Xiaofei Shi

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All published works

Action	Title	Year	Authors
+ PDF Chat	Deep learning algorithms for hedging with frictions	2023	Xiaofei Shi Daran Xu Zhanhao Zhang
+ PDF Chat	An Equilibrium Model for the Cross Section of Liquidity Premia	2022	Johannes Muhle‐Karbe Xiaofei Shi Chen Yang
+ PDF Chat	On the randomness analysis of link quality prediction: limitations and benefits	2022	Liao Wenxing Xiaofei Shi
+ PDF Chat	Asset pricing with general transaction costs: Theory and numerics	2021	Lukas Gonon Johannes Muhle‐Karbe Xiaofei Shi
+	Design of Link-Quality-prediction-based Software-Defined Wireless Sensor Networks	2021	Liao Wenxing Xiaofei Shi
+	Deep Learning Algorithms for Hedging with Frictions	2021	Xiaofei Shi Daran Xu Zhanhao Zhang
+	On the randomness analysis of link quality prediction: limitations and benefits	2021	Xiaofei Shi Liao Wenxing
+	An Equilibrium Model for the Cross-Section of Liquidity Premia	2020	Johannes Muhle‐Karbe Xiaofei Shi Chen Yang
+ PDF Chat	An Equilibrium Model for the Cross-Section of Liquidity Premia	2020	Johannes Muhle‐Karbe Xiaofei Shi Chen Yang
+	On Strategyproof Conference Peer Review	2019	Yichong Xu Han Zhao Xiaofei Shi Nihar B. Shah
+ PDF Chat	Sublinear Time Numerical Linear Algebra for Structured Matrices	2019	Xiaofei Shi David P. Woodruff
+	Asset Pricing with General Transaction Costs: Theory and Numerics	2019	Lukas Gonon Johannes Muhle‐Karbe Xiaofei Shi
+ PDF Chat	Textured heterogeneity in square artificial spin ice	2019	J. C. T. Lee Shrawan Mishra Vinayak Bhat Robert Streubel Barry Farmer Xiaofei Shi L. E. De Long Ian McNulty Peter Fischer S. D. Kevan
+	Sublinear Time Numerical Linear Algebra for Structured Matrices	2019	Xiaofei Shi David P. Woodruff
+ PDF Chat	Asset Pricing with General Transaction Costs: Theory and Numerics	2019	Lukas Gonon Johannes Muhle‐Karbe Xiaofei Shi
+	Asset Pricing with General Transaction Costs: Theory and Numerics	2019	Lukas Gonon Johannes Muhle‐Karbe Xiaofei Shi
+	Improved Algorithms for Adaptive Compressed Sensing	2018	Vasileios Nakos Xiaofei Shi David P. Woodruff Hongyang Zhang
+	On Strategyproof Conference Peer Review	2018	Yichong Xu Han Zhao Xiaofei Shi Jeremy Zhang Nihar B. Shah
+	Improved Algorithms for Adaptive Compressed Sensing.	2018	Vasileios Nakos Xiaofei Shi David P. Woodruff Hongyang Zhang
+ PDF Chat	Coupled Skyrmion Sublattices in<mml:math xmlns:mml="http://www.w3.org/1998/Math/MathML" display="inline"><mml:msub><mml:mrow><mml:mi>Cu</mml:mi></mml:mrow><mml:mn>2</mml:mn></mml:msub><mml:msub><mml:mrow><mml:mi>OSeO</mml:mi></mml:mrow><mml:mn>3</mml:mn></mml:msub></mml:math>	2014	M. C. Langner Sujoy Roy Shrawan Mishra J. C. T. Lee Xiaofei Shi Md.A. Hossain Yi‐De Chuang S. Seki Yoshinori Tokura S. D. Kevan

