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~person:"Zheng, Harry"
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Deep
neural
network
solution for finite state mean field game with error estimation
Luo, Jialiang
;
Zheng, Harry
- In:
Dynamic games and applications : DGA
13
(
2023
)
3
,
pp. 859-896
Persistent link: https://www.econbiz.de/10014327283
Saved in:
2
Optimal market-making strategies under synchronised order arrivals with deep neural networks
Choi, So Eun
;
Jang, Hyun Jin
;
Lee, Kyungsub
;
Zheng, Harry
- In:
Journal of economic dynamics & control
125
(
2021
),
pp. 1-25
Persistent link: https://www.econbiz.de/10012666978
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