solutions for multi-dimensional coupled FBSDEs with diagonally quadratic generators

Modeling and Active Learning for Experiments with Quantitative-Sequence Factors

Maximum One-Factor-At-A-Time Designs for Screening in Computer Experiments

Nonparametric Quantile Regression for Homogeneity Pursuit in Panel Data Models

Random Horizon Principal-Agent Problems

An FBSDE approach to market impact games with stochastic parameters

EzGP: Easy-to-Interpret Gaussian Process Models for Computer Experiments with Both Quantitative and Qualitative Factors

A type of globally solvable BSDEs with triangularly quadratic generators

Characterization of fully coupled FBSDE in terms of portfolio optimization

Equilibrium Strategies for Alpha-Maxmin Expected Utility Maximization

Computational aspects of robust optimized certainty equivalents and option pricing

Stability and Markov property of forward backward minimal supersolutions

Multivariate Shortfall Risk Allocation and Systemic Risk

Causal Transport in Discrete Time and Applications

Robust utility maximization with extremely ambiguity-loving and ambiguity-aversion preferences

Utility maximization under g*-expectation

Dual representation of minimal supersolutions of convex BSDEs

Minimal supersolutions of convex BSDEs

郑冰妍同学获优秀毕业论文荣誉

徐思亮同学获优秀毕业论文荣誉

王雨竹同学获优秀毕业论文荣誉