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Publications (29)

q-fin.MF2019

Utility maximization with proportional transaction costs under model uncertainty

Shuoqing Deng, Xiaolu Tan, Xiang Yu

The paper studies how an investor can maximize exponential utility in a discrete‑time market with proportional transaction costs and model uncertainty, using randomization to conve…

Publications (29)

Utility maximization with proportional transaction costs under model uncertainty

Synergistic Effects of Nanoparticle Heating and Amoxicillin on H. Pylori Inhibition

Towards Large-Pose Face Frontalization in the Wild

Deep Supervision with Shape Concepts for Occlusion-Aware 3D Object Parsing

Deep Deformation Network for Object Landmark Localization

IMS at the PolEval 2018: A Bulky Ensemble Depedency Parser meets 12 Simple Rules for Predicting Enhanced Dependencies in Polish

Gotta Adapt 'Em All: Joint Pixel and Feature-Level Domain Adaptation for Recognition in the Wild

Unsupervised Domain Adaptation for Face Recognition in Unlabeled Videos

Pose-variant 3D Facial Attribute Generation

Classification of stacked central configurations in R^3

Reconstruction-Based Disentanglement for Pose-invariant Face Recognition

Optimal Consumption under Habit Formation In Markets with Transaction Costs and Random Endowments

An Explicit Example Of Optimal Portfolio-Consumption Choices With Habit Formation And Partial Observations

On the Bail-Out Optimal Dividend Problem

Central Configurations Formed By Two Twisted Regular Polygons

Comparing Attention-based Convolutional and Recurrent Neural Networks: Success and Limitations in Machine Reading Comprehension

Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching

Saari's Conjecture for Elliptical Type $N$-Body Problem and An Application

Maximizing Specific Loss Power for Magnetic Hyperthermia by Hard-Soft Mixed Ferrites

Action Minimizing Solutions of The One-Dimensional $N$-Body Problem With Equal Masses

Utility maximization with addictive consumption habit formation in incomplete semimartingale markets

Molecular Dynamics Simulation of Macromolecules Using Graphics Processing Unit

Acoustic coupling between cascade sub-chambers and its influence on overall transmission loss

A General-Purpose Tagger with Convolutional Neural Networks

Deep Supervision with Intermediate Concepts

Discovering functional zones using bus smart card data and points of interest in Beijing

Character Composition Model with Convolutional Neural Networks for Dependency Parsing on Morphologically Rich Languages

New homoclinic orbits for Hamiltonian systems with asymptotically quadratic growth at infinity

Optimal Investment with Random Endowments and Transaction Costs: Duality Theory and Shadow Prices