| Publication | Date of Publication | Type |
|---|
Deformations with fibre constancy
Bulletin des Sciences Mathématiques | 2024-12-12 | Paper |
Modeling Functional Time Series and Mixed-Type Predictors With Partially Functional Autoregressions
Journal of Business and Economic Statistics | 2024-10-28 | Paper |
Discussion on “Text Selection”
Journal of Business and Economic Statistics | 2024-10-11 | Paper |
A review study of functional autoregressive models with application to energy forecasting
Wiley Interdisciplinary Reviews. WIREs Computational Statistics | 2024-09-11 | Paper |
Semiquantum key distribution using initial states in only one basis without the classical user measuring
Annalen der Physik | 2024-08-21 | Paper |
Problems of a quantum secure direct communication scheme based on intermediate-basis
Quantum Information Processing | 2024-07-03 | Paper |
Large eddy simulation of tip-leakage cavitating flow around twisted hydrofoil with effects of tip clearance and skew angle
European Journal of Mechanics. B. Fluids | 2024-05-29 | Paper |
Reliability evaluation method for PID feedback control system considering performance degradation
Journal of the Franklin Institute | 2024-05-22 | Paper |
| A Cole-Hopf transformation based fourth-order multiple-relaxation-time lattice Boltzmann model for the coupled Burgers' equations | 2023-09-06 | Paper |
| The macroscopic finite-difference scheme and modified equations of the general propagation multiple-relaxation-time lattice Boltzmann model | 2023-08-22 | Paper |
| A general fourth-order mesoscopic multiple-relaxation-time lattice Boltzmann model and equivalent macroscopic finite-difference scheme for two-dimensional diffusion equations | 2023-08-09 | Paper |
Variational Bayesian inference for network autoregression models
Computational Statistics and Data Analysis | 2022-02-18 | Paper |
Efficient and positive semidefinite pre-averaging realized covariance estimator
STATISTICA SINICA | 2021-10-06 | Paper |
Forecasting limit order book liquidity supply-demand curves with functional autoregressive dynamics
Quantitative Finance | 2019-09-26 | Paper |
Sparse-group independent component analysis with application to yield curves prediction
Computational Statistics and Data Analysis | 2019-02-21 | Paper |
Risk related brain regions detection and individual risk classification with 3D image FPCA
Statistics & Risk Modeling | 2019-01-11 | Paper |
TVICA -- time varying independent component analysis and its application to financial data
Computational Statistics and Data Analysis | 2018-11-23 | Paper |
Modeling nonstationary and leptokurtic financial time series
Econometric Theory | 2015-11-03 | Paper |
Localized realized volatility modeling
Journal of the American Statistical Association | 2015-06-17 | Paper |
Adaptive dynamic Nelson-Siegel term structure model with applications
Journal of Econometrics | 2014-11-11 | Paper |
| On Newton non-degeneracy of polynomial mappings | 2012-07-06 | Paper |
Value at risk estimation
Handbook of Computational Finance | 2012-01-10 | Paper |
Nonparametric Risk Management With Generalized Hyperbolic Distributions
Journal of the American Statistical Association | 2011-02-01 | Paper |
Portfolio value at risk based on independent component analysis
Journal of Computational and Applied Mathematics | 2007-07-17 | Paper |
Manin triples associated to $n$-Lie bialgebras
(available as arXiv preprint) | N/A | Paper |
Regularized lattice Boltzmann method based maximum principle and energy stability preserving finite-difference scheme for the Allen-Cahn equation
(available as arXiv preprint) | N/A | Paper |
