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2020 – today
- 2026
[j4]Erhan Bayraktar
, Bingyan Han, Dominykas Norgilas:
The McCormick Martingale Optimal Transport. SIAM J. Financial Math. 17(1): 118-153 (2026)- [i4]Erhan Bayraktar, Bingyan Han, Ziqing Zhang:
Continuous-time Online Learning via Mean-Field Neural Networks: Regret Analysis in Diffusion Environments. CoRR abs/2604.10958 (2026) - 2025
- [j3]Bingyan Han:
Distributionally Robust Kalman Filtering With Volatility Uncertainty. IEEE Trans. Autom. Control. 70(6): 4000-4007 (2025) - [c3]Bingyan Han:
Algorithmic pricing with independent learners and relative experience replay. ICAIF 2025: 80-87 - 2023
- [j2]Erhan Bayraktar, Bingyan Han:
Short Communication: Existence of Markov Equilibrium Control in Discrete Time. SIAM J. Financial Math. 14(4): 60- (2023) - [i3]Erhan Bayraktar, Bingyan Han:
Fitted Value Iteration Methods for Bicausal Optimal Transport. CoRR abs/2306.12658 (2023) - 2022
- [c2]Bingyan Han:
Can maker-taker fees prevent algorithmic cooperation in market making? ICAIF 2022: 199-206 - [c1]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: 1-7 - [i2]Bingyan Han:
Can maker-taker fees prevent algorithmic cooperation in market making? CoRR abs/2211.00496 (2022) - 2021
- [j1]Bingyan Han, Hoi Ying Wong:
Time-Inconsistency with Rough Volatility. SIAM J. Financial Math. 12(4): 1553-1595 (2021) - [i1]Bingyan Han:
Understanding algorithmic collusion with experience replay. CoRR abs/2102.09139 (2021)
Coauthor Index
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