Publications (26)
Fast Stability Scanning for Future Grid Scenario Analysis
Ruidong Liu, Gregor Verbic, Jin Ma
Representation Theorems for Quadratic ${\cal F}$-Consistent Nonlinear Expectations
Ying Hu, Jin Ma, Shige Peng +1
Pathwise Taylor Expansions for Itô Random Fields
Rainer Buckdahn, Ingo Bulla, Jin Ma
Stochastic control problems for systems driven by normal martingales
Rainer Buckdahn, Jin Ma, Catherine Rainer
Kyle-Back Equilibrium Models and Linear Conditional Mean-field SDEs
Jin Ma, Rentao Sun, Yonghui Zhou
A Mean-field Stochastic Control Problem with Partial Observations
Rainer Buckdahn, Juan Li, Jin Ma
Optimal reinsurance/investment problems for general insurance models
Yuping Liu, Jin Ma
Deep Feature Aggregation and Image Re-ranking with Heat Diffusion for Image Retrieval
Shanmin Pang, Jin Ma, Jianru Xue +2
Stochastic differential equations driven by fractional Brownian motions
Yu-Juan Jien, Jin Ma
Object-Agnostic Suction Grasp Affordance Detection in Dense Cluster Using Self-Supervised Learning.docx
Mingshuo Han, Wenhai Liu., Zhenyu Pan +4
On Quadratic g-Evaluations/Expectations and Related Analysis
Jin Ma, Song Yao
Suction Grasp Region Prediction using Self-supervised Learning for Object Picking in Dense Clutter
Quanquan Shao, Jie Hu, Weiming Wang +4
State-dependent utility maximization in Lévy markets
Jose E. Figueroa-Lopez, Jin Ma
Large Deviations for Non-Markovian Diffusions and a Path-Dependent Eikonal Equation
Jin Ma, Zhenjie Ren, Nizar Touzi +1
Optimal Portfolio Selection under Concave Price Impact
Jin Ma, Qingshuo Song, Jing Xu +1
Backward SDEs with constrained jumps and quasi-variational inequalities
Idris Kharroubi, Jin Ma, Huyên Pham +1
On well-posedness of forward-backward SDEs-A unified approach
Jin Ma, Zhen Wu, Detao Zhang +1
Stochastic differential equations driven by fractional Brownian motion and Poisson point process
Lihua Bai, Jin Ma
IPRE: a Dataset for Inter-Personal Relationship Extraction
Haitao Wang, Zhengqiu He, Jin Ma +2
The paper presents IPRE, a new dataset containing over 41,000 labeled sentences for 34 types of interpersonal relationships, to support automatic relationship extraction and knowle…
Dynamic Approaches for Some Time Inconsistent Problems
Chandrasekhar Karnam, Jin Ma, Jianfeng Zhang
Optimal Dividend and Investment Problems under Sparre Andersen Model
Lihua Bai, Jin Ma, Xiaojing Xing
Pathwise Taylor Expansions for Random Fields on Multiple Dimensional Paths
Rainer Buckdahn, Jin Ma, Jianfeng Zhang
Weak solutions for forward--backward SDEs--a martingale problem approach
Jin Ma, Jianfeng Zhang, Ziyu Zheng
Bayesian Optimized Continual Learning with Attention Mechanism
Ju Xu, Jin Ma, Zhanxing Zhu
Fully nonlinear stochastic and rough PDEs: Classical and viscosity solutions
Rainer Buckdahn, Christian Keller, Jin Ma +1
Dynamic Equilibrium Limit Order Book Model and Optimal Execution Problem
Jin Ma, Xinyang Wang, Jianfeng Zhang