Lan Wu

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
Two identities and closed-form formulas for the Bernoulli numbers in terms of central factorial numbers of the second kind	2022-11-25	Paper
Consistent estimation of the number of regimes in Markov-switching autoregressive models	2022-06-01	Paper
Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm	2022-04-05	Paper
A significance test for the elastic net and its asymptotic distribution with general predictors	2022-03-21	Paper
On the exact solitary wave solutions to the new \((2+1)\) and \((3+1)\)-dimensional extensions of the Benjamin-Ono equations	2021-11-17	Paper
How fast does it diverge? Discrete hedging error with transaction costs	2021-08-17	Paper
Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein-Uhlenbeck process	2020-12-07	Paper
Sequential fault-tolerant fusion estimation for multisensor time-varying systems	2019-02-20	Paper
Double-jump diffusion model for VIX: evidence from VVIX	2018-11-19	Paper
Analytic value function for optimal regime-switching pairs trading rules	2018-11-14	Paper
Nonnegative-Lasso and application in index tracking	2018-11-02	Paper
On variational formulas of Gauss-Bonnet-Chern curvatures	2018-10-22	Paper
Nonnegative elastic net and application in index tracking	2017-06-08	Paper
https://portal.mardi4nfdi.de/entity/Q5740118	2016-07-08	Paper
Nonnegative adaptive Lasso for ultra-high dimensional regression models and a two-stage method applied in financial modeling	2016-04-22	Paper
Totally real surfaces in the \(n\)-dimensional complex space forms	2014-06-24	Paper
Optimal reinsurance minimizing the distortion risk measure under general reinsurance premium principles	2014-04-15	Paper
Proper biharmonic submanifolds in a sphere	2013-03-14	Paper
Asymptotics for dependent Bernoulli random variables	2012-05-18	Paper
Convergence and optimality of BS-type discrete hedging strategy under stochastic interest rate	2012-03-29	Paper
An inequality between Willmore functional and Weyl functional for submanifolds in space forms	2009-12-14	Paper
A class of variational problem for submanifolds in a space form	2009-08-10	Paper
https://portal.mardi4nfdi.de/entity/Q4545728	2003-10-06	Paper
https://portal.mardi4nfdi.de/entity/Q4545727	2003-09-04	Paper
Experimental analyses of collapse behaviors of braced elliptical tubes under lateral compression	2000-06-29	Paper
Initial collapse of braced elliptical tubes under lateral compression	1998-12-28	Paper
https://portal.mardi4nfdi.de/entity/Q4376330	1998-09-06	Paper

Research outcomes over time

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