Common Coauthors

Coauthor	Papers Together
Johannes Muhle‐Karbe	7
Lukas Gonon	4
David P. Woodruff	4
Chen Yang	3
Liao Wenxing	3
Hongyang Zhang	2
Yichong Xu	2
Sujoy Roy	2
S. D. Kevan	2
Nihar B. Shah	2
J. C. T. Lee	2
Vasileios Nakos	2
Shrawan Mishra	2
Daran Xu	2
Hongyang Zhang	2
Yi‐De Chuang	1
Robert Streubel	1
Jeremy Zhang	1
Barry Farmer	1
Yoshinori Tokura	1
Peter Fischer	1
Zhanhao Zhang	1
L. E. De Long	1
M. C. Langner	1
R. W. Schoenlein	1
Han Zhao	1
S. Seki	1
Zhanhao Zhang	1
Han Zhao	1
Md.A. Hossain	1
Ian McNulty	1
Vinayak Bhat	1

Commonly Cited References

Action	Title	Year	Authors	# of times referenced
+ PDF Chat	TRADING WITH SMALL PRICE IMPACT	2015	Ludovic Moreau Johannes Muhle‐Karbe H. Meté Soner	6
+ PDF Chat	Hedging with temporary price impact	2016	Peter Bank H. Meté Soner Moritz Voß	6
+ PDF Chat	Equilibrium returns with transaction costs	2018	Bruno Bouchard Masaaki Fukasawa Martin Herdegen Johannes Muhle‐Karbe	6
+ PDF Chat	Existence of a Radner equilibrium in a model with transaction costs	2018	Kim Weston	5
+	Mean Reversion Pays, but Costs	2011	R. J. Martin Torsten Schöneborn	4
+ PDF Chat	Ordinary Differential Equations with Applications	1999	Carmen Chicone	4
+ PDF Chat	Convergence of the deep BSDE method for coupled FBSDEs	2020	Jiequn Han Jihao Long	4
+	Solving high-dimensional partial differential equations using deep learning	2018	Jiequn Han Arnulf Jentzen E Weinan	4
+ PDF Chat	THE GENERAL STRUCTURE OF OPTIMAL INVESTMENT AND CONSUMPTION WITH SMALL TRANSACTION COSTS	2015	Jan Kallsen Johannes Muhle‐Karbe	4
+ PDF Chat	Homogenization and Asymptotics for Small Transaction Costs	2013	H. Meté Soner Nizar Touzi	4
+ PDF Chat	Taylor approximation of incomplete Radner equilibrium models	2015	Jin Hyuk Choi Kasper Larsen	4
+ PDF Chat	Asset pricing with general transaction costs: Theory and numerics	2021	Lukas Gonon Johannes Muhle‐Karbe Xiaofei Shi	3
+ PDF Chat	An explicit formula for the Skorokhod map on [0, a]	2007	Łukasz Kruk John P. Lehoczky Kavita Ramanan Steven E. Shreve	3
+ PDF Chat	Asymptotic lower bounds for optimal tracking: A linear programming approach	2017	Jiatu Cai Mathieu Rosenbaum Peter Tankov	3
+ PDF Chat	Portfolio choice with small temporary and transient price impact	2019	Ibrahim Ekren Johannes Muhle‐Karbe	3
+ PDF Chat	An example of a stochastic equilibrium with incomplete markets	2011	Gordan Žitković	3
+ PDF Chat	Transaction costs, trading volume, and the liquidity premium	2013	Stefan Gerhold Paolo Guasoni Johannes Muhle‐Karbe Walter Schachermayer	3
+ PDF Chat	Crossover from Linear to Square-Root Market Impact	2019	Frédéric Bucci Michael Benzaquen Fabrizio Lillo Jean‐Philippe Bouchaud	3
+	Scaling limits of processes with fast nonlinear mean reversion	2019	Thomas Cayé Martin Herdegen Johannes Muhle‐Karbe	3
+ PDF Chat	A class of globally solvable Markovian quadratic BSDE systems and applications	2018	Hao Xing Gordan Žitković	3
+ PDF Chat	Optimal trading with linear costs	2012	Joachim de Lataillade Cyril Deremble Marc Potters Jean‐Philippe Bouchaud	3
+	On polynomial mixing bounds for stochastic differential equations	1997	A. Yu. Veretennikov	3
+ PDF Chat	Equilibrium Asset Pricing with Transaction Costs	2019	Martin Herdegen Johannes Muhle‐Karbe Dylan Possamaï	2
