no code implementations • 4 Dec 2022 • Xingyu Ren, Michael C. Fu, Steven I. Marcus
Incompatibility between patient and donor is a major barrier in kidney transplantation (KT).
no code implementations • 26 Jun 2020 • Michael C. Fu, Bingqing Li, Rongwen Wu, Tianqi Zhang
We consider option pricing using a discrete-time Markov switching stochastic volatility with co-jump model, which can model volatility clustering and varying mean-reversion speeds of volatility.
no code implementations • 7 Oct 2017 • Yijie Peng, Edwin K. P. Chong, Chun-Hung Chen, Michael C. Fu
Under a Bayesian framework, we formulate the fully sequential sampling and selection decision in statistical ranking and selection as a stochastic control problem, and derive the associated Bellman equation.