Publications
Publications
W. Gangbo, J. Wu, Z. Zhang. Potential Mean-Field Games on Graphs and Their Master Equation. Forthcoming, 2025.
E. Bayraktar, Q. Feng, Z. Zhang, Z. Zhang. Deep Neural Operator Learning for Probabilistic Models. Forthcoming, 2025.
E. Bayraktar, Q. Feng, and Z. Zhang. Deep Signature Algorithm for Multidimensional Path-Dependent Options. SIAM Journal on Financial Mathematics 15 (1), 194-214, 2024
Q. Feng, M. Luo and Z. Zhang. Deep Signature FBSDE Algorithm, Numerical Algebra, Control and Optimization, 13(3&4): 500-522, 2023.
A. Capponi and Z. Zhang. Risk Preferences and Efficiency of Household Portfolios. Submitted, 2020. arXiv:2010.13928.
Y. Saporito and Z. Zhang. PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations, SIAM Journal on Financial Mathematics, Vol. 12(3), p.912-940, 2021.
J.-P. Fouque and Z. Zhang. Deep Learning Methods for Mean Field Control Problems with Delay, Front. Appl. Math. Stat., 6:11, 2020.
J.-P. Fouque and Z. Zhang. Mean Field Game with Delay: A Toy Model, Risks, 6(3), 90, 1-17, 2018.