Papers, Preprints & Projects

Quantitative Finance

Market Making of Options via Reinforcement Learnings, 2023.
Zhou Fang, and Haiqing Xu.
https://arxiv.org/abs/2307.01814

Over-the-Counter Market Making via Reinforcement Learning, 2023.
Zhou Fang, and Haiqing Xu.
https://arxiv.org/abs/2307.01816

Continuous-Time Path-Dependent Exploratory Mean-Variance Portfolio Construction, 2023.
Zhou Fang.
https://arxiv.org/abs/2303.02298

Electricity Virtual Bidding Strategy Via Entropy-Regularized Stochastic Control Method, 2023.
Zhou Fang.
https://arxiv.org/abs/2303.02303

Course Projects & Presentations

Bayesian Model of Stochastic Volatility, 2023
Zhou Fang, and Saiyang Zhang
Slides Link

High Frequency Volatility Estimation, 2023
Zhou Fang, and Nate Hattersley
Slides Link

Adversarial Defense Using Deep Image Priors for Deep Image Models, 2021
Zhou Fang, Daniel Almeraz, and Shivang Singh
Paper Link

Active 3D Reconstruction by Using Ego-centric Camera, 2021
Zhou Fang, and Mingyo Seo
Paper Link