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Yanwei Jia
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Cited by
Year
Policy gradient and actor-critic learning in continuous time and space: Theory and algorithms
Y Jia, XY Zhou
Journal of Machine Learning Research 23 (275), 1-50, 2022
982022
Policy evaluation and temporal-difference learning in continuous time and space: A martingale approach
Y Jia, XY Zhou
Journal of Machine Learning Research 23 (154), 1-55, 2022
802022
Learning equilibrium mean‐variance strategy
M Dai, Y Dong, Y Jia
Mathematical Finance 33 (4), 1166-1212, 2023
392023
q-Learning in continuous time
Y Jia, XY Zhou
Journal of Machine Learning Research 24 (161), 1-61, 2023
392023
Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration
M Dai, Y Dong, Y Jia, XY Zhou
arXiv preprint arXiv:2312.11797, 2023
172023
The wisdom of the crowd and prediction markets
M Dai, Y Jia, S Kou
Journal of econometrics 222 (1), 561-578, 2021
152021
Achieving mean–variance efficiency by continuous-time reinforcement learning
Y Huang, Y Jia, X Zhou
Proceedings of the Third ACM International Conference on AI in Finance, 377-385, 2022
102022
Herding in probabilistic forecasts
Y Jia, J Keppo, V Satopää
Management Science 69 (5), 2713-2732, 2023
82023
Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
Y Huang, Y Jia, XY Zhou
arXiv preprint arXiv:2412.16175, 2024
22024
Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty
Y Jia
arXiv preprint arXiv:2404.12598, 2024
22024
Sublinear regret for an actor-critic algorithm in continuous-time linear-quadratic reinforcement learning
Y Huang, Y Jia, XY Zhou
Available at SSRN 4904358, 2024
12024
The Wisdom of Strategically Diverse Crowds
Y Jia, J Keppo, V Satopää
Available at SSRN 4855714, 2024
12024
Dynamic Mean-Variance Portfolio Selection with Transaction Costs
M Dai, Y Jia, H Jin
Available at SSRN, 2024
2024
Sublinear Regret for a Class of Continuous-Time Linear--Quadratic Reinforcement Learning Problems
Y Huang, Y Jia, XY Zhou
arXiv preprint arXiv:2407.17226, 2024
2024
Aggregating or Interacting?: The Role of Individual Overconfidence
Y Jia, W Tang
The Role of Individual Overconfidence (November 27, 2023), 2023
2023
A General Framework for Importance Sampling with Latent Markov Processes
CD Fuh, Y Jia, S Kou
Available at SSRN 4639335, 2023
2023
Crowd wisdom and prediction markets
M Dai, Y Jia, S Kou
Crowd wisdom and prediction markets
Y Jia
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Articles 1–18