17 citations · 44 across the 15 of their papers we have counts for
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q-fin.MF2022★ 1 cited
A mean field game approach to equilibrium consumption under external habit formation
Lijun Bo, Shihua Wang, Xiang Yu
This paper studies the equilibrium consumption under external habit formation in a large population of agents. We first formulate problems under two types of conventional habit for…
math.OC2022
Optimal consumption and life insurance under shortfall aversion and a drawdown constraint
Xun Li, Xiang Yu, Qinyi Zhang
This paper studies a life-cycle optimal portfolio-consumption problem when the consumption performance is measured by a shortfall aversion preference with an additional drawdown co…
cs.CV2022
Single-Stream Multi-Level Alignment for Vision-Language Pretraining
Zaid Khan, Vijay Kumar BG, Xiang Yu +3
Self-supervised vision-language pretraining from pure images and text with a contrastive loss is effective, but ignores fine-grained alignment due to a dual-stream architecture tha…