[PDF][PDF] Deep reinforcement learning for option replication and hedging

J Du, M Jin, PN Kolm, G Ritter, Y Wang… - The Journal of …, 2020 - researchgate.net
The authors propose models for the solution of the fundamental problem of option replication
subject to discrete trading, round lotting, and nonlinear transaction costs using state-of-the-…

Practical applications of deep reinforcement learning for option replication and hedging

JN Du, M Jin, PN Kolm, G Ritter, Y Wang… - Practical …, 2021 - pm-research.com
If a computer model using machine learning and artificial intelligence like Google’s DeepMind
can beat the world’s best human player of the ancient Chinese game of “Go,” can a similar …

Application driven graph partitioning

W Fan, R Jin, M Liu, P Lu, X Luo, R Xu, Q Yin… - Proceedings of the …, 2020 - dl.acm.org
Graph partitioning is crucial to parallel computations on large graphs. The choice of partitioning
strategies has strong impact on not only the performance of graph algorithms, but also …

Capturing associations in graphs

W Fan, R Jin, M Liu, P Lu, C Tian, J Zhou - Proceedings of the VLDB …, 2020 - dl.acm.org
This paper proposes a class of graph association rules, denoted by GARs, to specify
regularities between entities in graphs. A GAR is a combination of a graph pattern and a …

Deicing efficiency analysis and economic-environment assessment of a novel induction heating asphalt pavement

K Liu, P Xu, F Wang, C Jin, M Huang, D Dai… - Journal of cleaner …, 2020 - Elsevier
In order to remove the ice layer frozen on the asphalt pavement through an eco-friendly and
efficient way, a novel composite structure of induction heating asphalt pavement (IHAP) was …

Stark broadening for diagnostics of the electron density in non-equilibrium plasma utilizing isotope hydrogen alpha lines

L Yang, X Tan, X Wan, L Chen, D Jin… - Journal of Applied …, 2014 - pubs.aip.org
Two Stark broadening parameters including FWHM (full width at half maximum) and FWHA (full
width at half area) of isotope hydrogen alpha lines are simultaneously introduced to …

Making It Tractable to Catch Duplicates and Conflicts in Graphs

W Fan, W Fu, R Jin, M Liu, P Lu, C Tian - … of the ACM on Management of …, 2023 - dl.acm.org
This paper proposes an approach for entity resolution (ER) and conflict resolution (CR) in
large-scale graphs. It is based on a class of Graph Cleaning Rules (GCRs), which support the …

Surface organic modification of SrAl2O4: Eu2+, Dy3+ via coupling agents to enhance hydrolysis resistance

M Shi, B Lu, Y Jin, M Ge - Journal of Materials Science: Materials in …, 2021 - Springer
SrAl 2 O 4 : Eu 2+ , Dy 3+ (SAO), an important luminescent material, is widely used in security
signs and entertainment because of its high luminous efficiency and a long persistent …

Quantifying transport safety success at the regional level: A guide to policy and practice on investment for G20

J Zhang, J Hu, X Wang, L Fang, Y Jin, M Li, Y Liu… - Socio-Economic …, 2023 - Elsevier
Dramatic numbers of road traffic casualties and resulting economic losses have posed
significant obstacles to implementing sustainable development and are bound to disrupt …

Thermochromic luminescent fiber based on yellow thermochromic microcapsules: preparation, properties, and potential application areas

M Shi, B Lu, X Li, Y Jin, M Ge - Cellulose, 2021 - Springer
Luminescent fibers are widely used in textile fields because of their excellent luminescence
performance. However, the lack of its sensing property limits the fiber’s application. In this …