Research

Papers

• Deep Learning for Systemic Risk Measures with M. Min and J.-P. Fouque, 3rd ACM International Conference on AI in Finance (ICAIF), 2022. [arXiv]
• Systemic Risk Models for Disjoint and Overlapping Groups with Equilibrium Strategies with J.-P. Fouque, R. Hu and T. Ichiba, submitted, 2022.[arXiv]
• Linear-Quadratic Stochastic Differential Games on Random Directed Networks with J.-P. Fouque and T. Ichiba, Journal of Mathematics and Statistical Science Vol. 7(3), p. 79-108, 2020.[arXiv]
• Linear-Quadratic Stochastic Differential Games on Directed Chain Networks with J.-P. Fouque and T. Ichiba, Journal of Mathematics and Statistical Science Vol. 7(2), p. 25-67, 2020.[arXiv]