Yanwei Jia

1. Policy Evaluation and Temporal-Difference Learning in Continuous Time\n and Space: A Martingale Approach
   2021/08/14 by Yanwei Jia, Xun Yu Zhou, Jia, Yanwei +1 · 15 citations
   Computer Science · #Reinforcement Learning in Robotics
2. Data-Driven Merton's Strategies via Policy Randomization
   2023/12/19 by Min Dai, Yuchao Dong, Dai, Min +5 · 1 citation
   Decision Sciences · Economics, Econometrics and Finance · #Advanced Bandit Algorithms Research #Computational Finance (q-fin.CP) #FOS: Computer and information sciences #FOS: Economics and business #Financial Markets and Investment Strategies #Machine Learning (cs.LG) #Portfolio Management (q-fin.PM) #Stochastic processes and financial applications
3. Mean--Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study
   2024/12/08 by Yilie Huang, Huang, Yilie, Yanwei Jia +3 · 1 citation
   Decision Sciences · #68Q25 #68T05 #91G10 #93E20 #93E35 #FOS: Computer and information sciences #FOS: Economics and business #FOS: Electrical engineering #FOS: Mathematics #Machine Learning (cs.LG) #Optimization and Control (math.OC) #Portfolio Management (q-fin.PM) #Stock Market Forecasting Methods #Systems and Control (eess.SY) #electronic engineering #information engineering