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Hu, Ruimeng
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1

Special issue on machine learning in finance:

Cuchiero, Christa ; Hu, Ruimeng ; Svaluto‐Ferro, Sara.
Mathematical Finance.  34 (2024)  2 - p. 259-261 , 2024
Link: https://doi.org/10.1111/..
 
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2

Learning High-Dimensional McKean–Vlasov Forward-Backward St..:

Han, Jiequn ; Hu, Ruimeng ; Long, Jihao
SIAM Journal on Numerical Analysis.  62 (2024)  1 - p. 1-24 , 2024
Link: https://doi.org/10.1137/..
 
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3

Convergence of the Backward Deep BSDE Method with Applicati..:

Gao, Chengfan ; Gao, Siping ; Hu, Ruimeng.
SIAM Journal on Financial Mathematics.  14 (2023)  4 - p. 1290-1303 , 2023
Link: https://doi.org/10.1137/..
 
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4

A class of dimension-free metrics for the convergence of em..:

Han, Jiequn ; Hu, Ruimeng ; Long, Jihao
Stochastic Processes and their Applications.  164 (2023)  - p. 242-287 , 2023
Link: https://doi.org/10.1016/..
 
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5

Deep Learning in Finance:

E, Weinan ; Hu, Ruimeng ; Peng, Shige
Digital Finance.  5 (2023)  1 - p. 1-2 , 2023
Link: https://doi.org/10.1007/..
 
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6

Higher-order error estimates for physics-informed neural ne..:

Hu, Ruimeng ; Lin, Quyuan ; Raydan, Alan.
Partial Differential Equations and Applications.  4 (2023)  4 - p. , 2023
Link: https://doi.org/10.1007/..
 
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7

Local martingale solutions and pathwise uniqueness for the ..:

Hu, Ruimeng ; Lin, Quyuan
Stochastics and Partial Differential Equations: Analysis and Computations.  11 (2022)  4 - p. 1470-1518 , 2022
Link: https://doi.org/10.1007/..
 
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8

Proceedings of the Third ACM International Conference on AI..:

Magazzeni, Daniele ; Kumar, Senthil ; Savani, Rahul... , 2022
Link: https://dl.acm.org/doi/1..
 
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9

N-Player and Mean-Field Games in Itˆo-Diffusion Markets wit..:

, In: Stochastic Analysis, Filtering, and Stochastic Optimization,
Hu, Ruimeng ; Zariphopoulou, Thaleia - p. 209-237 , 2022
Link: https://doi.org/10.1007/..
 
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10

Sub- and Supersolution Approach to Accuracy Analysis of Por..:

Fouque, Jean-Pierre ; Hu, Ruimeng ; Sircar, Ronnie
SIAM Journal on Financial Mathematics.  13 (2022)  1 - p. 109-128 , 2022
Link: https://doi.org/10.1137/..
 
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11

Systemic risk models for disjoint and overlapping groups wi..:

Feng, Yichen ; Fouque, Jean-Pierre ; Hu, Ruimeng.
Statistics & Risk Modeling.  40 (2022)  1-2 - p. 21-51 , 2022
Link: https://doi.org/10.1515/..
 
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12

Discussion on: "Programmable money: next generation blockch..:

Rodrigues, Andre Martins ; Hu, Ruimeng
Digital Finance.  4 (2022)  2-3 - p. 141-142 , 2022
Link: https://doi.org/10.1007/..
 
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13

Recurrent neural networks for stochastic control problems w..:

Han, Jiequn ; Hu, Ruimeng
Mathematics of Control, Signals, and Systems.  33 (2021)  4 - p. 775-795 , 2021
Link: https://doi.org/10.1007/..
 
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14

Multiscale Asymptotic Analysis for Portfolio Optimization u..:

Fouque, Jean-Pierre ; Hu, Ruimeng
Multiscale Modeling & Simulation.  18 (2020)  3 - p. 1318-1342 , 2020
Link: https://doi.org/10.1137/..
 
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15

Deep learning for ranking response surfaces with applicatio..:

Hu, Ruimeng
Quantitative Finance.  20 (2020)  9 - p. 1567-1581 , 2020
Link: https://doi.org/10.1080/..
 
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