Bo Zhang

From MaRDI portal
Person:638363

Available identifiers

zbMath Open zhang.bo.3MaRDI QIDQ638363

List of research outcomes

PublicationDate of PublicationType
Subsampling spectral clustering for stochastic block models in large-scale networks2023-11-28Paper
Automatic, dynamic, and nearly optimal learning rate specification via local quadratic approximation2023-09-28Paper
Grouped spatial autoregressive model2022-12-06Paper
Overlapping group lasso for high-dimensional generalized linear models2022-05-17Paper
Crawling subsampling for multivariate spatial autoregression model in large-scale networks2021-10-11Paper
Estimation of dynamic mixed double factors model in high-dimensional panel data2020-07-16Paper
High-dimensional generalized linear models incorporating graphical structure among predictors2019-10-04Paper
Nonparametric estimation of jump characteristics under market microstructure noise2017-07-31Paper
https://portal.mardi4nfdi.de/entity/Q28248912016-10-06Paper
Intraday Serial Correlation,Volatility, and Jump: Evidence from China's Stock Market2016-07-14Paper
Evaluating the hedging error in price processes with jumps present2015-12-10Paper
NON‐PARAMETRIC ESTIMATION OF HIGH‐FREQUENCY SPOT VOLATILITY FOR BROWNIAN SEMIMARTINGALE WITH JUMPS2015-03-04Paper
Dynamical memory control based on projection technique for online regression2013-06-11Paper
Measuring Downside Risk Using High-Frequency Data: Realized Downside Risk Measure2013-05-13Paper
https://portal.mardi4nfdi.de/entity/Q31096462012-01-27Paper
Dynamics of Intraday Serial Correlation in China's Stock Market2011-11-25Paper
Martingale property and capacity under \(G\)-framework2011-09-09Paper
A Girsanov Type Theorem Under G-Framework2011-06-07Paper
Stochastic regression and its application to hedging in finance2009-12-07Paper
On a Class of Quadratic Growth RBSDE with Jumps and Its Application2009-09-18Paper
Risky asset pricing based on safety first fund management2009-09-13Paper
Optimal portfolio of safety-first models2009-07-22Paper
Martingale characterization of \(G\)-Brownian motion2009-02-19Paper
https://portal.mardi4nfdi.de/entity/Q33785632006-04-04Paper
https://portal.mardi4nfdi.de/entity/Q33742372006-03-09Paper
https://portal.mardi4nfdi.de/entity/Q48257842004-11-05Paper
https://portal.mardi4nfdi.de/entity/Q44696512004-06-15Paper
https://portal.mardi4nfdi.de/entity/Q47796742003-06-06Paper
https://portal.mardi4nfdi.de/entity/Q27849922002-10-17Paper
Weak exponential stability of stochastic differential equations2000-07-10Paper
https://portal.mardi4nfdi.de/entity/Q31298961997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q43393691997-11-10Paper
https://portal.mardi4nfdi.de/entity/Q43202141995-09-06Paper

Research outcomes over time


Doctoral students

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