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Ruyi Liu

Orcid: 0000-0002-7435-857X

Affiliations:
  • University of Sydney, Sydney, NSW, Australia


According to our database1, Ruyi Liu authored at least 4 papers between 2019 and 2026.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of five.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

Online presence:

On csauthors.net:

Bibliography

2026
Cross-Currency Basis Swaps Referencing Backward-Looking Rates.
[BibTeX]
[DOI]
Yining Ding
,
Ruyi Liu
,
Marek Rutkowski
SIAM J. Financial Math., 2026

2023
Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon.
[BibTeX]
[DOI]
Tian Chen
,
Ruyi Liu
,
Zhen Wu
J. Syst. Sci. Complex., April, 2023

2020
Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses.
[BibTeX]
[DOI]
Ruyi Liu
,
Zhen Wu
,
Qing Zhang
Autom., 2020

2019
Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations.
[BibTeX]
[DOI]
Ruyi Liu
,
Zhen Wu
J. Syst. Sci. Complex., 2019


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