Browsing "Faculty of Science" by Author gu, j

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TitleAuthor(s)Issue Date
 
Adaptive Online Portfolio Selection with Transaction Costs
Journal:European Journal of Operational Research
2021
 
Analysis of ranking data
Journal:Wiley Interdisciplinary Reviews: Computational Statistics
2019
 
Crystallization Learning with the Delaunay Triangulation
Proceeding/Conference:Proceedings of Machine Learning Research (PMLR)
2021
 
2015
 
Fast Algorithm for Generalized Multinomial Models with Ranking Data
Proceeding/Conference:Proceedings of Machine Learning Research (PMLR)
2019
 
Generalized Optimal Liquidation Problems Across Multiple Trading Venues
Journal:Journal of Industrial and Management Optimization
2022
A hidden Markov reduced-form risk model
Proceeding/Conference:Proceedings of the IEEE/IAFE Computational Intelligence for Financial Engineering (CIFEr)
2014
 
2014
 
2020
 
2017
 
2014
 
2022
 
Market-Making Strategy with Asymmetric Information and Regime-Switching
Journal:Journal of Economic Dynamics and Control
2018
 
O-demethoxylation is the initial step in dicamba degradation under sulfate-reducing conditions using marine sediment from the Pearl River Delta of China
Proceeding/Conference:Croucher Advanced Study Institute - Surface Adhesion and Biotechnological Applications. October 27-30, 2003. The University of Hong Kong, Hong Kong SAR, China
2003
 
On Infectious Model for Dependent Defaults
Journal:Risk and Decision Analysis
2017
On infectious models for dependent default risk
Proceeding/Conference:Proceedings of the International Joint Conference on Computational Sciences and Optimization, CSO 2011
2011
 
2013
 
2016
 
2019
 
On Pricing Basket Credit Default Swaps
Journal:Quantitative Finance
2013