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Publication DateArticle TitleAuthor(s)
Dec-2013Reward-Risk RatiosCheridito, Patrick; Kromer, Eduard
1-Jun-2013Singular forward-backward stochastic differential equations and emissions derivativesCarmona, Rene; Delarue, F; Espinosa, GE; Touzi, N
1-Jan-2013Electricity price modeling and asset valuation: A multi-fuel structural approachCarmona, Rene; Coulon, M; Schwarz, D
14-Aug-2013Mean field forward-backward stochastic differential equationsCarmon, Rene; Delarue, F
2017Mining Massive Amounts of Genomic Data: A Semiparametric Topic Modeling ApproachFang, EX; Li, MD; Jordan, MI; Liu, H
Jan-2018Heterogeneity adjustment with applications to graphical model inference.Fan, Jianqing; Liu, Han; Wang, Weichen; Zhu, Ziwei
1-Jan-2013Control of McKean-Vlasov dynamics versus mean field gamesCarmona, Rene; Delarue, F; Lachapelle, A
Mar-2012Vast Volatility Matrix Estimation Using High-Frequency Data for Portfolio SelectionFan, Jianqing; Li, Yingying; Yu, Ke
22-Mar-2016Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk PremiaFan, Jianqing; Ke, Yuan; Liao, Yuan
Sep-2012Estimating False Discovery Proportion Under Arbitrary Covariance DependenceFan, Jianqing; Han, Xu; Gu, Weijie