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20162022
most citedGlobal Convergence of Policy Gradient for Linear-Quadratic Mean-Field Control/Game in Continuous Time

6 citations · 6 across the 3 of their papers we have counts for

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math.ST2021

Volatility prediction comparison via robust volatility proxies: An empirical deviation perspective

Weichen Wang, Ran An, Ziwei Zhu

Volatility forecasting is crucial to risk management and portfolio construction. One particular challenge of assessing volatility forecasts is how to construct a robust proxy for t…