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Chen Yang
ORCID
Publication Activity (10 Years)
Years Active: 2017-2018
Publications (10 Years): 2
Top Topics
Information Retrieval
Prediction Model
Clustering Quality
Risk Management
Top Venues
J. Appl. Probab.
Stat. Methods Appl.
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Publications
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Chen Yang
,
Wenjun Jiang
,
Jiang Wu
,
Xin Liu
,
Zhichuan Li
Clustering of financial instruments using jump tail dependence coefficient.
Stat. Methods Appl.
27 (3) (2018)
Chen Yang
,
Kristina P. Sendova
,
Zhong Li
On the Parisian ruin of the dual Lévy risk model.
J. Appl. Probab.
54 (4) (2017)