Research


  • Reinforcement Learning in High-frequency Market Making     pdf     codes
    with Zihan Ding

  • When can weak latent factors be statistically inferred?     pdf     codes
    with Jianqing Fan, Yuling Yan

  • Likelihood Inference for Continuous-Time Models with Latent Variables     codes
    with Yacine Aït-Sahalia, Chenxu Li