| Publication | Date of Publication | Type |
|---|
Stock market prediction based on adaptive training algorithm in machine learning
Quantitative Finance | 2022-05-27 | Paper |
An efficient computational method for statistical moments of Burger's equation with random initial conditions
Mathematical Problems in Engineering | 2019-07-30 | Paper |
The hyperbolic relaxation systems for the forced KdV equations with hydraulic falls
European Journal of Mechanics. B. Fluids | 2018-09-06 | Paper |
Relaxation model for the p-Laplacian problem with stiffness
Journal of Computational and Applied Mathematics | 2018-07-26 | Paper |
A study of wave trapping between two obstacles in the forced Korteweg-de Vries equation
Journal of Engineering Mathematics | 2018-03-07 | Paper |
A novel approach to detection of intrusions in computer networks via adaptive sequential and batch-sequential change-point detection methods
IEEE Transactions on Signal Processing | 2017-10-30 | Paper |
Numerical stability analysis of steady solutions for the forced KdV equation based on the polynomial chaos expansion
European Journal of Mechanics. B. Fluids | 2016-10-17 | Paper |
An adaptive averaging binomial method for option valuation
Operations Research Letters | 2014-05-15 | Paper |
A multi-dimensional local average lattice method for multi-asset models
Quantitative Finance | 2014-02-20 | Paper |
| A cost-effective modification of the trinomial method for option pricing | 2014-02-07 | Paper |
An improved binomial method for pricing Asian options
Communications of the Korean Mathematical Society | 2013-08-13 | Paper |
Dependence of polynomial chaos on random types of forces of KdV equations
Applied Mathematical Modelling | 2012-12-07 | Paper |
Detection of intrusions in information systems by sequential change-point methods
Statistical Methodology | 2012-10-19 | Paper |
Authors' response
Statistical Methodology | 2012-10-19 | Paper |
Numerical stability of symmetric solitary-wave-like waves of a two-layer fluid -- forced modified KdV equation
Mathematics and Computers in Simulation | 2012-08-28 | Paper |
An efficient binomial tree method for cliquet options
Journal of the Korean Society for Industrial and Applied Mathematics | 2012-07-13 | Paper |
A numerical scheme with a mesh on characteristics for the Cauchy problem for one-dimensional hyperbolic conservation laws
Communications of the Korean Mathematical Society | 2012-02-08 | Paper |
Variable time-stepping hybrid finite difference methods for pricing binary options
Bulletin of the Korean Mathematical Society | 2011-04-28 | Paper |
ADAPTIVE MESH REFINEMENT FOR WEIGHTED ESSENTIALLY NON-OSCILLATORY SCHEMES
Bulletin of the Korean Mathematical Society | 2009-05-22 | Paper |
Adaptive lattice methods for multi-asset models
Computers & Mathematics with Applications | 2009-03-12 | Paper |
| Two-step MacCormack method for statistical moments of a stochastic Burger's equation | 2008-02-15 | Paper |
Numerical solutions of Burgers' equation with random initial conditions using the Wiener chaos expansion and the Lax-Wendroff scheme
Applied Mathematics Letters | 2007-10-24 | Paper |
| scientific article; zbMATH DE number 2148609 (Why is no real title available?) | 2005-03-21 | Paper |
| scientific article; zbMATH DE number 2130803 (Why is no real title available?) | 2005-01-25 | Paper |
Risk management for petroleum reservoir production: A simulation-based study of prediction
Computational Geosciences | 2002-03-26 | Paper |
A stochastic anlaysis of the scale up problem for flow in porous media
Computational and Applied Mathematics | 1998-11-01 | Paper |
