| Publication | Date of Publication | Type |
|---|
Robust data-driven Kalman filtering for unknown linear systems using maximum likelihood optimization
Automatica | 2025-09-04 | Paper |
Robust subgroup analysis for network-linked data
Statistics and Its Interface | 2025-04-28 | Paper |
Credit default swap pricing with counterparty risk in a reduced form model with Hawkes process
Communications in Statistics. Theory and Methods | 2025-02-10 | Paper |
Transient behavior of gossip opinion dynamics with community structure
Automatica | 2024-06-05 | Paper |
Concentration in gossip opinion dynamics over random graphs
SIAM Journal on Control and Optimization | 2024-05-29 | Paper |
Recursive Network Estimation for a Model With Binary-Valued States
IEEE Transactions on Automatic Control | 2023-10-02 | Paper |
Two results on \(\varphi\)-uniform Jordan domains
Advances in Operator Theory | 2023-09-15 | Paper |
Pricing and hedging for correlation options with regime switching and common jump risk
Communications in Statistics: Theory and Methods | 2023-07-28 | Paper |
Community structure recovery and interaction probability estimation for gossip opinion dynamics
Automatica | 2023-07-24 | Paper |
Credit default swap pricing with counterparty risk in a reduced form model with a common jump process
Probability in the Engineering and Informational Sciences | 2023-06-16 | Paper |
Equilibrium pricing of currency options under a discontinuous model in a two-country economy
Studies in Nonlinear Dynamics & Econometrics | 2023-03-30 | Paper |
Locally risk-minimizing hedging for European contingent claims written on non-tradable assets with common jump risk
Probability in the Engineering and Informational Sciences | 2022-11-22 | Paper |
Equilibrium valuation of currency options under a discontinuous model with co-jumps
Probability in the Engineering and Informational Sciences | 2022-11-18 | Paper |
Equilibrium valuation of currency options with stochastic volatility and systemic co-jumps
Journal of Industrial and Management Optimization | 2022-11-14 | Paper |
Identification of linear systems with multiplicative noise from multiple trajectory data
Automatica | 2022-08-23 | Paper |
Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity
Communications in Statistics: Theory and Methods | 2022-05-27 | Paper |
Event-triggered distributed estimation with decaying communication rate
SIAM Journal on Control and Optimization | 2022-04-27 | Paper |
Dynamic simulation for beam to beam frictionless contact using a novel region detection algorithm
Computer Methods in Applied Mechanics and Engineering | 2021-10-28 | Paper |
Weighted hyper-Laplacian prior with overlapping group sparsity for image restoration under Cauchy noise
Journal of Scientific Computing | 2021-05-11 | Paper |
| Optimal portfolio of foreign direct investment with fluctuations of exchange rate under jump-diffusion | 2021-01-14 | Paper |
Shell models for confined Rayleigh-Taylor turbulent convection
Communications in Nonlinear Science and Numerical Simulation | 2020-10-15 | Paper |
Dual effects of buoyancy and enstrophy transfer on scaling behavior of a shell model proposed for homogeneous turbulent convection
Communications in Nonlinear Science and Numerical Simulation | 2020-10-07 | Paper |
A strategic learning algorithm for state-based games
Automatica | 2020-04-17 | Paper |
Multiagent opinion dynamics influenced by individual susceptibility and anchoring effect
Kybernetika | 2020-03-06 | Paper |
Laplace transform approach to option pricing for time-changed Brownian models
Communications in Statistics. Simulation and Computation | 2017-06-13 | Paper |
Equilibrium valuation of currency options under a jump-diffusion model with stochastic volatility
Journal of Computational and Applied Mathematics | 2015-01-08 | Paper |
