| Policy gradient and actor-critic learning in continuous time and space: Theory and algorithms Y Jia, XY Zhou Journal of Machine Learning Research 23 (275), 1-50, 2022 | 45 | 2022 |
| Policy evaluation and temporal-difference learning in continuous time and space: A martingale approach Y Jia, XY Zhou Journal of Machine Learning Research 23 (154), 1-55, 2022 | 43 | 2022 |
| Learning equilibrium mean‐variance strategy M Dai, Y Dong, Y Jia Mathematical Finance 33 (4), 1166-1212, 2023 | 16 | 2023 |
| q-Learning in continuous time Y Jia, XY Zhou Journal of Machine Learning Research 24 (161), 1-61, 2023 | 14 | 2023 |
| The wisdom of the crowd and prediction markets M Dai, Y Jia, S Kou Journal of econometrics 222 (1), 561-578, 2021 | 11 | 2021 |
| Herding in probabilistic forecasts Y Jia, J Keppo, V Satopää Management Science 69 (5), 2713-2732, 2023 | 4 | 2023 |
| Achieving mean–variance efficiency by continuous-time reinforcement learning Y Huang, Y Jia, X Zhou Proceedings of the Third ACM International Conference on AI in Finance, 377-385, 2022 | 3 | 2022 |
| Learning Merton's Strategies in an Incomplete Market: Recursive Entropy Regularization and Biased Gaussian Exploration M Dai, Y Dong, Y Jia, XY Zhou arXiv preprint arXiv:2312.11797, 2023 | 2 | 2023 |
| Continuous-time Risk-sensitive Reinforcement Learning via Quadratic Variation Penalty Y Jia arXiv preprint arXiv:2404.12598, 2024 | | 2024 |
| Aggregating or Interacting?: The Role of Individual Overconfidence Y Jia, W Tang The Role of Individual Overconfidence (November 27, 2023), 2023 | | 2023 |
| A General Framework for Importance Sampling with Latent Markov Processes CD Fuh, Y Jia, S Kou Available at SSRN 4639335, 2023 | | 2023 |
| Crowd wisdom and prediction markets M Dai, Y Jia, S Kou | | |
| Crowd wisdom and prediction markets Y Jia | | |
