Publications

publications by categories in reversed chronological order.

2024

  1. arXiv
    Convergence of the Adapted Smoothed Empirical Measures
    Songyan Hou
    arXiv preprint arXiv:2401.14883, 2024
    PDF

2023

  1. JMLR
    Instance-dependent generalization bounds via optimal transport
    Songyan Hou , Parnian Kassraie , Anastasis Kratsios , and 2 more authors
    Journal of Machine Learning Research, 2023
    PDF

2022

  1. arXiv
    Convergence of Adapted Empirical Measures on \(R^d \)
    Beatrice Acciaio , and Songyan Hou
    arXiv preprint arXiv:2211.10162, 2022
    PDF
  2. JRFM
    Deep partial hedging
    Songyan Hou , Thomas Krabichler , and Marcus Wunsch
    Journal of Risk and Financial Management, 2022
    PDF