Publications

Published

1. Ken Gu, Ruoxi Shang, Ruien Jiang, Keying Kuang, Richard-John Lin, Donghe Lyu, Yue Mao, Youran Pan, Teng Wu, Jiaqian Yu, Yikun Zhang, Tianmai M Zhang, Lanyi Zhu, Mike A Merrill, Jeffrey Heer, Tim Althoff (2024). BLADE: Benchmarking Language Model Agents for Data-Driven Science. Findings of EMNLP 2024, arXiv preprint arXiv:2408.09667.

In Process

1. Youran Pan, Kefei Liu, Mengyuan Wu, Xiaolong Li (in process). Ad-Hoc Stress Testing Model on Funding Rate Impacts: Integrating RandomForest Classification and Jump Diffusion for Extreme Risk Analysis.
2. Youran Pan, Yifan Mao, Yufei Teng, Xiaolong Li (in process). A Regime Switching Model for Cryptocurrency Future Based on Greedy Online Classification of Persistent Market States.
3. Yiping Lu, Youran Pan, Lucas Pauker, Jose Blanchet, Lexing Ying. Control Variate Construction via Ito’s Formula: Bias and Variance Reduction for Machine Learning High-dimensional PDEs.
4. Zhixiao Wang, Yahui Chai, Chengcheng Sun, Xiaobin Rui, Hao Mi, Youran Pan, Xinyu Zhang (2021). A Weighted Symmetric Graph Embedding Approach for Link Prediction in Undirected Graphs. Prepared submitted to Pattern Recognition, funded by NSFC (National Natural Science Foundation of China, No.61876186, No.61977061, No.61402482).

Dissertation

1. Youran Pan (2023). Using Deep Learning and FBSDEs to Solve Option Pricing and Trading Problems. In partial fulfillment of the requirements for the degree of Master of Science in Mathematics in Finance, supervised by Prof. Petter Kolm and Dr. Bernhard Hientzsch.
2. Youran Pan (2022). Shadows of Black Holes: A Computational Approach. In partial fulfillment of the requirements for the degree of Bachelor of Science in Applied Mathematics and Computational Sciences, supervised by Prof. Marcus Werner.
3. Youran Pan, Zikang Jia, Qitong Cao (2020). Dynamic Overbooking Air Transportation Model – Single-Leg Airline Revenue Management & Relative Adjustment to Covid-19. In partial fulfillment of the requirements for the completion of Math 406 Mathematical Modeling course at DKU, supervised by Prof. Shixin Xu.

Mathematical Modeling Competition

1. Youran Pan, Yiyang Sun, Zikang Jia (2021). Fungi’s Contribution to Carbon Cycle through Competition Model, Honorable Mention.
2. Youran Pan, Yiyang Sun, Zikang Jia (2020). Research on Dynamic Pricing of Car-Free Transportation Platform Based on Regression Model and Random Forest, Chinese National First Prize.
3. Youran Pan, Yiyang Sun, Zikang Jia (2020). Scottish North Fishing Company Management Decision based on Changing of Sea Surface Temperature, Successful Participant.