| Publication | Date of Publication | Type |
|---|
Strategic underreporting and optimal deductible insurance
ASTIN Bulletin | 2025-01-22 | Paper |
A two-layer stochastic game approach to reinsurance contracting and competition
Insurance Mathematics & Economics | 2025-01-17 | Paper |
Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain
ASTIN Bulletin | 2024-07-09 | Paper |
Hybrid learning based on Fisher linear discriminant
Information Sciences | 2024-05-27 | Paper |
Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional
SIAM Journal on Financial Mathematics | 2024-05-06 | Paper |
Stackelberg reinsurance chain under model ambiguity
Scandinavian Actuarial Journal | 2024-04-10 | Paper |
Stackelberg differential game for insurance under model ambiguity: general divergence
Scandinavian Actuarial Journal | 2023-07-12 | Paper |
Reinsurance games with two reinsurers: tree versus chain
European Journal of Operational Research | 2023-07-11 | Paper |
| Optimal moral-hazard-free reinsurance under extended distortion premium principles | 2023-04-18 | Paper |
Differentially private distributed logistic regression with the objective function perturbation
International Journal of Wavelets, Multiresolution and Information Processing | 2023-03-03 | Paper |
Hedging with automatic liquidation and leverage selection on bitcoin futures
European Journal of Operational Research | 2022-12-19 | Paper |
Short communication: cone-constrained monotone mean-variance portfolio selection under diffusion models
SIAM Journal on Financial Mathematics | 2022-11-04 | Paper |
Stackelberg differential game for insurance under model ambiguity
Insurance Mathematics & Economics | 2022-09-14 | Paper |
Generalization and learning rate of multi-class support vector classification and regression
International Journal of Wavelets, Multiresolution and Information Processing | 2022-09-01 | Paper |
A perturbation approach to optimal investment, liability ratio, and dividend strategies
Scandinavian Actuarial Journal | 2022-06-20 | Paper |
Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models
arXiv preprint | 2022-05-31 | Paper |
Mean-variance portfolio selection in contagious markets
SIAM Journal on Financial Mathematics | 2022-04-21 | Paper |
Online regularized pairwise learning with non-i.i.d. observations
International Journal of Wavelets, Multiresolution and Information Processing | 2022-03-17 | Paper |
The learning performance of support vector machine classification based on Markov sampling
Science China Information Sciences | 2021-12-15 | Paper |
SVM-boosting based on Markov resampling: theory and algorithm
Neural Networks | 2021-12-07 | Paper |
Bond indifference prices
Quantitative Finance | 2021-12-01 | Paper |
Optimal fee structure of variable annuities
Insurance Mathematics & Economics | 2021-11-19 | Paper |
Optimal bitcoin trading with inverse futures
Annals of Operations Research | 2021-11-09 | Paper |
Optimal bookmaking
European Journal of Operational Research | 2021-11-05 | Paper |
A set-valued Markov chain approach to credit default
Quantitative Finance | 2021-06-02 | Paper |
Generalization performance of Lagrangian support vector machine based on Markov sampling
Journal of Statistical Planning and Inference | 2021-05-07 | Paper |
Stress constrained multi-material topology optimization with the ordered SIMP method
Computer Methods in Applied Mechanics and Engineering | 2021-04-26 | Paper |
Quadratic hedging for sequential claims with random weights in discrete time
Operations Research Letters | 2021-04-07 | Paper |
Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process
Insurance Mathematics & Economics | 2021-03-17 | Paper |
Generalization ability of online pairwise support vector machine
Journal of Mathematical Analysis and Applications | 2021-03-04 | Paper |
Systemic risk and optimal fee for central clearing counterparty under partial netting
Operations Research Letters | 2019-06-11 | Paper |
A mathematical analysis of technical analysis
Applied Mathematical Finance | 2019-06-03 | Paper |
The consistency of least-square regularized regression with negative association sequence
International Journal of Wavelets, Multiresolution and Information Processing | 2018-06-07 | Paper |
| The generalization ability of online algorithm for \(\alpha \)-mixing sequence | 2018-01-29 | Paper |
| Multiple attribute decision-making method based on intuitionistic fuzzy soft information | 2018-01-29 | Paper |
Optimal investment with transaction costs under cumulative prospect theory in discrete time
Mathematics and Financial Economics | 2017-12-29 | Paper |
OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION
International Journal of Theoretical and Applied Finance | 2017-05-16 | Paper |
| New Bernstein's inequalities for dependent observations and applications to learning theory | 2015-06-29 | Paper |
Generalization performance of Gaussian kernels SVMC based on Markov sampling
Neural Networks | 2015-04-01 | Paper |
Optimal investment and risk control policies for an insurer: expected utility maximization
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Explicit solutions of optimal consumption, investment and insurance problems with regime switching
Insurance Mathematics & Economics | 2015-01-28 | Paper |
Generalization bounds of ERM algorithm with Markov chain samples
Acta Mathematicae Applicatae Sinica. English Series | 2014-08-29 | Paper |
Error analysis for the sparse graph-based semi-supervised classification algorithm
International Journal of Wavelets, Multiresolution and Information Processing | 2013-12-23 | Paper |
Learning rates of empirical risk minimization regression with beta-mixing inputs
Chinese Journal of Applied Probability and Statistics | 2012-10-05 | Paper |
Constructive estimation of approximation for trigonometric neural networks
International Journal of Wavelets, Multiresolution and Information Processing | 2012-08-22 | Paper |
Generalization bounds of ERM algorithm with \(V\)-geometrically ergodic Markov chains
Advances in Computational Mathematics | 2012-06-20 | Paper |
Traffic velocity distributions for different spacings
Journal of Tsinghua University. Science and Technology | 2012-06-01 | Paper |
Generalization performance of least-square regularized regression algorithm with Markov chain samples
Journal of Mathematical Analysis and Applications | 2012-02-11 | Paper |
| scientific article; zbMATH DE number 5943477 (Why is no real title available?) | 2011-08-25 | Paper |
Generalization bounds of regularization algorithms derived simultaneously through hypothesis space complexity, algorithmic stability and data quality
International Journal of Wavelets, Multiresolution and Information Processing | 2011-08-16 | Paper |
Learning performance of Tikhonov regularization algorithm with geometrically beta-mixing observations
Journal of Statistical Planning and Inference | 2011-01-18 | Paper |
The generalization performance of ERM algorithm with strongly mixing observations
Machine Learning | 2010-10-07 | Paper |
Learning from uniformly ergodic Markov chains
Journal of Complexity | 2009-06-11 | Paper |
| scientific article; zbMATH DE number 5524586 (Why is no real title available?) | 2009-03-06 | Paper |
| On the consistency of the empirical risk minimization principle based on algorithmic stability | 2009-03-06 | Paper |
| The bound for the rate of uniform convergence for a learning machine based on an \(\alpha\)-mixing sequence | 2008-01-14 | Paper |
The performance bounds of learning machines based on exponentially strongly mixing sequences
Computers & Mathematics with Applications | 2007-11-02 | Paper |
The Generalization Performance of Learning Machine with NA Dependent Sequence
Rough Sets and Knowledge Technology | 2007-09-07 | Paper |
Distributed Computing – IWDC 2005
Lecture Notes in Computer Science | 2006-10-10 | Paper |
Advances in Neural Networks – ISNN 2005
Lecture Notes in Computer Science | 2005-11-23 | Paper |
