Journal Articles
- Huang, Y., Jia, Y., & Zhou, X. (2026). Mean–Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study (arXiv). Accepted for publication in Management Science.
- Huang, Y. & Zhou, X. (2026). Data-Driven Exploration for a Class of Continuous-Time Indefinite Linear–Quadratic Reinforcement Learning Problems (IEEE Xplore; arXiv). IEEE Transactions on Automatic Control. Published online (Early Access). DOI: 10.1109/TAC.2026.3734857.
- Huang, Y., Jia, Y., & Zhou, X. (2025). Sublinear Regret for a Class of Continuous-Time Linear–Quadratic Reinforcement Learning Problems (SIAM). SIAM Journal on Control and Optimization, 63(5), 3452–3474.
Conference Papers
- Huang, Y. & Zhou, X. (2026). Amortized Guidance for Image Inpainting with Pretrained Diffusion Models (arXiv). Accepted at NeurIPS 2026.
- Huang, Y., Tang, W., & Zhou, X. (2026). ART for Diffusion Sampling: A Reinforcement Learning Approach to Timestep Scheduling (arXiv). Accepted at NeurIPS 2026.
- Huang, Y. (2025). Continuous-Time Reinforcement Learning for Asset–Liability Management (ACM Digital Library). In Proceedings of the 6th ACM International Conference on AI in Finance, 360-368.
- Huang, Y., Jia, Y., & Zhou, X. (2022). Achieving Mean–Variance Efficiency by Continuous-Time Reinforcement Learning (ACM Digital Library). In Proceedings of the 3rd ACM International Conference on AI in Finance, 377-385.