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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  
Monte Carlo confidence intervals for the indirect effect with missing data Journal article
Pesigan, Ivan Jacob Agaloos, Cheung, Shu Fai. Monte Carlo confidence intervals for the indirect effect with missing data[J]. Behavior Research Methods, 2024, 56(3), 1678-1696.
Authors:  Pesigan, Ivan Jacob Agaloos;  Cheung, Shu Fai
Favorite | TC[WOS]:5 TC[Scopus]:5  IF:4.6/7.2 | Submit date：2024/02/23
Monte Carlo Method  Nonparametric Bootstrap  Indirect Effect  Mediation  Missing Completely At Random  Missing At Random  Full-information Maximum Likelihood  Multiple Imputation  
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  
Multi-Attribute Based Fuzzy C-means in Approximated Feature Space Conference paper
Liu, Zhulin, Chen, C. L. Philip, Chen, Long, Zhoto, Jin. Multi-Attribute Based Fuzzy C-means in Approximated Feature Space[C], 345 E 47TH ST, NEW YORK, NY 10017 USA:IEEE, 2017.
Authors:  Liu, Zhulin;  Chen, C. L. Philip;  Chen, Long;  Zhoto, Jin
Favorite | TC[WOS]:0 TC[Scopus]:0 | Submit date：2018/10/30
Fuzzy C-means  Random Features  Random Fourier Features Maps  Quasi-monte Carlo Feature Maps  Weighted Multi-kernel Fuzzy C-means  Maximum Entropy Method For Weighted Data  
An efficient probabilistic back-analysis method for braced excavations using wall deflection data at multiple points Journal article
Xiao-Hui Qi, Wan-Huan Zhou. An efficient probabilistic back-analysis method for braced excavations using wall deflection data at multiple points[J]. COMPUTERS AND GEOTECHNICS, 2017, 85, 186-198.
Authors:  Xiao-Hui Qi;  Wan-Huan Zhou
Favorite | TC[WOS]:89 TC[Scopus]:100  IF:5.3/5.7 | Submit date：2018/10/30
Bayesian Updating  Braced Excavation  Response Surface Method  Wall Deflection Data  Markov Chain Monte Carlo Method  Finite Element Analysis  
Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages Journal article
Deng DING, Wenfei Wang, Li Wang. Least-Squares Monte Carlo Methods for Pricing Options Embedded in Mortgages[J]. Journal of Applied Finance&Banking, 2016, 6(2), 1-20.
Authors:  Deng DING;  Wenfei Wang;  Li Wang
Favorite |  | Submit date：2019/07/22
Least-squares Monte Carlo Method  Options Embedded In Mortgages  Optimal Stopping  Dynamic Programming  
Reliability of the design formula of blast-induced vibrations Conference paper
Yan W.M., Tham L.G., Yuen K.V.. Reliability of the design formula of blast-induced vibrations[C]:RESEARCH PUBLISHING SERVICES, NO 83 GENTING LANE, #08-01, GENTING BUILDING, SINGAPORE, 349568, SINGAPORE, 2013, 1112-1118.
Authors:  Yan W.M.;  Tham L.G.;  Yuen K.V.
Favorite | TC[WOS]:0 TC[Scopus]:1 | Submit date：2019/02/12
Bayesian Method  Blasting  Monte Carlo Simulation  Peak Particle Velocity (Ppv)  Vibrations  
A method for multi-parameter PDF estimation of random variables Journal article
Er G.-K.. A method for multi-parameter PDF estimation of random variables[J]. Structural Safety, 1998, 20(1), 25.
Authors:  Er G.-K.
Favorite | TC[WOS]:19 TC[Scopus]:32 | Submit date：2018/10/30
Epm  Moment Method  Monte Carlo Simulation  Pdf  Probability Distribution  Reliability Analysis