The cross-interval price impact model and its empirical analysis on cryptocurrency order book. - Bin Teng; Sicong Wang 001; Qinghua Ren; Qi Hao; Yufeng Shi (Pers. Ubiquitous Comput., 2023)

A deep learning method for solving multi-dimensional coupled forward-backward doubly SDEs. - Sicong Wang 001; Bin Teng; Yufeng Shi; Qingfeng Zhu (Comput. Math. Appl., 2024)