Chenghu Ma

Publication Activity (10 Years)

Years Active: 2010-2022
Publications (10 Years): 3

Top Topics

Interval Arithmetic

Black Scholes Model

Sparse Matrices

Top Venues

Soc. Choice Welf.

Eur. J. Oper. Res.

Publications

Chenghu Ma, Liqian Chen, Xin Yi, Guangsheng Fan, Ji Wang
NuMFUZZ: A Floating-Point Format Aware Fuzzer for Numerical Programs. APSEC (2022)
Liqian Chen, Renjie Huang, Dan Luo, Chenghu Ma, Dengping Wei, Ji Wang
Estimating Worst-case Resource Usage by Resource-usage-aware Fuzzing. FASE (2022)
Xiaoquan Liu, Yi Cao, Chenghu Ma, Liya Shen
Wavelet-based option pricing: An empirical study. Eur. J. Oper. Res. 272 (3) (2019)
Chenghu Ma, Jiankang Zhang
-Weakly constrained Pareto efficiency and aggregation in incomplete markets. Soc. Choice Welf. 41 (3) (2013)
Chenghu Ma
w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps. Risk Decis. Anal. 2 (4) (2011)
Chenghu Ma, Wing-Keung Wong
Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR. Eur. J. Oper. Res. 207 (2) (2010)