| Publication | Date of Publication | Type |
|---|
| Clustering based on Kolmogorov-Smirnov statistic with application to bank card transaction data | 2024-11-27 | Paper |
| High-frequency volatility estimation and forecasting with a novel Bayesian LGI model | 2024-11-12 | Paper |
| High-dimensional volatility matrix estimation with cross-sectional dependent and heavy-tailed microstructural noise | 2024-08-29 | Paper |
| Spontaneous recovery in random hypergraphs | 2024-08-26 | Paper |
| Subsampling spectral clustering for stochastic block models in large-scale networks | 2023-11-28 | Paper |
| Automatic, dynamic, and nearly optimal learning rate specification via local quadratic approximation | 2023-09-28 | Paper |
| Grouped spatial autoregressive model | 2022-12-06 | Paper |
| Overlapping group lasso for high-dimensional generalized linear models | 2022-05-17 | Paper |
| Crawling subsampling for multivariate spatial autoregression model in large-scale networks | 2021-10-11 | Paper |
| Estimation of dynamic mixed double factors model in high-dimensional panel data | 2020-07-16 | Paper |
| High-dimensional generalized linear models incorporating graphical structure among predictors | 2019-10-04 | Paper |
| Nonparametric estimation of jump characteristics under market microstructure noise | 2017-07-31 | Paper |
| Adaptive least relative error estimation | 2016-10-06 | Paper |
| Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market | 2016-07-14 | Paper |
| Evaluating the hedging error in price processes with jumps present | 2015-12-10 | Paper |
| NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS | 2015-03-04 | Paper |
| Dynamical memory control based on projection technique for online regression | 2013-06-11 | Paper |
| Measuring downside risk using high-frequency data: realized downside risk measure | 2013-05-13 | Paper |
| A general non-linear expectation-BSDE driven by Lévy processes | 2012-01-27 | Paper |
| Dynamics of intraday serial correlation in China's stock market | 2011-11-25 | Paper |
| Martingale property and capacity under \(G\)-framework | 2011-09-09 | Paper |
| A Girsanov type theorem under G-framework | 2011-06-07 | Paper |
| Stochastic regression and its application to hedging in finance | 2009-12-07 | Paper |
| On a Class of Quadratic Growth RBSDE with Jumps and Its Application | 2009-09-18 | Paper |
| Risky asset pricing based on safety first fund management | 2009-09-13 | Paper |
| Optimal portfolio of safety-first models | 2009-07-22 | Paper |
| Martingale characterization of \(G\)-Brownian motion | 2009-02-19 | Paper |
| Retarded jump-diffusion equations and stability. | 2006-04-04 | Paper |
| Stability of delayed Hopfield neural networks with sigmoid output functions | 2006-03-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4825784 | 2004-11-05 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4469651 | 2004-06-15 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4779674 | 2003-06-06 | Paper |
| Stochastic differential equations and their applications | 2002-10-17 | Paper |
| A numerical analysis of stochastic neural networks | 2002-06-23 | Paper |
| Weak exponential stability of stochastic differential equations | 2000-07-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4339369 | 1997-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3129896 | 1997-11-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4320214 | 1995-09-06 | Paper |
