Publications

Publications

  • Deep Signature Approach for McKean-Vlasov FBSDEs in a Random Environment , joint work with R. Hu, M. Laurière, J. Zhang
    Submitted

    • Master’s Thesis

    Combing Data Assimilation and Machine Learning for Parameter Estimation in Hidden Markov Models
    (Supervisor: Prof. Daniel Sanz-Alonso, University of Chicago, 2023)(Not to be published)