Ge Zhang

Institute of Data Science, National University of Singapore

Ph.D. candidate

3 Research Link, #04-06

Singapore, 117602

Singapore

  • Institute of Data Science, National University of Singapore

SCHOLARLY PAPERS

3

DOWNLOADS

736

TOTAL CITATIONS

7

Scholarly Papers (3)

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1.

Reinforcement Learning for Optimal Market Making with the Presence of Rebate

Number of pages: 34 Posted: 05 Aug 2020
Ge Zhang and Ying Chen
Institute of Data Science, National University of Singapore and National University of Singapore (NUS) - Department of Mathematics
Downloads 380 (156,519)
Citation 5

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Optimal market making, Rebate, Reinforcement learning

2.

Optimal Execution with Hidden Orders Under Self-Exciting Dynamics

Number of pages: 56 Posted: 01 Oct 2021
Ying Chen, Zexin Wang, Ge Zhang and Chao Zhou
National University of Singapore (NUS) - Department of Mathematics, Imperial College London - Department of Mathematics, Institute of Data Science, National University of Singapore and National University of Singapore (NUS) - Department of Mathematics
Downloads 245 (248,115)

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hidden order, optimal execution, stochastic control, Hawkes process

3.

Regularized Partially Functional Autoregressive Model

Number of pages: 43 Posted: 15 Nov 2019 Last Revised: 23 Nov 2021
Xiaofei Xu, Ying Chen, Ge Zhang and Thorsten Koch
National University of Singapore, National University of Singapore, Institute of Data Science, National University of Singapore and Technische Universitat Berlin - Software and Algorithms for Discrete Optimization
Downloads 111 (487,981)
Citation 2

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Functional Data, High Dimensionality, Mixed-Type Covariates, Two-Layer Sparsity, Energy Forecasting