Qihang Lin

Carnegie Mellon University - David A. Tepper School of Business

PhD Student

5000 Forbes Avenue

Pittsburgh, PA 15213-3890

United States

SCHOLARLY PAPERS

2

DOWNLOADS

256

SSRN CITATIONS

1

CROSSREF CITATIONS

0

Scholarly Papers (2)

1.

Optimal Trade Execution with Coherent Dynamic Risk Measures

Number of pages: 35 Posted: 23 Sep 2012
Qihang Lin and Javier F. Peña
Carnegie Mellon University - David A. Tepper School of Business and affiliation not provided to SSRN
Downloads 200 (154,284)
Citation 1

Abstract:

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optimal trade execution, coherent dynamic risk measure, saddle-point problem

2.

Statistical Decision Making for Optimal Budget Allocation in Crowd Labeling

Number of pages: 38 Posted: 13 Mar 2014
Xi Chen, Qihang Lin and Dengyong Zhou
New York University (NYU) - Leonard N. Stern School of Business, Carnegie Mellon University - David A. Tepper School of Business and Microsoft Corporation - Microsoft Research, New York City
Downloads 56 (375,064)
Citation 3

Abstract:

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Crowdsourcing, Crowd labeling, Budget allocation, Markov decision process, Optimistic knowledge gradient