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| Publication Date | Article Title | Author(s) |
|---|---|---|
| 2017 | Stochastic compositional gradient descent: algorithms for minimizing compositions of expected-value functions | Wang, Mengdi; Fang, Ethan X; Liu, Han |
| 2012 | Pricing and Hedging in Affine Models with Possibility of Default | Cheridito, Patrick; Wugalter, Alexander |
| 2013 | Transition Matrix Estimation in High Dimensional Time Series | Han, F; Liu, H |
| 2012 | Transelliptical graphical models | Liu, H; Han, F; Zhang, CH |
| 2012 | Transelliptical component analysis | Han, F; Liu, H |
| 2014 | Tighten after Relax: Minimax-Optimal Sparse PCA in Polynomial Time | Wang, Z; Lu, H; Liu, H |
| Dec-2013 | Reward-Risk Ratios | Cheridito, Patrick; Kromer, Eduard |
| 2-Oct-2019 | FarmTest: Factor-Adjusted Robust Multiple Testing With Approximate False Discovery Control | Fan, Jianqing; Ke, Y; Sun, Q; Zhou, WX |
| 1-Jan-2013 | Control of McKean-Vlasov dynamics versus mean field games | Carmona, Rene; Delarue, F; Lachapelle, A |
| 26-Jun-2012 | A quantitative Gibbard-Satterthwaite theorem without neutrality | Mossel, E; Rácz, Miklos Z |