Shuguang Zhang

From MaRDI portal
Person:255537

Available identifiers

zbMath Open zhang.shuguangMaRDI QIDQ255537

List of research outcomes





PublicationDate of PublicationType
The M-estimation for multiplicative regression models with a diverging number of covariates2024-08-12Paper
Should an online manufacturer partner with a competing or noncompeting retailer for physical showrooms?2023-11-23Paper
Optimal investment problem under behavioral setting: a Lagrange duality perspective2023-11-15Paper
Robust signal recovery via \(\ell_{1-2}/ \ell_p\) minimization with partially known support2023-02-07Paper
Nonconcave penalized M-estimation for the least absolute relative errors model2023-02-03Paper
Penalized relative error estimation of functional multiplicative regression models with locally sparse properties2022-10-06Paper
Recovery analysis for block ℓp − ℓ1 minimization with prior support information2022-09-01Paper
Dynamic investigations in a Stackelberg model with differentiated products and bounded rationality2022-07-05Paper
Web renewal counting processes and their applications in insurance2021-12-15Paper
Robust signal recovery for ℓ 1–2 minimization via prior support information2021-11-23Paper
Information sharing in an e-tailing supply chain for fresh produce with freshness-keeping effort and value-added service2021-06-03Paper
https://portal.mardi4nfdi.de/entity/Q51436882021-01-14Paper
https://portal.mardi4nfdi.de/entity/Q51292852020-10-27Paper
Large deviations for sums of claims in a general renewal risk model with the regression dependent structure2020-09-01Paper
https://portal.mardi4nfdi.de/entity/Q33081662020-08-12Paper
https://portal.mardi4nfdi.de/entity/Q33070092020-08-12Paper
Several properties of a nonstandard renewal counting process and their applications2020-05-13Paper
The 3D nonstationary creep constitutive model of sandstone based on fractional order2020-02-20Paper
After-sale service deployment and information sharing in a supply chain under demand uncertainty2019-07-05Paper
An arbitrage strategy model for ferrous metal futures based on LSTM neural network2019-06-21Paper
Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints2019-03-28Paper
https://portal.mardi4nfdi.de/entity/Q53714742017-10-20Paper
OPTIMAL PORTFOLIO AND CONSUMPTION MODELS UNDER LOSS AVERSION IN INFINITE TIME HORIZON2017-09-19Paper
Pricing credit derivatives under fractional stochastic interest rate models with jumps2017-08-21Paper
https://portal.mardi4nfdi.de/entity/Q52775562017-07-14Paper
Moderate deviations for a fractional stochastic heat equation with spatially correlated noise2017-06-20Paper
A moderate deviation principle for stochastic Volterra equation2017-01-16Paper
https://portal.mardi4nfdi.de/entity/Q29922382016-08-10Paper
Linear quadratic stochastic two-person zero-sum differential games in an infinite horizon2016-08-03Paper
A solvable singular control problem driven by a jump diffusion process with applications2016-05-04Paper
Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process2016-03-10Paper
Moderate deviations and central limit theorem for positive diffusions2016-03-09Paper
https://portal.mardi4nfdi.de/entity/Q34611872016-01-15Paper
Large deviations for stochastic differential delay equations with L\'evy noises2015-11-14Paper
Moderate deviations for a stochastic heat equation with spatially correlated noise2015-10-06Paper
Dynamic asset allocation with loss aversion in a jump-diffusion model2015-07-22Paper
https://portal.mardi4nfdi.de/entity/Q52568862015-06-29Paper
Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment2015-04-27Paper
Several topological indices of random binary trees2014-11-03Paper
Dynamic valuation of options on non-traded assets and trading strategies2014-09-15Paper
Pricing convertible bonds and change of probability measure2014-09-15Paper
Stochastic optimization theory of backward stochastic differential equations driven by G-Brownian motion2014-06-23Paper
Pricing barrier options under stochastic volatility framework2014-03-18Paper
Precise large deviations of aggregate claims in a risk model with regression-type size-dependence2014-02-19Paper
Survival probability in a risk model under heavy-tailed claims2013-11-19Paper
Solutions to BSDEs driven by both standard and fractional Brownian motions2013-07-03Paper
https://portal.mardi4nfdi.de/entity/Q49268122013-06-20Paper
https://portal.mardi4nfdi.de/entity/Q49019042013-01-24Paper
https://portal.mardi4nfdi.de/entity/Q49019372013-01-24Paper
https://portal.mardi4nfdi.de/entity/Q49008072013-01-24Paper
Ruin probability for dependent risk model with variable interest rates2012-08-28Paper
Maximizing the Probability of a Perfect Hedge in the Case of Stochastic Interest Rate2011-12-19Paper
Thrust generation and wake structure of wiggling hydrofoil2010-11-23Paper
An improved known vicinity algorithm based on geometry test for particle localization in arbitrary grid2009-11-16Paper
https://portal.mardi4nfdi.de/entity/Q53203362009-07-22Paper
https://portal.mardi4nfdi.de/entity/Q35996722009-02-09Paper
Prices of Asian options under stochastic interest rates2006-10-04Paper
Advances in Neural Networks – ISNN 20052005-11-23Paper
Advances in Neural Networks – ISNN 20052005-11-23Paper
On pricing model of the reset option with \(N\) predetermined levels2005-11-01Paper
https://portal.mardi4nfdi.de/entity/Q48284982004-11-19Paper
https://portal.mardi4nfdi.de/entity/Q44063232003-06-25Paper
https://portal.mardi4nfdi.de/entity/Q48071722003-05-15Paper
https://portal.mardi4nfdi.de/entity/Q45164692000-11-28Paper
https://portal.mardi4nfdi.de/entity/Q45167042000-11-28Paper
Generalized BSDEs and nonlinear Neumann boundary value problems1999-03-21Paper
https://portal.mardi4nfdi.de/entity/Q43846581998-08-04Paper
A proposed complementary pairing mode between single-stranded nucleic acids and \(\beta\)-stranded peptides: A possible pathway for generating complex biological molecules1998-01-05Paper
https://portal.mardi4nfdi.de/entity/Q47100601998-01-01Paper
https://portal.mardi4nfdi.de/entity/Q47149661997-04-29Paper

Research outcomes over time

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