23 citations · 127 across the 56 of their papers we have counts for
60 papers
Flow Matching under Noisy Latent Structure: Beyond Exact Low-Dimensional Support
Lifeng Hao, Shaolin Ji
Flow Matching (FM) learns a velocity field whose ODE transports a simple source distribution to a target law. Existing finite-sample theory largely treats ambient-space regularity…
Decoupled Probabilistic Forecasting and Arbitrage-Aware Refinement of Implied Volatility Surfaces
Lifeng Hao, Shaolin Ji
Implied volatility surface forecasting is essential for option valuation, hedging,and risk management, but remains difficult because future surfaces are stochastic while pricing in…
Finite horizon stochastic control for continuous-time mean-field systems with Poisson jumps
Huimin Han, Shaolin Ji, Weihai Zhang
The stochastic control problem for continuous-time mean-field stochastic differential equations with Poisson jumps over finite horizon is investigated in this paper.…
A BSDE approach to the asymmetric risk-sensitive optimization and its applications
Mingshang Hu, Shaolin Ji, Rundong Xu +1
This paper is devoted to proposing a new asymmetric risk-sensitive criterion involving different risk attitudes toward varying risk sources. The criterion can only be defined throu…
Global Convergence of Successive Approximations for Non-convex Stochastic Optimal Control Problems
Shaolin Ji, Rundong Xu
This paper focuses on finding approximate solutions to stochastic optimal control problems with control domains being not necessarily convex, where the state trajectory is subject…
Maximum principle for discrete-time stochastic optimal control problem under distribution uncertainty
Mingshang Hu, Shaolin Ji, Xiaojuan Li
In this paper, we study a discrete-time stochastic optimal control problem under distribution uncertainty with convex control domain. By weak convergence method and Sion's minimax…