Renyuan Xu

United States

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Articles (10)

Year:

2025

Year:

2025

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2025

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2025

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2024

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2024

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2023

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2023

Year:

2023

Year:

2022

Collaborators (4)

Rama CONT

Professor

University of Oxford

UNITED KINGDOM

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Ruimeng Hu

Associate Professor

University of California, Santa Barbara

UNITED STATES

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Junzi Zhang

Stanford University

UNITED STATES

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Mihai Cucuringu

University of Oxford

UNITED KINGDOM

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Renyuan Xu

Research Interests

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Articles (10)

Tail-GAN: Learning to Simulate Tail Risk Scenarios

Model-Free Analysis of Dynamic Trading Strategies

Policy Gradient Converges to the Globally Optimal Policy for Nearly Linear-Quadratic Regulators

Mean-Field Multiagent Reinforcement Learning: A Decentralized Network Approach

Special issue on machine learning in finance

Delay-Adaptive Learning in Generalized Linear Contextual Bandits

A General Framework for Learning Mean-Field Games

Dynamic Programming Principles for Mean-Field Controls with Learning

Recent advances in reinforcement learning in finance

Entropy Regularization for Mean Field Games with Learning

Collaborators (4)

Rama CONT

Ruimeng Hu

Junzi Zhang

Mihai Cucuringu

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