Bingyan Han

According to our database, Bingyan Han authored at least 10 papers between 2021 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2026

Continuous-time Online Learning via Mean-Field Neural Networks: Regret Analysis in Diffusion Environments.

Erhan Bayraktar, Bingyan Han, Ziqing Zhang

CoRR, April, 2026

The McCormick Martingale Optimal Transport.

Erhan Bayraktar, Bingyan Han, Dominykas Norgilas

SIAM J. Financial Math., 2026

2025

Distributionally Robust Kalman Filtering With Volatility Uncertainty.

Bingyan Han

IEEE Trans. Autom. Control., June, 2025

Algorithmic pricing with independent learners and relative experience replay.

Bingyan Han

Proceedings of the 6th ACM International Conference on AI in Finance, 2025

2023

Short Communication: Existence of Markov Equilibrium Control in Discrete Time.

Erhan Bayraktar, Bingyan Han

SIAM J. Financial Math., December, 2023

Fitted Value Iteration Methods for Bicausal Optimal Transport.

Erhan Bayraktar, Bingyan Han

CoRR, 2023

2022

Stock Prediction Based on Deep Learning and its Application in Pairs Trading.

Jianlong Li, Siyuan Wang, Zhihang Zhu, Minghao Liu, Changjiang Zhang, Bingyan Han

Proceedings of the International Symposium on Networks, Computers and Communications, 2022

Can maker-taker fees prevent algorithmic cooperation in market making?

Bingyan Han

Proceedings of the 3rd ACM International Conference on AI in Finance, 2022

2021

Time-Inconsistency with Rough Volatility.

Bingyan Han, Hoi Ying Wong

SIAM J. Financial Math., 2021

Understanding algorithmic collusion with experience replay.

Bingyan Han

CoRR, 2021