118 citations · 174 across the 10 of their papers we have counts for
10 papers
Optimal Lockdown Policy for Covid-19: A Modelling Study
Yuting Fu, Haitao Xiang, Hanqing Jin +1
As the COVID19 spreads across the world, prevention measures are becoming the essential weapons to combat the pandemic in the period of crisis. The lockdown measure is the most con…
AlphaBlock: An Evaluation Framework for Blockchain Consensus Protocols
Haitao Xiang, Zhijie Ren, Ziheng Zhou +2
Consensus protocols play a pivotal role to balance security and efficiency in blockchain systems. In this paper, we propose an evaluation framework for blockchain consensus protoco…
Consistent Investment of Sophisticated Rank-Dependent Utility Agents in Continuous Time
Ying Hu, Hanqing Jin, Xun Yu Zhou
We study portfolio selection in a complete continuous-time market where the preference is dictated by the rank-dependent utility. As such a model is inherently time inconsistent du…
Mean-variance portfolio selection with nonlinear wealth dynamics and random coefficients
Shaolin Ji, Hanqing Jin, Xiaomin Shi
This paper studies the continuous time mean-variance portfolio selection problem with one kind of non-linear wealth dynamics. To deal the expectation constraint, an auxiliary stoch…
Optimal Unbiased Estimation for Maximal Distribution
Hanqing Jin, Shige Peng
Unbiased estimation for parameters of maximal distribution is a very fundamental problem in the statistical theory of sublinear expectation. In this paper, we proved that the maxim…
Time-Inconsistent Stochastic Linear--Quadratic Control: Characterization and Uniqueness of Equilibrium
Ying Hu, Hanqing Jin, Xun Yu Zhou
In this paper, we continue our study on a general time-inconsistent stochastic linear--quadratic (LQ) control problem originally formulated in [6]. We derive a necessary and suffic…