- Huang, Y., Jia, Y., & Zhou, X. (2022). Achieving Mean–Variance Efficiency by Continuous-Time Reinforcement Learning (ACM Digital Library). In Proceedings of the Third ACM International Conference on AI in Finance, 377-385.
You can also find my articles on my Google Scholar profile.
Publications
Preprints
- Huang, Y., Jia, Y., & Zhou, X. (2024). Mean-Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study (arXiv). Submitted.
- Huang, Y., Jia, Y., & Zhou, X. (2024). Sublinear Regret for a Class of Continuous-Time Linear–Quadratic Reinforcement Learning Problems (arXiv). Submitted.
In Progress
- Huang, Y., & Zhou, X. (n.d.). Achieving Sublinear Regret in Continuous-Time Linear–Quadratic Reinforcement Learning: An Adaptive Exploration Approach. In progress.