Signatured deep fictitious play for mean field games with common noise M Min, R Hu International Conference on Machine Learning, 2021 | 32 | 2021 |
Sample-efficient reinforcement learning with loglog (t) switching cost D Qiao, M Yin, M Min, YX Wang International Conference on Machine Learning, 18031-18061, 2022 | 28 | 2022 |
Deep learning for systemic risk measures Y Feng, M Min, JP Fouque Proceedings of the Third ACM International Conference on AI in Finance, 62-69, 2022 | 9 | 2022 |
Convolutional signature for sequential data M Min, T Ichiba Digital Finance 5 (1), 3-28, 2023 | 6 | 2023 |
Directed Chain Generative Adversarial Networks M Min, R Hu, T Ichiba International Conference on Machine Learning, 2023 | 5 | 2023 |
Smoothness of directed chain stochastic differential equations T Ichiba, M Min Electronic Journal of Probability 29, 1-28, 2024 | 4 | 2024 |
Directed Chain Generative Adversarial Networks T Ichiba, R Hu, M Min | | 2023 |
Topics in Signature, Directed Chain SDEs and Applications in Machine Learning M Min University of California, Santa Barbara, 2023 | | 2023 |