1 citations · 1 across the 5 of their papers we have counts for
5 papers
A Computable Stochastic Riccati Equations Framework for Mean--Variance Portfolio Selection with Multifactor Stochastic Volatility Model
Zhecheng Huang, Guojiang Shao, Lei Wang +1
We investigate a computable and empirically implementable framework for continuous-time mean--variance optimal portfolio selection with random market coefficients. The market model…
Stochastic LQ Optimal Control with Random Coefficients and a Terminal Mean-Field Cost
Guojiang Shao, Zuo Quan Xu, Qi Zhang
This paper investigates a multidimensional non-homogeneous stochastic linear-quadratic optimal control problem featuring random coefficients and a terminal mean-field term in the c…
Competitive optimal portfolio selection under mean-variance criterion
Guojiang Shao, Zuo Quan Xu, Qi Zhang
We investigate a portfolio selection problem involving multi competitive agents, each exhibiting mean-variance preferences. Unlike classical models, each agent's utility is determi…
AB-Cache: Training-Free Acceleration of Diffusion Models via Adams-Bashforth Cached Feature Reuse
Zichao Yu, Zhen Zou, Guojiang Shao +6
Diffusion models have demonstrated remarkable success in generative tasks, yet their iterative denoising process results in slow inference, limiting their practicality. While exist…
Sharp Estimates for Optimal Multistage Group Partition Testing
Guojiang Shao
In multistage group testing, the tests within the same stage are considered nonadaptive, while those conducted across different stages are adaptive. Specifically, when the pools wi…