Research output per year
Research output per year
Personal profile
Education/Academic qualification
Bachelor of Science, Huazhong University of Science and Technology
Doctor of Philosophy, The University of Texas at Austin
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Dive into the research topics where Xiang Yu is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Research output
- 22 Journal article
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Mean Field Game of Optimal Relative Investment with Jump Risk
Bo, L., Wang, S. & Yu, X., Mar 2024, In: Science China Mathematics. 67, 5, p. 1159-1188 30 p.Research output: Journal article publication › Journal article › Academic research › peer-review
1 Citation (Scopus) -
Optimal Consumption with Loss Aversion and Reference to Past Spending Maximum
Li, X., Yu, X. & Zhang, Q., Mar 2024, In: SIAM Journal on Financial Mathematics. 15, 1, p. 121-160 40 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access1 Citation (Scopus) -
On Optimality of Barrier Dividend Control Under Endogenous Regime Switching with Application to Chapter 11 Bankruptcy
Wang, W., Yu, X. & Zhou, X., 5 Dec 2023, In: Applied Mathematics and Optimization. 89, 1, p. 1-31 31 p., 13.Research output: Journal article publication › Journal article › Academic research › peer-review
1 Citation (Scopus) -
Optimal Consumption and Life Insurance under Shortfall Aversion and a Drawdown Constraint
Li, X., Yu, X. & Zhang, Q., Jan 2023, In: Insurance: Mathematics and Economics. 108, p. 25-45 21 p.Research output: Journal article publication › Journal article › Academic research › peer-review
2 Citations (Scopus) -
Centralized Systemic Risk Control in the Interbank System: Weak Formulation and Gamma-convergence
Bo, L., Li, T. & Yu, X., Aug 2022, In: Stochastic Processes and their Applications. 150, p. 622-654 33 p.Research output: Journal article publication › Journal article › Academic research › peer-review
Open Access
Activities
- 2 Organizer / committee member
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Recent Developments in Mean Field Game, Machine Learning and Quantitative Finance
Yu, X. (Co-chair) & Pham, H. (Chair)
21 May 2019 → 24 May 2019Activity: Participating in or organising an event › Organizer / committee member
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The 7th Asian Quantitative Finance Conference
Yu, X. (Co-chair) & Pham, H. (Chair)
2 Jul 2019 → 5 Jul 2019Activity: Participating in or organising an event › Organizer / committee member