| Publication | Date of Publication | Type |
|---|
| Strategic underreporting and optimal deductible insurance | 2025-01-22 | Paper |
| A two-layer stochastic game approach to reinsurance contracting and competition | 2025-01-17 | Paper |
| Reinsurance games with \(n\) variance-premium reinsurers: from tree to chain | 2024-07-09 | Paper |
| Hybrid learning based on Fisher linear discriminant | 2024-05-27 | Paper |
| Short communication: optimal insurance to maximize exponential utility when premium is computed by a convex functional | 2024-05-06 | Paper |
| Stackelberg reinsurance chain under model ambiguity | 2024-04-10 | Paper |
| Stackelberg differential game for insurance under model ambiguity: general divergence | 2023-07-12 | Paper |
| Reinsurance games with two reinsurers: tree versus chain | 2023-07-11 | Paper |
| Optimal moral-hazard-free reinsurance under extended distortion premium principles | 2023-04-18 | Paper |
| Differentially private distributed logistic regression with the objective function perturbation | 2023-03-03 | Paper |
| Hedging with automatic liquidation and leverage selection on bitcoin futures | 2022-12-19 | Paper |
| Short Communication: Cone-Constrained Monotone Mean-Variance Portfolio Selection under Diffusion Models | 2022-11-04 | Paper |
| Stackelberg differential game for insurance under model ambiguity | 2022-09-14 | Paper |
| Generalization and learning rate of multi-class support vector classification and regression | 2022-09-01 | Paper |
| A perturbation approach to optimal investment, liability ratio, and dividend strategies | 2022-06-20 | Paper |
| Cone-constrained Monotone Mean-Variance Portfolio Selection Under Diffusion Models | 2022-05-31 | Paper |
| Mean-Variance Portfolio Selection in Contagious Markets | 2022-04-21 | Paper |
| Online regularized pairwise learning with non-i.i.d. observations | 2022-03-17 | Paper |
| The learning performance of support vector machine classification based on Markov sampling | 2021-12-15 | Paper |
| SVM-boosting based on Markov resampling: theory and algorithm | 2021-12-07 | Paper |
| Bond indifference prices | 2021-12-01 | Paper |
| Optimal fee structure of variable annuities | 2021-11-19 | Paper |
| Optimal bitcoin trading with inverse futures | 2021-11-09 | Paper |
| Optimal bookmaking | 2021-11-05 | Paper |
| A set-valued Markov chain approach to credit default | 2021-06-02 | Paper |
| Generalization performance of Lagrangian support vector machine based on Markov sampling | 2021-05-07 | Paper |
| Stress constrained multi-material topology optimization with the ordered SIMP method | 2021-04-26 | Paper |
| Quadratic hedging for sequential claims with random weights in discrete time | 2021-04-07 | Paper |
| Mean-variance investment and risk control strategies -- a time-consistent approach via a forward auxiliary process | 2021-03-17 | Paper |
| Generalization ability of online pairwise support vector machine | 2021-03-04 | Paper |
| Systemic risk and optimal fee for central clearing counterparty under partial netting | 2019-06-11 | Paper |
| A Mathematical Analysis of Technical Analysis | 2019-06-03 | Paper |
| The consistency of least-square regularized regression with negative association sequence | 2018-06-07 | Paper |
| 基于$\alpha$混合序列的在线算法的推广性能（英） | 2018-01-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3131329 | 2018-01-29 | Paper |
| Optimal investment with transaction costs under cumulative prospect theory in discrete time | 2017-12-29 | Paper |
| OPTIMAL INVESTMENT IN HEDGE FUNDS UNDER LOSS AVERSION | 2017-05-16 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5260207 | 2015-06-29 | Paper |
| Generalization performance of Gaussian kernels SVMC based on Markov sampling | 2015-04-01 | Paper |
| Optimal investment and risk control policies for an insurer: expected utility maximization | 2015-01-28 | Paper |
| Explicit solutions of optimal consumption, investment and insurance problems with regime switching | 2015-01-28 | Paper |
| Generalization bounds of ERM algorithm with Markov chain samples | 2014-08-29 | Paper |
| Error analysis for the sparse graph-based semi-supervised classification algorithm | 2013-12-23 | Paper |
| Learning rates of empirical risk minimization regression with beta-mixing inputs | 2012-10-05 | Paper |
| Constructive estimation of approximation for trigonometric neural networks | 2012-08-22 | Paper |
| Generalization bounds of ERM algorithm with \(V\)-geometrically ergodic Markov chains | 2012-06-20 | Paper |
| Traffic velocity distributions for different spacings | 2012-06-01 | Paper |
| Generalization performance of least-square regularized regression algorithm with Markov chain samples | 2012-02-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3090005 | 2011-08-25 | Paper |
| GENERALIZATION BOUNDS OF REGULARIZATION ALGORITHMS DERIVED SIMULTANEOUSLY THROUGH HYPOTHESIS SPACE COMPLEXITY, ALGORITHMIC STABILITY AND DATA QUALITY | 2011-08-16 | Paper |
| Learning performance of Tikhonov regularization algorithm with geometrically beta-mixing observations | 2011-01-18 | Paper |
| The generalization performance of ERM algorithm with strongly mixing observations | 2010-10-07 | Paper |
| Learning from uniformly ergodic Markov chains | 2009-06-11 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3609715 | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3610132 | 2009-03-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5435894 | 2008-01-14 | Paper |
| The performance bounds of learning machines based on exponentially strongly mixing sequences | 2007-11-02 | Paper |
| The Generalization Performance of Learning Machine with NA Dependent Sequence | 2007-09-07 | Paper |
| Distributed Computing – IWDC 2005 | 2006-10-10 | Paper |
| Advances in Neural Networks – ISNN 2005 | 2005-11-23 | Paper |
