2 citations · 4 across the 3 of their papers we have counts for
3 papers
eess.SY2026
Causal Optimal Coupling for Gaussian Input-Output Distributional Data
Daran Xu, Amirhossein Taghvaei
We study the problem of identifying an optimal coupling between input-output distributional data generated by a causal dynamical system. The coupling is required to satisfy prescri…
cs.LG2022★ 2 cited
TrafficFlowGAN: Physics-informed Flow based Generative Adversarial Network for Uncertainty Quantification
Zhaobin Mo, Yongjie Fu, Daran Xu +1
This paper proposes the TrafficFlowGAN, a physics-informed flow based generative adversarial network (GAN), for uncertainty quantification (UQ) of dynamical systems. TrafficFlowGAN…
q-fin.MF2021★ 2 cited
Deep Learning Algorithms for Hedging with Frictions
Xiaofei Shi, Daran Xu, Zhanhao Zhang
This work studies the deep learning-based numerical algorithms for optimal hedging problems in markets with general convex transaction costs on the trading rates, focusing on their…