4 citations · 9 across the 6 of their papers we have counts for
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q-fin.MF2022
Deep Learning for Systemic Risk Measures
Yichen Feng, Ming Min, Jean-Pierre Fouque
The aim of this paper is to study a new methodological framework for systemic risk measures by applying deep learning method as a tool to compute the optimal strategy of capital al…
math.PR2022
Smoothness of Directed Chain Stochastic Differential Equations
Tomoyuki Ichiba, Ming Min
We study the smoothness of the solution of the directed chain stochastic differential equations, where each process is affected by its neighborhood process in an infinite directed…
cs.LG2022★ 3 cited
Sample-Efficient Reinforcement Learning with loglog(T) Switching Cost
Dan Qiao, Ming Yin, Ming Min +1
We study the problem of reinforcement learning (RL) with low (policy) switching cost - a problem well-motivated by real-life RL applications in which deployments of new policies ar…