Cui, Xiangyu

1. Unified Framework of Mean-Field Formulations for Optimal Multi-period Mean-Variance Portfolio Selection
   2013/03/05 by Cui, Xiangyu, Li, Xun, Li, Duan · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM)
2. Limited Attention Allocation in a Stochastic Linear Quadratic System with Multiplicative Noise
   2024/03/27 by Cui, Xiangyu, Gao, Jianjun, Kong, Lingjie · 1 citation
   #FOS: Economics and business #FOS: Mathematics #Mathematical Finance (q-fin.MF) #Optimization and Control (math.OC)
3. Decision Making under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers
   2022/10/06 by Cui, Xiangyu, Jiang, Rujun, Shi, Yun +2 · 1 citation
   #FOS: Mathematics #Optimization and Control (math.OC)
4. Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning
   2023/12/24 by Xiangyu Cui, Xun Li, Cui, Xiangyu +5 · 1 citation
   Economics, Econometrics and Finance · #Complex Systems and Time Series Analysis #FOS: Computer and information sciences #FOS: Economics and business #Machine Learning (cs.LG) #Mathematical Finance (q-fin.MF) #Portfolio Management (q-fin.PM)