The following pages link to Lan Wu (Q274028):
Displayed 29 items.
- Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling (Q274029) (← links)
- VaR criteria for optimal limited change-loss and truncated change-loss reinsurance (Q372232) (← links)
- Asymptotics for dependent Bernoulli random variables (Q419150) (← links)
- Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate (Q763624) (← links)
- An inequality between Willmore functional and Weyl functional for submanifolds in space forms (Q1042463) (← links)
- Initial collapse of braced elliptical tubes under lateral compression (Q1384275) (← links)
- Nonnegative-Lasso and application in index tracking (Q1615217) (← links)
- Sequential fault-tolerant fusion estimation for multisensor time-varying systems (Q1727096) (← links)
- Proper biharmonic submanifolds in a sphere (Q1943030) (← links)
- Experimental analyses of collapse behaviors of braced elliptical tubes under lateral compression (Q1960807) (← links)
- How fast does it diverge? Discrete hedging error with transaction costs (Q2046239) (← links)
- Two identities and closed-form formulas for the Bernoulli numbers in terms of central factorial numbers of the second kind (Q2100888) (← links)
- On the exact solitary wave solutions to the new \((2+1)\) and \((3+1)\)-dimensional extensions of the Benjamin-Ono equations (Q2247639) (← links)
- Nonnegative elastic net and application in index tracking (Q2396496) (← links)
- Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles (Q2445992) (← links)
- Optimal control problem for an insurance surplus model with debt liability (Q2875739) (← links)
- (Q4376330) (← links)
- (Q4545727) (← links)
- (Q4545728) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- Double-jump diffusion model for VIX: evidence from VVIX (Q4555075) (← links)
- (Q4687768) (← links)
- (Q4981481) (← links)
- A significance test for the elastic net and its asymptotic distribution with general predictors (Q5064113) (← links)
- Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm (Q5068092) (← links)
- Consistent estimation of the number of regimes in Markov-switching autoregressive models (Q5081005) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- (Q5325485) (← links)
- (Q5740118) (← links)