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HEAT KERNEL ESTIMATES FOR DIRICHLET FRACTIONAL LAPLACIAN WITH GRADIENT PERTURBATION Journal article
Chen, Peng, Song, Renming, Xie, Longjie, Xie, Yingchao. HEAT KERNEL ESTIMATES FOR DIRICHLET FRACTIONAL LAPLACIAN WITH GRADIENT PERTURBATION[J]. JOURNAL OF THE KOREAN MATHEMATICAL SOCIETY, 2019, 56(1), 91-111.
Authors:  Chen, Peng;  Song, Renming;  Xie, Longjie;  Xie, Yingchao
Favorite | TC[WOS]:4 TC[Scopus]:4  IF:0.7/0.7 | Submit date：2019/01/17
Isotropic Stable Process  Fractional Laplacian  Dirichlet Heat Kernel  Kato Class  Gradient Estimate  
Estimating spot volatility in the presence of infinite variation jumps Journal article
Liu, Qiang, Liu, Yiqi, Liu, Zhi. Estimating spot volatility in the presence of infinite variation jumps[J]. STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2018, 128(6), 1958-1987.
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi
Favorite | TC[WOS]:11 TC[Scopus]:11  IF:1.1/1.4 | Submit date：2018/10/30
Semi-martingale  High Frequency Data  Spot Volatility  Kernel Estimate  Central Limit Theorem  
Efficient estimation of spot volatility with presence of infinite variation jumps Journal article
Liu, Q., Liu, Y., Liu, Z.. Efficient estimation of spot volatility with presence of infinite variation jumps[J]. Stochastic Processes and their Applications, 2018, 1958-1987.
Authors:  Liu, Q.;  Liu, Y.;  Liu, Z.
Favorite | TC[WOS]:11 TC[Scopus]:11  IF:1.1/1.4 | Submit date：2022/07/27
Semi-martingale  High Frequency Data  Spot Volatility  Kernel Estimate  Central Limit Theorem  
Estimation of spot volatility with superposed noisy data Journal article
Liu, Qiang, Liu, Yiqi, Liu, Zhi, Wang, Li. Estimation of spot volatility with superposed noisy data[J]. NORTH AMERICAN JOURNAL OF ECONOMICS AND FINANCE, 2018, 44, 62-79.
Authors:  Liu, Qiang;  Liu, Yiqi;  Liu, Zhi;  Wang, Li
Favorite | TC[WOS]:4 TC[Scopus]:3  IF:3.8/3.4 | Submit date：2018/10/30
High Frequency Financial Data  Spot Volatility  Range-based Estimation  Kernel Estimate  Multiple Records  Microstructure Noise  Central Limit Theorem  
A kernel logistic neural network based on restricted Boltzmann machine Conference paper
Lv Q., Li H., Chen C.L.P., Wang D., Song W., Lin H.. A kernel logistic neural network based on restricted Boltzmann machine[C], 2016, 1-6.
Authors:  Lv Q.;  Li H.;  Chen C.L.P.;  Wang D.;  Song W.; et al.
Favorite | TC[WOS]:10 TC[Scopus]:1 | Submit date：2019/02/11
Kernel Logistic Neural Network  Maximum Likelihood Estimate  Principal Component Analysis  Restricted Boltzmann Machine  Ridge Regularization