Yanhui Xi

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Modelling financial time series based on heavy-tailed market microstructure models with scale mixtures of normal distributions
International Journal of Systems Science. Principles and Applications of Systems and Integration
2022-02-04Paper
Bayesian analysis of heavy-tailed market microstructure model and its application in stock markets
Mathematics and Computers in Simulation
2021-02-19Paper
Modeling financial time series based on a market microstructure model with leverage effect
Discrete Dynamics in Nature and Society
2019-07-30Paper
Parameter estimation of RBF-AR model based on the EM-EKF algorithm
 
2018-05-25Paper
Research on market microstructure model with nonhomogeneous Poisson jump based on UKF
 
2018-05-25Paper
The auxiliary iterated extended Kalman particle filter
Optimization and Engineering
2017-06-20Paper
An iterated extended Kalman auxiliary particle filter and analysis of algorithm performance
 
2013-06-20Paper
Insensitive active-only current-mode biquadratic filter
 
2011-08-24Paper
The flavor-changing top-charm quark production in the littlest Higgs model with T-parity at the ILC
Nuclear Physics B
2010-08-06Paper
The flavor-changing single-top quark production in the littlest Higgs model with T parity at the LHC
Nuclear Physics B
2010-08-06Paper


Research outcomes over time


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