9 citations · 13 across the 7 of their papers we have counts for
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q-fin.PM2025
Equilibrium Portfolio Selection under Utility-Variance Analysis of Log Returns in Incomplete Markets
Yue Cao, Zongxia Liang, Sheng Wang +1
This paper investigates a time-inconsistent portfolio selection problem in the incomplete mar ket model, integrating expected utility maximization with risk control. The objective…
quant-ph2025
Dynamically Optimal Unraveling Schemes for Simulating Lindblad Equations
Yu Cao, Mingfeng He, Xiantao Li
Stochastic unraveling schemes are powerful computational tools for simulating Lindblad equations, offering significant reductions in memory requirements. However, this advantage is…
quant-ph2025★ 1 cited
Quantum Neural Ordinary and Partial Differential Equations
Yu Cao, Shi Jin, Nana Liu
We introduce a unified framework -- Quantum Neural Ordinary and Partial Differential Equations (QNODEs and QNPDEs) -- which extends the continuous-time formalism of classical neura…