| Publication | Date of Publication | Type |
|---|
| A two-stage distributionally robust maximum expert consensus model with asymmetric costs and risk aversion | 2025-01-08 | Paper |
| Levinson's conjecture to Newtonian systems with jumping nonlinearity | 2024-10-09 | Paper |
| Robust two-stage minimum asymmetric cost consensus models under uncertainty circumstances | 2024-05-06 | Paper |
| Statistical Learning for Individualized Asset Allocation | 2024-03-19 | Paper |
| Mining the factor zoo: estimation of latent factor models with sufficient proxies | 2024-03-06 | Paper |
| Stock co-jump networks | 2024-03-06 | Paper |
| Distributed Reinforcement Learning for Decentralized Linear Quadratic Control: A Derivative-Free Policy Optimization Approach | 2023-09-26 | Paper |
| Impulse noise removal by using a nonconvex TGV regularizer and nonconvex fidelity | 2023-07-11 | Paper |
| A note on the analytic structure of celestial amplitudes | 2023-01-09 | Paper |
| A relaxed CQ algorithm involving the alternated inertial technique for the multiple-sets split feasibility problem | 2022-11-25 | Paper |
| Online Adaptive Policy Selection in Time-Varying Systems: No-Regret via Contractive Perturbations | 2022-10-21 | Paper |
| Volatility of volatility: estimation and tests based on noisy high frequency data with jumps | 2022-07-15 | Paper |
| Online Optimization With Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit | 2022-02-23 | Paper |
| High dimensional minimum variance portfolio estimation under statistical factor models | 2021-03-24 | Paper |
| Loops and trees in generic EFTs | 2021-02-10 | Paper |
| On the Regret Analysis of Online LQR Control with Predictions | 2021-02-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5143990 | 2021-01-14 | Paper |
| A reliability-aware multi-armed bandit approach to learn and select users in demand response | 2020-10-22 | Paper |
| The two-component \(\mu\)-Camassa-Holm system with peaked solutions | 2020-09-03 | Paper |
| Bogdanov-Takens singularity in the Hindmarsh-rose neuron with time delay | 2019-11-28 | Paper |
| Low Mach number limit of strong solutions for 3-D full compressible MHD equations with Dirichlet boundary condition | 2019-08-28 | Paper |
| Complex Dynamical Behaviors in a 3D Simple Chaotic Flow with 3D Stable or 3D Unstable Manifolds of a Single Equilibrium | 2019-08-14 | Paper |
| Online Optimal Control with Linear Dynamics and Predictions: Algorithms and Regret Analysis | 2019-06-26 | Paper |
| Estimating the integrated volatility with tick observations | 2019-04-26 | Paper |
| Complete one-loop matching for a singlet scalar in the standard model EFT | 2019-03-28 | Paper |
| Statistical Properties of Microstructure Noise | 2019-01-31 | Paper |
| A unified approach to volatility estimation in the presence of both rounding and random market microstructure noise | 2018-03-22 | Paper |
| Online Optimization with Predictions and Switching Costs: Fast Algorithms and the Fundamental Limit | 2018-01-23 | Paper |
| Efficient estimation of integrated volatility incorporating trading information | 2016-09-13 | Paper |
| SIMULATION-BASED OPTIMIZATION BY NEW STOCHASTIC APPROXIMATION ALGORITHM | 2014-11-26 | Paper |
| REALIZED VOLATILITY WHEN SAMPLING TIMES ARE POSSIBLY ENDOGENOUS | 2014-09-25 | Paper |
| Volatility inference in the presence of both endogenous time and microstructure noise | 2014-04-28 | Paper |
| Heat source identification based on \(\ell_1\) constrained minimization | 2014-03-10 | Paper |
| Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio Selection | 2013-04-22 | Paper |
| On the estimation of integrated covariance matrices of high dimensional diffusion processes | 2012-09-03 | Paper |
| Coordinate descent optimization for \(l^{1}\) minimization with application to compressed sensing; a greedy algorithm | 2010-03-10 | Paper |
| A new median formula with applications to PDE based denoising | 2010-01-13 | Paper |
| Microstructure noise in the continuous case: the pre-averaging approach | 2009-07-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5452862 | 2008-04-04 | Paper |
| Are volatility estimators robust with respect to modeling assumptions? | 2008-02-06 | Paper |
