42 citations · 99 across the 17 of their papers we have counts for
17 papers
Over-the-Counter Market Making via Reinforcement Learning
Zhou Fang, Haiqing Xu
The over-the-counter (OTC) market is characterized by a unique feature that allows market makers to adjust bid-ask spreads based on order size. However, this flexibility introduces…
Option Market Making via Reinforcement Learning
Zhou Fang, Haiqing Xu
Market making of options with different maturities and strikes is a challenging problem due to its highly dimensional nature. In this paper, we propose a novel approach that combin…
-harmonic mappings between metric spaces
Chang-Yu Guo, Manzi Huang, Zhuang Wang +1
In this paper, we solve the Dirichlet problem for Sobolev maps between singular metric spaces that extends the corresponding result of Guo and Wenger [Comm. Anal. Geom. 2020]. The…
Improved regularity of harmonic diffeomorphic extensions on quasihyperbolic domains
Zhuang Wang, Haiqing Xu
Let be a Jordan domain satisfying hyperbolic growth conditions. Assume that is a homeomorphism from the boundary of onto the uni…
Generalized quasidisks and conformality: progress and challenges
Chang-Yu Guo, Haiqing Xu
In this notes, we survey the recent developments on theory of generalized quasidisks. Based on the more or less standard techniques used earlier, we also provide some minor improve…
Optimal extensions of conformal mappings from the unit disk to cardioid-type domains
Haiqing Xu
The conformal mapping from onto the standard cardioid has a homeomorphic extension of finite distortion to entire We study the optimal…
Weighted estimates for diffeomorphic extensions of homeomorphisms
Haiqing Xu
Let $Ω\subset \mbr^2$ be an internal chord-arc domain and $φ: \mbs^1 \rightarrow \partial Ω$ be a homeomorphism. Then there is a diffeomorphic extension $h : \mbd \rightarrow Ω$ of…
Controlled diffeomorphic extension of homeomorphisms
Pekka Koskela, Zhuang Wang, Haiqing Xu
Let be an internal chord-arc Jordan domain and be a homeomorphism. We show that has finite dyadic energy if and only if has a diffeomo…
Testing for Unobserved Heterogeneous Treatment Effects with Observational Data
Yu-Chin Hsu, Ta-Cheng Huang, Haiqing Xu
Unobserved heterogeneous treatment effects have been emphasized in the recent policy evaluation literature (see e.g., Heckman and Vytlacil, 2005). This paper proposes a nonparametr…
Estimation of treatment effects under endogeneous heteroskedasticity
Jason Abrevaya, Haiqing Xu
The empirical literature on program evaluation limits its scope almost exclusively to models where treatment effects are homogenous for observationally identical individuals. This…
Estimation of social-influence-dependent peer pressures in a large network game
Zhongjian Lin, Haiqing Xu
Research on peer effects in sociology has been focused for long on social influence power to investigate the social foundations for social interactions. This paper extends Xu(2011)…
Testing for unobserved heterogeneous treatment effects
YuChin Hsu, TaCheng Huang, Haiqing Xu
Unobserved heterogeneous treatment effects have been emphasized in recent policy evaluation literature. In this paper, we extend Lu and White (2014)'s testing method for unobserved…
Rationalization and Identification of Binary Games with Correlated Types
Nianqing Liu, Quang Vuong, Haiqing Xu
This paper studies the rationalization and identification of binary games where players have correlated private types. Allowing for correlation is crucial in global games and in mo…
Social Interactions in Large Networks: A Game Theoretic Approach
Haiqing Xu
This paper studies social interactions in a game theoretic model with players in a large social network. We consider observations from one single equilibrium of a large network gam…
Estimation of heterogeneous individual treatment effects with endogenous treatments
Qian Feng, Quang Vuong, Haiqing Xu
This paper estimates individual treatment effects in a triangular model with binary--valued endogenous treatments. Following the identification strategy established in Vuong and Xu…
Semiparametric Estimation of Dynamic Discrete-Choice Models
Nicholas Buchholz, Haiqing Xu, Matthew Shum
We consider the estimation of dynamic discrete choice models in a semiparametric setting, in which the per-period utility functions are known up to a finite number of parameters, b…
Planar mappings of subexponentially integrable distortion -- integrability of distortion of inverses
Haiqing Xu
We establish the optimal regularity for the distortion of inverses of mappings of finite distortion with logarithm-iterated style subexponentially integrable distortion, which gene…