Shih-Feng Huang

Available identifiers

Publication	Date of Publication	Type
ECOPICA: empirical copula-based independent component analysis	2024-02-06	Paper
https://portal.mardi4nfdi.de/entity/Q5119788	2020-09-01	Paper
Stock market trend prediction using a functional time series approach	2020-02-10	Paper
Asymptotic distribution of the EPMS estimator for financial derivatives pricing	2018-11-23	Paper
Multi-asset empirical martingale price estimators derivatives	2018-05-09	Paper
A Modified Empirical Martingale Simulation for Financial Derivative Pricing	2016-06-28	Paper
Hedging barrier options in GARCH models with transaction costs	2016-04-27	Paper
COPICA -- independent component analysis via copula techniques	2016-02-23	Paper
Model risk of the implied GARCH-normal model	2015-04-27	Paper
High dimensional mean-variance optimization through factor analysis	2014-11-28	Paper
An optimal multi-step quadratic risk-adjusted hedging strategy	2014-08-06	Paper
PATH INTEGRAL METHOD FOR LIMITING DISTRIBUTION OF AN ESTIMATOR ARISING FROM AN AR(1)-PROCESS WITH A UNIT ROOT	2014-03-10	Paper
Moment bounds and mean squared prediction errors of long-memory time series	2013-09-25	Paper
Dynamic Programming and Hedging Strategies in Discrete Time	2012-01-10	Paper
https://portal.mardi4nfdi.de/entity/Q5325812	2009-07-24	Paper
Flow and heat transfer of plane surfaces moving in parallel and reversely to the free stream	1994-08-02	Paper

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