+ PDF Chat	Peer-review in a world with rational scientists: Toward selection of the average	2011	Stefan Thurner Rudolf Hanel	2
+	A Stabilized Superfast Solver for Nonsymmetric Toeplitz Systems	2001	Marc Van Barel Georg Heinig Peter Kravanja	2
+	Sketching as a Tool for Numerical Linear Algebra	2014	David P. Woodruff	2
+ PDF Chat	Asset pricing with heterogeneous beliefs and illiquidity	2020	Johannes Muhle‐Karbe Marcel Nutz Xiaowei Tan	2
+ PDF Chat	Equilibrium asset pricing with transaction costs	2021	Martin Herdegen Johannes Muhle‐Karbe Dylan Possamaï	2
+	A superfast method for solving Toeplitz linear least squares problems	2003	Marc Van Barel Georg Heinig Peter Kravanja	2
+ PDF Chat	Incentive Design in Peer Review: Rating and Repeated Endogenous Matching	2018	Yuanzhang Xiao Florian Dörfler Mihaela van der Schaar	2
+ PDF Chat	Uniform Sampling for Matrix Approximation	2015	Michael B. Cohen Yin Tat Lee Cameron Musco Christopher Musco Richard Peng Aaron Sidford	2
+ PDF Chat	Optimizing Positional Scoring Rules for Rank Aggregation	2017	Ioannis Caragiannis Xenophon Chatzigeorgiou George A. Krimpas Alexandros A. Voudouris	2
+ PDF Chat	Telescope time without tears: a distributed approach to peer review	2009	M. R. Merrifield Donald G. Saari	2
+ PDF Chat	Low-distortion subspace embeddings in input-sparsity time and applications to robust linear regression	2013	Xiangrui Meng Michael W. Mahoney	2
+ PDF Chat	Hedging, arbitrage and optimality with superlinear frictions	2015	Paolo Guasoni Miklós Rásonyi	2
+ PDF Chat	Dimensionality Reduction for k-Means Clustering and Low Rank Approximation	2015	Michael B. Cohen Sam Elder Cameron Musco Christopher Musco Madalina Persu	2
+ PDF Chat	Randomized Algorithms for Matrices and Data	2012	Michael W. Mahoney	2
+	Batch Normalization: Accelerating Deep Network Training by Reducing Internal Covariate Shift	2015	Sergey Ioffe Christian Szegedy	2
+	Solvability of backward stochastic differential equations with quadratic growth	2007	Revaz Tevzadze	2
+	On the existence and uniqueness of solutions to FBSDEs in a non-degenerate case	2002	François Delarue	2
+ PDF Chat	Fast and scalable polynomial kernels via explicit feature maps	2013	Ninh Pham Rasmus Pagh	2
+	Asymptotics for Small Nonlinear Price Impact: a PDE Homogenization Approach to the Multidimensional Case	2018	Erhan Bayraktar Thomas Cayé Ibrahim Ekren	2
+	Tuned Models of Peer Assessment in MOOCs	2013	Chris Piech Jonathan Huang Zhenghao Chen Chuong Do Andrew Y. Ng Daphne Koller	2
+	Sketching Structured Matrices for Faster Nonlinear Regression	2013	Haim Avron Vikas Sindhwani David P. Woodruff	2
+ PDF Chat	OSNAP: Faster Numerical Linear Algebra Algorithms via Sparser Subspace Embeddings	2013	Jelani Nelson Huy L. Nguyễn	2
+	Design and Analysis of the NIPS 2016 Review Process	2017	Nihar B. Shah Behzad Tabibian Krikamol Muandet Isabelle Guyon Ulrike von Luxburg	2
+	Fast Algorithms for Toeplitz Least Squares Problems	2004	Georg Heinig	2
+ PDF Chat	Sublinear Time Low-Rank Approximation of Positive Semidefinite Matrices	2017	Cameron Musco David P. Woodruff	2
+	How to Analyze Paired Comparison Data	2011	Kristi Tsukida Maya R. Gupta	2
+ PDF Chat	<i>Colloquium</i>: Topological insulators	2010	M. Zahid Hasan C. L. Kane	1