Li-Hsien Sun

Identifiers

• name variant Li-Hsien Sun 0.60 · backfill

Papers (9)

1. Change-point estimation for Weibull time series with copula-based Markov models stat.ME · 2026 · author #1
2. Mean field social optimization: feedback person-by-person optimality and the dynamic programming equation math.OC · 2025 · author #3
3. Partial Information in a Mean-Variance Portfolio Selection Game q-fin.MF · 2023 · author #2
4. Systemic Risk and Heterogeneous Mean Field Type Interbank Network q-fin.MF · 2019 · author #1
5. Expected exponential utility maximization of insurers with a general diffusion factor model : The complete market case q-fin.PM · 2019 · author #3
6. Portfolio Optimization with Delay Factor Models q-fin.MF · 2018 · author #2
7. Systemic Risk and Interbank Lending q-fin.MF · 2016 · author #1
8. Systemic Risk and Stochastic Games with Delay q-fin.MF · 2016 · author #4
9. Mean Field Games and Systemic Risk q-fin.PR · 2013 · author #3

Mentions

• 2605.29541 #1 · arxiv_oai · confidence 0.70 Li-Hsien Sun
• 1308.2172 #3 · backfill · confidence 0.70 Li-Hsien Sun
• 1907.03082 #1 · arxiv_oai · confidence 0.70 Li-Hsien Sun
• 1611.06672 #1 · arxiv_oai · confidence 0.70 Li-Hsien Sun
• 2508.14236 #3 · arxiv_oai · confidence 0.70 Li-Hsien Sun

Frequent Coauthors

• Shuenn-Jyi Sheu 3 shared papers
• Jean-Pierre Fouque 2 shared papers
• Rene Carmona 2 shared papers
• Chi-Yang Chiu 1 shared papers
• Hiroaki Hata 1 shared papers
• Minyi Huang 1 shared papers
• Ning Ning 1 shared papers
• Seyyed Mostafa Mousavi 1 shared papers
• Yi-Ling Huang 1 shared papers
• Yu-Jui Huang 1 shared papers
• Zheng Zhang 1 shared papers
• Zong-Yuan Huang 1 shared papers