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Publication DateArticle TitleAuthor(s)
1-Jan-2017Simulation of implied volatility surfaces via tangent Lévy modelsCarmona, Rene; Ma, Y; Nadtochiy, S
1-Jan-2015Forward-backward stochastic differential equations and controlled Mckean-Vlasov dynamicsCarmona, Rene; Delarue, F
1-Jun-2016A probabilistic approach to mean field games with major and minor playersCarmona, Rene; Zhu, X
2016Some applications of polynomial optimization in operations research and real-time decision makingAhmadi, AA; Majumdar, Anirudha
Feb-2014Adaptive robust variable selectionFan, Jianqing; Fan, Yingying; Barut, Emre
1-Sep-2019Generalized high-dimensional trace regression via nuclear norm regularizationFan, Jianqing; Gong, W; Zhu, Z
1-Apr-2019A Framework for Telescope Schedulers: With Applications to the Large Synoptic Survey TelescopeNaghib, E; Yoachim, P; Vanderbei, Robert J; Connolly, AJ; Jones, RL
Dec-2017Sufficient Forecasting Using Factor Models.Fan, Jianqing; Xue, Lingzhou; Yao, Jiawei
Sep-2015Distributed Estimation and Inference with Statistical GuaranteesBattey, Heather; Fan, Jianqing; Liu, Han; Lu, Junwei; Zhu, Ziwei
Sep-2017Estimation of the false discovery proportion with unknown dependenceFan, Jianqing; Han, Xu