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. Submitted, 2025. arXiv:2511.07235.
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.