Liang Jiang

Available identifiers

zbMath Open jiang.liangWikidataQ47375963 ScholiaQ47375963MaRDI QIDQ455185

List of research outcomes

Publication	Date of Publication	Type
Covariate adjustment in experiments with matched pairs	2024-06-12	Paper
Designs from Local Random Quantum Circuits with SU(d) Symmetry	2023-09-15	Paper
Regression-adjusted estimation of quantile treatment effects under covariate-adaptive randomizations	2023-06-09	Paper
Estimation of threshold values and regression parameters in threshold regression model	2022-03-21	Paper
In-fill asymptotic theory for structural break point in autoregressions	2022-03-04	Paper
Dynamically protected cat-qubits: a new paradigm for universal quantum computation	2021-01-11	Paper
Parametric estimation of stochastic volatility models with generalized moment method	2020-08-12	Paper
An efficient analytical calibration of volatilities for HJM model	2020-01-22	Paper
Tunneling through two single molecular magnets in series arrangement junction in parallel/antiparallel situations	2020-01-13	Paper
Analyzing pricing of convertible bonds with stochastic interest rate model	2019-10-02	Paper
https://portal.mardi4nfdi.de/entity/Q5196299	2019-10-02	Paper
Parameter estimation of Hull-White model for short term interest rate	2019-09-20	Paper
Quantum Capacity Bounds of Gaussian Thermal Loss Channels and Achievable Rates With Gottesman-Kitaev-Preskill Codes	2019-07-19	Paper
Fault-tolerant detection of a quantum error	2019-07-03	Paper
Impact analysis of mean reverting function to short term rate model with stochastic volatilities	2019-06-21	Paper
https://portal.mardi4nfdi.de/entity/Q4585195	2018-09-06	Paper
New distribution theory for the estimation of structural break point in mean	2018-05-31	Paper
Hyperspectral imaging technique based on Geodesic K-medoids clustering and Gabor wavelets for pork quality evaluation	2017-12-05	Paper
Non-parametric estimation for short term interest rate model by P-spline	2017-10-20	Paper
Parametric estimation of Hull-White model for stochastic volatility	2017-07-14	Paper
A Schrödinger cat living in two boxes	2017-02-15	Paper
HJM-based short rate model with stochastic volatilities	2017-01-06	Paper
A fast particle level set method with optimized particle correction procedure for interface capturing	2016-12-20	Paper
Geometry and response of Lindbladians	2015-12-26	Paper
A remark on removable singularity for nonlinear convection-diffusion equation	2015-12-22	Paper
Bayesian option pricing using stochastic volatility models with fat-tailed errors	2015-12-02	Paper
Parameter estimation and model comparison for interest rate models based on coupon market-data	2015-02-11	Paper
A semiparametric linear transformation model to estimate causal effects for survival data	2014-04-30	Paper
Calibration parameters for the Hull-White short-term rate model based on a regularization method	2013-06-20	Paper
Tunable supercurrent in a triangular triple quantum dot system	2012-10-04	Paper
Spectral element viscosity methods for nonlinear conservation laws on the semi-infinite interval	2009-03-06	Paper
The multiplication of shrinked space	2002-01-24	Paper

Research outcomes over time

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