1 citations · 1 across the 2 of their papers we have counts for
2 papers
cs.LG2026
Nonparametric Learning and Earning with One-Point Feedback under Nonstationarity
Xiangyu Yang, Feng Xu, Jian-Qiang Hu +1
Firms increasingly rely on dynamic pricing to respond to evolving customer demand, yet in many applications they observe only the revenue generated by a single posted price in each…
q-fin.ST2024★ 1 cited
Method of Moments Estimation for Affine Stochastic Volatility Models
Yan-Feng Wu, Xiangyu Yang, Jian-Qiang Hu
We develop moment estimators for the parameters of affine stochastic volatility models. We first address the challenge of calculating moments for the models by introducing a recurs…