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Xiaofei Shi
Xiaofei Shi
Assistant Professor, University of Toronto
Verified email at utoronto.ca - Homepage
Title
Cited by
Cited by
Year
On strategyproof conference review
Y Xu, H Zhao, X Shi, N Shah
Proceedings of the International Joint Conference on Artificial Intelligence …, 2019
73*2019
Asset pricing with general transaction costs: Theory and numerics
L Gonon, J Muhle‐Karbe, X Shi
Mathematical Finance 31 (2), 595-648, 2021
242021
Sublinear time numerical linear algebra for structured matrices
X Shi, DP Woodruff
Proceedings of the AAAI Conference on Artificial Intelligence 33 (01), 4918-4925, 2019
222019
Improved algorithms for adaptive compressed sensing
V Nakos, X Shi, DP Woodruff, H Zhang
arXiv preprint arXiv:1804.09673, 2018
202018
An Equilibrium Model for the Cross Section of Liquidity Premia
J Muhle-Karbe, X Shi, C Yang
Mathematics of Operations Research 48 (3), 1423-1453, 2023
52023
Dynamic Portfolio Choice with Intertemporal Hedging and Transaction Costs
J Muhle-Karbe, JA Sefton, X Shi
Available at SSRN 4522752, 2023
22023
Equilibrium asset pricing with transaction costs
X Shi
CARNEGIE MELLON UNIVERSITY PITTSBURGH, PA, USA, 2020
22020
The Price of Information
S Jaimungal, X Shi
arXiv preprint arXiv:2402.11864, 2024
12024
Deep Learning Algorithms for Hedging with Frictions
X Shi, D Xu, Z Zhang
Digital Finance, 2023
12023
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