Bingyan Han

Publication Activity (10 Years)

Years Active: 2021-2023
Publications (10 Years): 7

Top Topics

Receding Horizon

Top Venues

SIAM J. Financial Math.

Publications

Erhan Bayraktar, Bingyan Han
Fitted Value Iteration Methods for Bicausal Optimal Transport. CoRR (2023)
Erhan Bayraktar, Bingyan Han
Short Communication: Existence of Markov Equilibrium Control in Discrete Time. SIAM J. Financial Math. 14 (4) (2023)
Bingyan Han
Can maker-taker fees prevent algorithmic cooperation in market making? ICAIF (2022)
Bingyan Han
Can maker-taker fees prevent algorithmic cooperation in market making? CoRR (2022)
Jianlong Li, Siyuan Wang, Zhihang Zhu, Minghao Liu, Changjiang Zhang, Bingyan Han
Stock Prediction Based on Deep Learning and its Application in Pairs Trading. ISNCC (2022)
Bingyan Han
Understanding algorithmic collusion with experience replay. CoRR (2021)
Bingyan Han, Hoi Ying Wong
Time-Inconsistency with Rough Volatility. SIAM J. Financial Math. 12 (4) (2021)