Ruibo Ma

collaborators

3 papers

q-fin.MF2026

Optimal Prediction of Resistance and Support Levels under Constant Elasticity of Variance Processes

Ruibo Ma

Assuming that the asset price $X$ follows a constant elasticity of variance process, this paper studies the optimal prediction problem $in f_{0 \leq τ \leq T} E ∣ X_{τ} - ℓ ∣$ , w…

math.PR2026

Susceptible-Infected Epidemics on Evolving Graphs at Critical Infection Rate

Wenze Chen, Haojie Hou, Ruibo Ma +1

Consider an SI process on a graph $G$ where each S--I connection becomes I--I at rate $λ$ . Here S and I stand for ``susceptible'' and ``infected'' respectively. The evoSI model is…

math.PR2026

A note on the cooperative two-type SIR processes on Galton-Watson trees

Ruibo Ma, Tai Heng Liu, Baghdadi Othmane +1

In the standard SIR model on a graph, infected vertices infect their neighbors at rate $α$ and recover at rate $μ$ . We consider a two-type SIR process where each individual in the…