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An effective one-iteration learning algorithm based on Gaussian mixture expansion for densities Journal article
Lu, Weiguo, Wu, Xuan, Ding, Deng, Yuan, Gangnan, Zhuang, Jirong. An effective one-iteration learning algorithm based on Gaussian mixture expansion for densities[J]. Communications in Nonlinear Science and Numerical Simulation, 2025, 142, 108494.
Authors:  Lu, Weiguo;  Wu, Xuan;  Ding, Deng;  Yuan, Gangnan;  Zhuang, Jirong
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:3.4/3.3 | Submit date：2025/01/22
Gaussian Mixture Model  Density Approximation  Neural Network  Expectation Maximization  Inverse Problem  Embedding  
Diffusion model conditioning on Gaussian mixture model and negative Gaussian mixture gradient Journal article
Lu, Weiguo, Wu, Xuan, Ding, Deng, Duan, Jinqiao, Zhuang, Jirong, Yuan, Gangnan. Diffusion model conditioning on Gaussian mixture model and negative Gaussian mixture gradient[J]. Neurocomputing, 2025, 614, 128764.
Authors:  Lu, Weiguo;  Wu, Xuan;  Ding, Deng;  Duan, Jinqiao;  Zhuang, Jirong; et al.
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:5.5/5.5 | Submit date：2025/01/22
Diffusion Model  Gaussian Mixture Model  Latent Variable  Neural Network  Wasserstein Distance  
A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options Journal article
Zhuang, Jirong, Ding, Deng, Lu, Weiguo, Wu, Xuan, Yuan, Gangnan. A Gaussian Process Based Method with Deep Kernel Learning for Pricing High-Dimensional American Options[J]. Computational Economics, 2025.
Authors:  Zhuang, Jirong;  Ding, Deng;  Lu, Weiguo;  Wu, Xuan;  Yuan, Gangnan
Favorite | TC[WOS]:0 TC[Scopus]:0  IF:1.9/1.8 | Submit date：2025/01/22
Deep Kernel Learning  Gaussian Process  High-dimensional American Option  Machine Learning  Regression Based Monte Carlo Method  
A linearized fourth-order compact ADI method for phytoplankton–zooplankton model arising in marine ecosystem Journal article
Yuan, Gangnan, Ding, Deng, Lu, Weiguo, Wu, Fengyan. A linearized fourth-order compact ADI method for phytoplankton–zooplankton model arising in marine ecosystem[J]. Computational and Applied Mathematics, 2024, 43(1), 63.
Authors:  Yuan, Gangnan;  Ding, Deng;  Lu, Weiguo;  Wu, Fengyan
Favorite | TC[WOS]:1 TC[Scopus]:1  IF:2.5/2.2 | Submit date：2024/02/22
Alternating Direction Implicit (Adi) Method  Convergence  Phytoplankton–zooplankton  Stability  
Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes Journal article
Wu, Fengyan, Ding, Deng, Yin, Juliang, Lu, Weiguo, Yuan, Gangnan. Total Value Adjustment of Multi-Asset Derivatives under Multivariate CGMY Processes[J]. Fractal and Fractional, 2023, 7(4), 308.
Authors:  Wu, Fengyan;  Ding, Deng;  Yin, Juliang;  Lu, Weiguo;  Yuan, Gangnan
Adobe PDF | Favorite | TC[WOS]:5 TC[Scopus]:5  IF:3.6/3.5 | Submit date：2023/04/15
Counterparty Credit Risk  Total Value Adjustment  Cgmy Process  Monte Carlo Simulation  Adi Method  2d Fourier Expansion  
Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations Journal article
Yuan, Gangnan, Ding, Deng, Duan, Jinqiao, Lu, Weiguo, Wu, Fengyan. Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations[J]. Chaos, 2022, 32(2), 023127.
Authors:  Yuan, Gangnan;  Ding, Deng;  Duan, Jinqiao;  Lu, Weiguo;  Wu, Fengyan
Favorite | TC[WOS]:5 TC[Scopus]:7  IF:2.7/2.7 | Submit date：2022/05/17