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Yufei Zhang

5 papers hereh-index 479 citations9 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • last author5

Across the 5 of 5 papers where every author was matched, so the position is known.

fields
  • math.OC3
  • cs.LG1
  • q-fin.PR1
same name
  • Yufei Zhang — 27 papers, h 14
  • Yufei Zhang — 12 papers, h 23
  • Yufei Zhang — 10 papers, h 4
  • Yufei Zhang — 8 papers, h 4
  • Yufei Zhang — 8 papers, h 5
  • Yufei Zhang — 7 papers, h 5

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

most citedEntropy annealing for policy mirror descent in continuous time and space

2 citations · 4 across the 4 of their papers we have counts for

collaborators
Showing q-fin.PRShow all

1 paper · 1 filter

q-fin.PR2024

Pricing and hedging of decentralised lending contracts

Lukasz Szpruch, Marc Sabaté Vidales, Tanut Treetanthiploet +1

We study the loan contracts offered by decentralised loan protocols (DLPs) through the lens of financial derivatives. DLPs, which effectively are clearinghouses, facilitate transac…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.