Zobrazeno 1 - 10
of 204
pro vyhledávání: '"Wei, Pengyu"'
Autor:
Wei, Pengyu, Wei, Wei
This paper employs an intra-personal game-theoretic framework to investigate how decreasing impatience influences irreversible investment behaviors in a continuous-time setting. We consider a capacity expansion problem under weighted discount functio
Externí odkaz:
http://arxiv.org/abs/2409.01478
We propose a deep learning algorithm for high dimensional optimal stopping problems. Our method is inspired by the penalty method for solving free boundary PDEs. Within our approach, the penalized PDE is approximated using the Deep BSDE framework pro
Externí odkaz:
http://arxiv.org/abs/2405.11392
Publikováno v:
Waike lilun yu shijian, Vol 29, Iss 03, Pp 187-191 (2024)
The safety and efficacy of laparoscopic surgery for colorectal cancer has been confirmed by several large-scale clinical studies. Laparoscopy has become the main modality of surgical treatment for colorectal cancer in China. Based on evidence-based m
Externí odkaz:
https://doaj.org/article/150a80614e344593be96e7236b7aa6fb
This paper studies a continuous-time optimal portfolio selection problem in the complete market for a behavioral investor whose preference is of the prospect type with probability distortion. The investor concerns about the terminal relative growth r
Externí odkaz:
http://arxiv.org/abs/2211.05402
Autor:
Liu, Ziliang, Liu, Changyang, Bian, Liuzhen, Qi, Ji, Yang, Lilin, Wei, Pengyu, Fu, Peng, Han, Shuaiwen, Han, Wei, Hu, Zhaoxing, Peng, Jun, An, Shengli
Publikováno v:
In International Journal of Hydrogen Energy 28 August 2024 80:418-426
Autor:
Wei, Pengyu, Xu, Zuo Quan
This paper studies a mean-risk portfolio choice problem for log-returns in a continuous-time, complete market. This is a growth-optimal problem with risk control. The risk of log-returns is measured by weighted Value-at-Risk (WVaR), which is a genera
Externí odkaz:
http://arxiv.org/abs/2112.14451
Autor:
Wei, Pengyu, Lv, Yaxin, Liu, Changyang, Liu, Ziliang, Yang, Lilin, Tian, Ruixue, Peng, Jun, Bian, Liuzhen, An, Shengli
Publikováno v:
In Separation and Purification Technology 24 December 2024 351
Autor:
Wei, Pengyu, Chen, Guoyan, Zhi, Fubiao, Zhang, Anchao, Deng, Haoxin, Wen, Xiaoping, Wang, Fahui, Yu, Chenglong
Publikováno v:
In Thermochimica Acta December 2024 742
Publikováno v:
In Ocean Engineering 1 December 2024 313 Part 1
Publikováno v:
In Chemical Physics Letters December 2024 856