Chao Zhou
YOU?
Author Swipe
View article: Renal cell carcinoma organoids for precision medicine: bridging the gap between models and patients
Renal cell carcinoma organoids for precision medicine: bridging the gap between models and patients Open
Renal cell carcinoma (RCC) poses significant challenges to precision oncology due to its pronounced molecular heterogeneity and complex tumor microenvironment (TME). Traditional two-dimensional (2D) cultures and animal models fall short in…
View article: Renal epidermoid cyst mimicking renal tuberculous abscess: a case report
Renal epidermoid cyst mimicking renal tuberculous abscess: a case report Open
Renal epidermoid cysts (RECs) are exceedingly rare benign cystic lesions, with only 15 histologically confirmed cases reported worldwide to date. Due to their non-specific clinical and radiological features, they are often misdiagnosed pre…
View article: Effects of Postweld Heat Treatment on Interfacial Behavior and Mechanical Properties of Joints Welded with Cu/Ni-Cr Alloy
Effects of Postweld Heat Treatment on Interfacial Behavior and Mechanical Properties of Joints Welded with Cu/Ni-Cr Alloy Open
Welded cable composed of nickel–chromium (Ni-Cr) alloy and copper is a crucial component in the resistance heating technology used for heavy oil production. Tungsten inert gas (TIG) welding was employed to join the copper and Ni-Cr alloy u…
View article: Second order BSDEs with jumps by measurable selection argument
Second order BSDEs with jumps by measurable selection argument Open
International audience
View article: Microstructure and Characteristics of the Welded Joint between Ni-Cr Alloys and Copper
Microstructure and Characteristics of the Welded Joint between Ni-Cr Alloys and Copper Open
In the field of petroleum extraction, the welding technology of the core wire (the hybrid structure of copper and the Ni-Cr alloy) in high-power oilfield heaters is a key process that determines the efficiency of the heater. Using the tung…
View article: $L_p$-norm Distortion-Efficient Adversarial Attack
$L_p$-norm Distortion-Efficient Adversarial Attack Open
Adversarial examples have shown a powerful ability to make a well-trained model misclassified. Current mainstream adversarial attack methods only consider one of the distortions among $L_0$-norm, $L_2$-norm, and $L_\infty$-norm. $L_0$-norm…
View article: Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size
Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size Open
This paper deals with a class of neural SDEs and studies the limiting behavior of the associated sampled optimal control problems as the sample size grows to infinity. The neural SDEs with $N$ samples can be linked to the $N$-particle syst…
View article: Dynamic Coalition Portfolio Selection with Recursive Utility
Dynamic Coalition Portfolio Selection with Recursive Utility Open
In this paper, we consider a dynamic coalition portfolio selection problem, with each agent's objective given by an Epstein--Zin recursive utility. To find a Pareto optimum, the coalition's problem is formulated as an optimization problem …
View article: Linear-Quadratic Mean Field Control with Non-Convex Data
Linear-Quadratic Mean Field Control with Non-Convex Data Open
In this manuscript, we study a class of linear-quadratic (LQ) mean field control problems with a common noise and their corresponding $N$-particle systems. The mean field control problems considered are not standard LQ mean field control p…
View article: Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter
Forecasting Volatility with Machine Learning and Rough Volatility: Example from the Crypto-Winter Open
We extend the application and test the performance of a recently introduced volatility prediction framework encompassing LSTM and rough volatility. Our asset class of interest is cryptocurrencies, at the beginning of the "crypto-winter" in…
View article: Large Ranking Games with Diffusion Control
Large Ranking Games with Diffusion Control Open
We consider a symmetric stochastic differential game where each player can control the diffusion intensity of an individual dynamic state process, and the players whose states at a deterministic finite time horizon are among the best [Form…
View article: Robust Equilibrium Strategy for Mean-Variance Portfolio Selection
Robust Equilibrium Strategy for Mean-Variance Portfolio Selection Open
The classical mean-variance portfolio selection problem induces time-inconsistent (precommited) strategies (see Zhou and Li (2000)). To overcome this time-inconsistency, Basak and Chabakauri (2010) introduce the game theoretical approach a…
View article: Bank monitoring incentives under moral hazard and adverse selection
Bank monitoring incentives under moral hazard and adverse selection Open
In this paper, we extend the optimal securitization model of Pagès and Possamaï and Pagès between an investor and a bank to a setting allowing both moral hazard and adverse selection. Following the recent approach to these problems of Cvit…
View article: Geopolitical risk, economic policy uncertainty and global oil price volatility —an empirical study based on quantile causality nonparametric test and wavelet coherence
Geopolitical risk, economic policy uncertainty and global oil price volatility —an empirical study based on quantile causality nonparametric test and wavelet coherence Open
This paper uses bivariate quantile causality nonparametric test and wavelet coherence to analyze the impacts of geopolitical risks and global economic policy uncertainty on global oil market price fluctuations. Quantitative results show th…
View article: Portfolio liquidation under factor uncertainty
Portfolio liquidation under factor uncertainty Open
We study an optimal liquidation problem under the ambiguity with respect to price impact parameters. Our main results show that the value function and the optimal trading strategy can be characterized by the solution to a semi-linear PDE w…
View article: Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors
Power Forward Performance in Semimartingale Markets with Stochastic Integrated Factors Open
We study the forward investment performance process (FIPP) in an incomplete semimartingale market model with closed and convex portfolio constraints, when the investor's risk preferences are of the power form. We provide necessary and suff…
View article: Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators
Backward stochastic differential equations and backward stochastic Volterra integral equations with anticipating generators Open
For a backward stochastic differential equation (BSDE, for short), when the generator is not progressively measurable, it might not admit adapted solutions, shown by an example. However, for backward stochastic Volterra integral equations …
View article: Robust exploratory mean-variance problem with drift uncertainty
Robust exploratory mean-variance problem with drift uncertainty Open
We solve a min-max problem in a robust exploratory mean-variance problem with drift uncertainty in this paper. It is verified that robust investors choose the Sharpe ratio with minimal $L^2$ norm in an admissible set. A reinforcement learn…
View article: Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach
Portfolio diversification and model uncertainty: A robust dynamic mean‐variance approach Open
This paper focuses on a dynamic multi‐asset mean‐variance portfolio selection problem under model uncertainty. We develop a continuous time framework for taking into account ambiguity aversion about both expected return rates and correlati…
View article: Mean Field Portfolio Games in Incomplete Markets: Nonconstant Equilibria Do Not Exist in $L^\infty$
Mean Field Portfolio Games in Incomplete Markets: Nonconstant Equilibria Do Not Exist in $L^\infty$ Open
We study mean field portfolio games in incomplete markets with random market parameters, where each player is concerned with not only her own wealth but also the relative performance to her competitors. We use the martingale optimality pri…