Lan Wu

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Two identities and closed-form formulas for the Bernoulli numbers in terms of central factorial numbers of the second kind
Demonstratio Mathematica
2022-11-25Paper
Consistent estimation of the number of regimes in Markov-switching autoregressive models
Communications in Statistics: Theory and Methods
2022-06-01Paper
Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm
Quantitative Finance
2022-04-05Paper
A significance test for the elastic net and its asymptotic distribution with general predictors
SCIENTIA SINICA Mathematica
2022-03-21Paper
On the exact solitary wave solutions to the new \((2+1)\) and \((3+1)\)-dimensional extensions of the Benjamin-Ono equations
Advances in Mathematical Physics
2021-11-17Paper
How fast does it diverge? Discrete hedging error with transaction costs
Acta Mathematicae Applicatae Sinica. English Series
2021-08-17Paper
Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process
Quantitative Finance
2020-12-07Paper
Sequential fault-tolerant fusion estimation for multisensor time-varying systems
Discrete Dynamics in Nature and Society
2019-02-20Paper
Double-jump diffusion model for VIX: evidence from VVIX
Quantitative Finance
2018-11-19Paper
Analytic value function for optimal regime-switching pairs trading rules
Quantitative Finance
2018-11-14Paper
Nonnegative-Lasso and application in index tracking
Computational Statistics and Data Analysis
2018-11-02Paper
On variational formulas of Gauss-Bonnet-Chern curvatures2018-10-22Paper
Nonnegative elastic net and application in index tracking
Applied Mathematics and Computation
2017-06-08Paper
scientific article; zbMATH DE number 6601986 (Why is no real title available?)2016-07-08Paper
Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling
Journal of Statistical Planning and Inference
2016-04-22Paper
Totally real surfaces in the \(n\)-dimensional complex space forms2014-06-24Paper
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles
Insurance Mathematics & Economics
2014-04-15Paper
Proper biharmonic submanifolds in a sphere
Acta Mathematica Sinica, English Series
2013-03-14Paper
Asymptotics for dependent Bernoulli random variables
Statistics & Probability Letters
2012-05-18Paper
Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate
Science China. Mathematics
2012-03-29Paper
An inequality between Willmore functional and Weyl functional for submanifolds in space forms
Monatshefte für Mathematik
2009-12-14Paper
A class of variational problem for submanifolds in a space form2009-08-10Paper
scientific article; zbMATH DE number 1782473 (Why is no real title available?)2003-10-06Paper
scientific article; zbMATH DE number 1782472 (Why is no real title available?)2003-09-04Paper
Experimental analyses of collapse behaviors of braced elliptical tubes under lateral compression
International Journal of Mechanical Sciences
2000-06-29Paper
Initial collapse of braced elliptical tubes under lateral compression
International Journal of Mechanical Sciences
1998-12-28Paper
scientific article; zbMATH DE number 1116649 (Why is no real title available?)1998-09-06Paper


Research outcomes over time


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