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Ruimeng Hu · Study

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Ruimeng Hu

5 works· latest 2021· 1 institutionscluster: provisionalORCID 0000-0002-1823-7693

h-index5

i105

Citations149

Works here5

18

19

21

Most cited in this library

Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment2018 · 36 citations
Deep fictitious play for stochastic differential games2021 · 30 citations
Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games2019 · 29 citations
Optimal portfolio under fractional stochastic environment2018 · 28 citations
Recurrent neural networks for stochastic control problems with delay2021 · 26 citations

Works

5 shown

Recurrent neural networks for stochastic control problems with delay

Mathematics of Control Signals and Systems·2021·2 authors·Open access

26citations

Deep fictitious play for stochastic differential games

Communications in Mathematical Sciences·2021·1 author·Open access

30citations

Deep Fictitious Play for Finding Markovian Nash Equilibrium in Multi-Agent Games

RePEc: Research Papers in Economics·2019·2 authors·preprint·Open access

29citations

Optimal portfolio under fractional stochastic environment

Mathematical Finance·2018·2 authors

28citations

Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment

SIAM Journal on Financial Mathematics·2018·2 authors·Open access

36citations