Zhou Fan

Selected Publications

Optimal Automated Market Makers: Differentiable Economics and Strong Duality.
Michael J. Curry, Zhou Fan, David C. Parkes.
Preprint. [Link]
Transfer Learning for Bayesian Optimization on Heterogeneous Search Spaces.
Zhou Fan, Xinran Han, Zi Wang.
Transactions on Machine Learning Research (TMLR), February 2024. [Link]
Strategic Liquidity Provision in Uniswap v3.
Zhou Fan, Francisco Marmolejo-Cossío, Daniel J. Moroz, Michael Neuder, Rithvik Rao, David C. Parkes.
Advances in Financial Technologies (AFT) 2023. [Link]
HyperBO+: Pre‑training a universal hierarchical Gaussian process prior for Bayesian optimization.
Zhou Fan, Xinran Han, Zi Wang.
NeurIPS Workshop on Gaussian Processes, Spatiotemporal Modeling, and Decision-making Systems, 2022. [Link]
Differential Liquidity Provision in Uniswap v3 and Implications for Contract Design.
Zhou Fan*, Francisco Marmolejo-Cossío*, Ben Altschuler, He Sun, Xintong Wang and David C. Parkes.
ACM International Conference on AI in Finance (ICAIF) 2022. [Link]
Hybrid Actor-Critic Reinforcement Learning in Parameterized Action Space.
Zhou Fan*, Rui Su*, Weinan Zhang and Yong Yu.
International Joint Conferences on Artificial Intelligence (IJCAI) 2019. [Link]