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Coherence as uncertainty 期刊论文
PHYSICAL REVIEW A, 2021, 卷号: 103, 期号: 4, 页码: 9
Authors:  Sun, Yuan;  Luo, Shunlong
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Sample average approximation of CVaR-based hedging problem with a deep-learning solution 期刊论文
NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2021, 卷号: 56, 页码: 14
Authors:  Peng, Cheng;  Li, Shuang;  Zhao, Yanlong;  Bao, Ying
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Conditional Value-at-Risk  Hedging strategies  Deep learning  Theoretical guarantee  Sample average approximation  Uniform convergence  
Kernels of conditional determinantal measures and the Lyons-Peres completeness conjecture 期刊论文
JOURNAL OF THE EUROPEAN MATHEMATICAL SOCIETY, 2021, 卷号: 23, 期号: 5, 页码: 1477-1519
Authors:  Bufetov, Alexander, I;  Qiu, Yanqi;  Shamov, Alexander
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Determinantal point processes  Lyons-Peres completeness conjecture  conditional measures  tail triviality  measure-valued martingales  operator-valued martingales  
Stock Market Volatility and Return Analysis: A Systematic Literature Review 期刊论文
ENTROPY, 2020, 卷号: 22, 期号: 5, 页码: 18
Authors:  Bhowmik, Roni;  Wang, Shouyang
Favorite  |  View/Download：17/0  |  Submit date：2020/09/23
stock returns  volatility  GARCH family model  complexity in market volatility forecasting  
Energy conditional measures and 2D turbulence 期刊论文
JOURNAL OF MATHEMATICAL PHYSICS, 2020, 卷号: 61, 期号: 1, 页码: 22
Authors:  Flandoli, Franco;  Luo, Dejun
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Likelihood ratio-type tests in weighted composite quantile regression of DTARCH models 期刊论文
SCIENCE CHINA-MATHEMATICS, 2019, 卷号: 62, 期号: 12, 页码: 2571-2590
Authors:  Liu, Xiaoqian;  Song, Xinyuan;  Zhou, Yong
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DTARCH model  quantile  weighted composite quantile regression  modified likelihood ratio test  restricted WCQR estimators  unrestricted WCQR estimators  
Semiparametric estimation of differences in treatment-specific recurrent event means with a terminal event 期刊论文
STATISTICS AND ITS INTERFACE, 2019, 卷号: 12, 期号: 1, 页码: 1-9
Authors:  Sun, Xiaowei;  Sun, Liuquan
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Additive models  Marginal mean  Recurrent events  Semiparametric method  Terminal event  Treatment effect  
Equivalence of Palm measures for determinantal point processes governed by Bergman kernels 期刊论文
PROBABILITY THEORY AND RELATED FIELDS, 2018, 卷号: 172, 期号: 1-2, 页码: 31-69
Authors:  Bufetov, Alexander I.;  Fan, Shilei;  Qiu, Yanqi
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Bergman kernel  Determinantal point process  Conditional measure  Deletion and insertion tolerance  Palm equivalence  Monotone coupling  
Model-free feature screening for ultrahigh-dimensional data conditional on some variables 期刊论文
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 2018, 卷号: 70, 期号: 2, 页码: 283-301
Authors:  Liu, Yi;  Wang, Qihua
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Conditional distance correlation  Feature selection  Sure screening property  High-dimensional data  
Testing Association between Mixed Type Outcomes and Covariates Jointly by the Use of a Latent Variable 期刊论文
SCIENTIFIC REPORTS, 2017, 卷号: 7, 期号: 8006, 页码: 10
Authors:  Zhu, Jiayan;  Zhang, Wei;  Li, Qizhai;  Li, Zhengbang;  Zhu, Jiayan;  Zhang, Wei;  Li, Qizhai;  Li, Zhengbang
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