11 citations · 21 across the 6 of their papers we have counts for
Showing 2021Show all
2 papers · 1 filter
q-fin.MF2021★ 2 cited
Deep Learning Algorithms for Hedging with Frictions
Xiaofei Shi, Daran Xu, Zhanhao Zhang
This work studies the deep learning-based numerical algorithms for optimal hedging problems in markets with general convex transaction costs on the trading rates, focusing on their…
cs.NI2021
On the randomness analysis of link quality prediction: limitations and benefits
Shi Xiaofei, Liao Wenxing
In wireless multi-hop networks, such as wireless sensor networks, link quality (LQ) is one of the most important metrics and is widely used in higher-layer applications such as rou…