Xuefeng Gao

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Wasserstein Convergence Guarantees for a General Class of Score-Based Generative Models	2023-11-18	Paper
A data-driven deep learning approach for options market making	2023-06-20	Paper
https://portal.mardi4nfdi.de/entity/Q5053256	2022-12-06	Paper
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Nonconvex Stochastic Optimization: Nonasymptotic Performance Bounds and Momentum-Based Acceleration	2022-12-01	Paper
State-Dependent Temperature Control for Langevin Diffusions	2022-05-31	Paper
Order scoring, bandit learning and order cancellations	2022-03-15	Paper
Optimal market making in the presence of latency	2020-12-07	Paper
Decentralized Stochastic Gradient Langevin Dynamics and Hamiltonian Monte Carlo	2020-07-01	Paper
Functional central limit theorems for stationary Hawkes processes and application to infinite-server queues	2019-07-31	Paper
Affine Point Processes: Refinements to Large-Time Asymptotics	2019-03-15	Paper
Limit theorems for Markovian Hawkes processes with a large initial intensity	2018-10-31	Paper
Global Convergence of Stochastic Gradient Hamiltonian Monte Carlo for Non-Convex Stochastic Optimization: Non-Asymptotic Performance Bounds and Momentum-Based Acceleration	2018-09-12	Paper
Large deviations and applications for Markovian Hawkes processes with a large initial intensity	2018-03-27	Paper
Bounded-Velocity Stochastic Control for Dynamic Resource Allocation	2018-01-03	Paper
Validity of heavy-traffic steady-state approximations in many-server queues with abandonment	2014-11-25	Paper
Sensitivity analysis for diffusion processes constrained to an orthant	2014-09-25	Paper
Positive recurrence of piecewise Ornstein-Uhlenbeck processes and common quadratic Lyapunov functions	2013-09-05	Paper
https://portal.mardi4nfdi.de/entity/Q4855952	1996-02-20	Paper

Research outcomes over time

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