68 citations · 173 across the 32 of their papers we have counts for
Showing 2020Show all
3 papers · 1 filter
q-fin.PM2020★ 4 cited
Relative wealth concerns with partial information and heterogeneous priors
Chao Deng, Xizhi Su, Chao Zhou
We establish a Nash equilibrium in a market with agents with the performance criteria of relative wealth level when the market return is unobservable. Each investor has a ran…
math.OC2020★ 6 cited
Mean Field Exponential Utility Game: A Probabilistic Approach
Guanxing Fu, Xizhi Su, Chao Zhou
We study an -player and a mean field exponential utility game. Each player manages two stocks; one is driven by an individual shock and the other is driven by a common shock. Mo…
math.NA2020★ 68 cited
SelectNet: Self-paced Learning for High-dimensional Partial Differential Equations
Yiqi Gu, Haizhao Yang, Chao Zhou
The least squares method with deep neural networks as function parametrization has been applied to solve certain high-dimensional partial differential equations (PDEs) successfully…