Ruyi Liu
Orcid: 0000-0002-7435-857XAffiliations:
- University of Sydney, Sydney, NSW, Australia
According to our database1,
Ruyi Liu
authored at least 3 papers
between 2019 and 2023.
Collaborative distances:
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Bibliography
2023
Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon.
J. Syst. Sci. Complex., April, 2023
2020
Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses.
Autom., 2020
2019
Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations.
J. Syst. Sci. Complex., 2019