L. Jeff Hong's Research Group
L. Jeff Hong's Research Group
Research
Publications
People
Group Activities
Contact
Light
Dark
Automatic
Emerging areas in Stochastic Simulation
A new likelihood ratio method for training artificial neural networks
Talk - Option Pricing by Neural Stochastic Differential Equations: A Simulation Optimization Approach
Integrating Algorithmic Sampling-Based Motion Planning with Learning in Autonomous Driving
Large-scale inventory optimization: A recurrent-neural-networks-inspired simulation approach
Robust simulation with likelihood-ratio constrained input uncertainty
Learning-based robust optimization procedures and statistical guarantee
Option Pricing By Neural Stochastic Differential Equations: A Simulation-optimization Approach
Classical option pricing models rely on prior assumptions made on the dynamics of the underlying assets and the rationality of the market. While empirical evidence showed that these models may explain the option prices to certain extend, their …
Ranking and selection with covariates for personalized decision making
Surrogate-based simulation optimization
A novel learning framework for sampling-based motion planning in autonomous driving
»
Cite
×