Concepedia

Haoran Wang

HW

8

Publications

327

Citations

8

H-Index

2018

Active since

Affiliations

Columbia University(Current)

Vanguard (United States)

Haoran Wang is an author at Columbia University specializing in finance, portfolio optimization, and asset pricing.

Top concepts

FinanceBusinessAsset PricingMachine LearningPortfolio OptimizationManagementEngineeringPortfolio SelectionEducationForecasting

Publications per year

2018–2023

8

Publications

8

Continuous‐time mean–variance portfolio selection: A reinforcement learning framework

Haoran Wang, Xun Yu Zhou · Mathematical Finance · 2020 · 121 citations

Portfolio Optimization, Machine Learning, Reinforcement Learning (Computer Engineering) +15

Reinforcement Learning in Continuous Time and Space: A Stochastic Control Approach

Haoran Wang, Thaleia Zariphopoulou, Xun Yu Zhou · Journal of Machine Learning Research · 2020 · 84 citations

Uncertainty Quantification, Continuous Time, Stochastic System +5

Exploration Versus Exploitation in Reinforcement Learning: A Stochastic Control Approach

Haoran Wang, Thaleia Zariphopoulou, Xun Yu Zhou · SSRN Electronic Journal · 2019 · 33 citations · Full text

Continuous-Time Mean-Variance Portfolio Selection: A Reinforcement Learning Framework

Haoran Wang, Xun Yu Zhou · arXiv (Cornell University) · 2019 · 28 citations · Full text

Exploration versus exploitation in reinforcement learning: a stochastic control approach

Haoran Wang, Thaleia Zariphopoulou, Xunyu Zhou · arXiv (Cornell University) · 2018 · 20 citations · Full text

Artificial Intelligence, Engineering, Machine Learning +10

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