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Publication DateArticle TitleAuthor(s)
2011Composition of time-consistent dynamic monetary risk measures in discrete timeCHERIDITO, PATRICK; KUPPER, MICHAEL
14-Aug-2013Mean field forward-backward stochastic differential equationsCarmon, Rene; Delarue, F
Feb-2014Controlling portfolio skewness and kurtosis without directly optimizing third and fourth momentsKim, Woo Chang; Fabozzi, Frank J; Cheridito, Patrick; Fox, Charles
Jun-2018ARE DISCOVERIES SPURIOUS? DISTRIBUTIONS OF MAXIMUM SPURIOUS CORRELATIONS AND THEIR APPLICATIONS.Fan, Jianqing; Shao, Qi-Man; Zhou, Wen-Xin
3-Apr-2018I-LAMM FOR SPARSE LEARNING: SIMULTANEOUS CONTROL OF ALGORITHMIC COMPLEXITY AND STATISTICAL ERROR.Fan, Jianqing; Liu, Han; Sun, Qiang; Zhang, Tong
Jan-2018Heterogeneity adjustment with applications to graphical model inference.Fan, Jianqing; Liu, Han; Wang, Weichen; Zhu, Ziwei
22-Mar-2016Augmented Factor Models with Applications to Validating Market Risk Factors and Forecasting Bond Risk PremiaFan, Jianqing; Ke, Yuan; Liao, Yuan
Jan-2018Embracing the Blessing of Dimensionality in Factor Models.Li, Quefeng; Cheng, Guang; Fan, Jianqing; Wang, Yuyan
Dec-2016Bioinformatic analysis reveals the expression of unique transcriptomic signatures in Zika virus infected human neural stem cellsRolfe, Alyssa J; Bosco, Dale B; Wang, Jingying; Nowakowski, Richard S; Fan, Jianqing, et al
Mar-2016Regularity Properties for Sparse RegressionDobriban, Edgar; Fan, Jianqing