Reinforcement learning in continuous time and space: A stochastic control approach H Wang, T Zariphopoulou, XY Zhou Journal of Machine Learning Research 21 (198), 1-34, 2020 | 234* | 2020 |
Continuous‐time mean–variance portfolio selection: A reinforcement learning framework H Wang, XY Zhou Mathematical Finance 30 (4), 1273-1308, 2020 | 173 | 2020 |
Learning risk preferences from investment portfolios using inverse optimization S Yu, H Wang, C Dong Research in International Business and Finance 64, 101879, 2023 | 23 | 2023 |
Large scale continuous-time mean-variance portfolio allocation via reinforcement learning H Wang arXiv preprint arXiv:1907.11718, 2019 | 20 | 2019 |
Robo-advising: Enhancing investment with inverse optimization and deep reinforcement learning H Wang, S Yu 2021 20th IEEE international conference on machine learning and applications …, 2021 | 14 | 2021 |
Exploring Fluent Query Reformulations with Text-to-Text Transformers and Reinforcement Learning JZ Chen, S Yu, H Wang arXiv preprint arXiv:2012.10033, 2020 | 10 | 2020 |
Optimal liquidation with dynamic parameter updating: A forward approach H Wang, T Zariphopoulou Probability, Uncertainty and Quantitative Risk 9 (2), 235-262, 2024 | 1 | 2024 |
Forward indifference valuation for dynamically incoming projects H Wang Probability, Uncertainty and Quantitative Risk, 1-16, 2024 | 1 | 2024 |