| Linear-quadratic stochastic differential games on directed chain networks Y Feng, JP Fouque, T Ichiba arXiv preprint arXiv:2003.08840, 2020 | 16 | 2020 |
| 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 | 7 | 2022 |
| Linear-quadratic stochastic differential games on random directed networks Y Feng, JP Fouque, T Ichiba arXiv preprint arXiv:2011.04279, 2020 | 5 | 2020 |
| Multivariate systemic risk measures and computation by deep learning algorithms A Doldi, Y Feng, JP Fouque, M Frittelli Quantitative Finance 23 (10), 1431-1444, 2023 | 3 | 2023 |
| Systemic risk models for disjoint and overlapping groups with equilibrium strategies Y Feng, JP Fouque, R Hu, T Ichiba arXiv preprint arXiv:2202.00662, 2022 | 2 | 2022 |
| Multivariate Systemic Risk Measures and Deep Learning Algorithms A Doldi, Y Feng, JP Fouque, M Frittelli arXiv preprint arXiv:2302.10183, 2023 | | 2023 |
| Systemic risk models for disjoint and overlapping groups with equilibrium strategies Y Feng, JP Fouque, R Hu, T Ichiba Statistics & Risk Modeling 40 (1-2), 21-51, 2023 | | 2023 |
| Stochastic Differential Games and Systemic Risk Measures Y Feng University of California, Santa Barbara, 2022 | | 2022 |
| Investments with Heterogenous Risk Aversion Y Feng, JP Fouque, T Ichiba | | 2021 |
Jean-Pierre FouqueUniversity of California Santa Barbara在 pstat.ucsb.edu 的电子邮件经过验证
