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Tao Chen

Orcid: 0000-0002-9608-7475

Affiliations:
  • University of Michigan, Department of Mathematics, Ann Arbor, MI, USA
  • Illinois Institute of Technology, Department of Applied Mathematics, Chicago, IL, USA (PhD 2016)


According to our database1, Tao Chen authored at least 4 papers between 2015 and 2022.

Collaborative distances:
  • Dijkstra number2 of six.
  • Erdős number3 of four.

Timeline

Legend:

Book  In proceedings  Article  PhD thesis  Dataset  Other 

Links

Online presence:

On csauthors.net:

Bibliography

2022
On Parametric Optimal Execution and Machine Learning Surrogates.
[BibTeX]
[DOI]
Tao Chen
,
Mike Ludkovski
,
Moritz Voß
CoRR, 2022

2021
A Machine Learning Approach to Adaptive Robust Utility Maximization and Hedging.
[BibTeX]
[DOI]
Tao Chen
,
Michael Ludkovski
SIAM J. Financial Math., 2021

2019
Adaptive Robust Control under Model Uncertainty.
[BibTeX]
[DOI]
Tomasz R. Bielecki
,
Tao Chen
,
Igor Cialenco
,
Areski Cousin
,
Monique Jeanblanc
SIAM J. Control. Optim., 2019

2015
Dynamic Conic Finance via Backward Stochastic Difference Equations.
[BibTeX]
[DOI]
Tomasz R. Bielecki
,
Igor Cialenco
,
Tao Chen
SIAM J. Financial Math., 2015


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