3 papers in the archive (2023–2025), average empirical rigor 2/10, average math complexity 9.1/10. Quadrant mix: Lab Rats ×3.
Works mostly in Stochastic Control & Optimal Stopping, Market Simulation & Agent-Based Models.
Frequent co-authors: Nicole Tianjiao Yang (1), Hoang Vu (1), Qijin Shi (1).
Scores are our LLM-assisted heuristics (methodology), not peer review or citation counts. Author pages are generated from paper metadata; name variants may split one person across pages. arXiv author page →
Ordered by a blend of empirical rigor (60%) and math complexity (40%).
This paper studies relative arbitrage opportunities in a market with competitive investors through stochastic differential games in the limit as the number of players tends to infinity. With common noises introduced by the stock capitalization processes, we establish a conditional McKean-Vlasov syst
We investigate the full dynamics of capital allocation and wealth distribution of heterogeneous agents in a frictional economy during booms and busts using tools from mean-field games. Two groups in our models, namely the expert and the household, are interconnected within and between their classes
Built to generalise classical stochastic calculus, rough path theory provides a natural and pathwise framework to model continuous non-semimartingale assets. This paper investigates the ultimate capacity of this framework to support frictionless continuous No-Free-Lunch markets à la Kreps-Yan. We es