Guangwu Liu

Publication Activity (10 Years)

Years Active: 2005-2024
Publications (10 Years): 14

Top Topics

Monte Carlo Methods

Portfolio Optimization

Importance Sampling

Top Venues

Publications

Guo Liang, Guangwu Liu, Kun Zhang
An Efficient Finite Difference Approximation via a Double Sample-Recycling Approach. CoRR (2024)
Manjing Zhang, Yulin He, Guangwu Liu, Shan Dai
Input Uncertainty Quantification Via Simulation Bootstrapping. WSC (2023)
Guangwu Liu, Chao Lu, Si Chen, Lixiang Guo, Jin Wang, Zhangrui Wu
Research on the Influence of Twin-Bow Appendage with Drum on Ship Speed and Resistance. BIC-TA (2) (2023)
Shiyu Wang, Guowei Cai, Peiwen Yu, Guangwu Liu, Jun Luo
Mean-Variance Portfolio Optimization with Nonlinear Derivative Securities. WSC (2023)
Ben Feng, Guangwu Liu, Kun Zhang
Portfolio Risk Measurement via Stochastic Mesh with Average Weight. WSC (2022)
Chao Lu, Guangwu Liu, Wenguo Zhang, Jian Wang
Simulation of Airflow Characteristics of a Seabird Following a Ship Based on Steady State. BIC-TA (2022)
Kun Zhang, Guangwu Liu, Shiyu Wang
Technical Note - Bootstrap-based Budget Allocation for Nested Simulation. Oper. Res. 70 (2) (2022)
Guangwu Liu, Muhammad Kamran Siddiqui, Shazia Manzoor, Muhammad Naeem, Douhadji Abalo
On Curvilinear Regression Analysis via Newly Proposed Entropies for Some Benzene Models. Complex. 2022 (2022)
Xuan Guo, Yuepeng Chen, Guangyu Luo, Guangwu Liu
A Formation Control Method of AUV Group Combining Consensus Theory and Leader-Follower Method Under Communication Delay. BIC-TA (2) (2021)
Guangwu Liu, Wen Shi, Kun Zhang
An Upper Confidence Bound Approach to Estimating Coherent Risk Measures. WSC (2019)
L. Jeff Hong, Sandeep Juneja, Guangwu Liu
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement. Oper. Res. 65 (3) (2017)
Shiyu Wang, Guangwu Liu, Kun Zhang
A misspecification test for simulation metamodels. WSC (2017)
Kun Zhang, Guangwu Liu, Shiyu Wang
Portfolio risk measurement via stochastic mesh. WSC (2017)
Shaolong Tong, Guangwu Liu
Importance Sampling for Option Greeks with Discontinuous Payoffs. INFORMS J. Comput. 28 (2) (2016)
Guangwu Liu
Simulating Risk Contributions of Credit Portfolios. Oper. Res. 63 (1) (2015)
Guangwu Liu, Xingyuan Ni, Yangang Liu
Synthesis and characterization of silica aerogel and its composite materials. NEMS (2015)
L. Jeff Hong, Zhaolin Hu, Guangwu Liu
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review. ACM Trans. Model. Comput. Simul. 24 (4) (2014)
Guiyun Feng, Guangwu Liu, Lihua Sun
A nonparametric method for pricing and hedging American options. WSC (2013)
Guangwu Liu, L. Jeff Hong
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs. Oper. Res. 59 (1) (2011)
Guangwu Liu
A reflection-based variance reduction technique for sum of random variables. WSC (2011)
L. Jeff Hong, Guangwu Liu
Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities. WSC (2011)
L. Jeff Hong, Guangwu Liu
Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations. Oper. Res. 58 (2) (2010)
Guangwu Liu
Importance sampling for risk contributions of credit portfolios. WSC (2010)
L. Jeff Hong, Guangwu Liu
Simulating Sensitivities of Conditional Value at Risk. Manag. Sci. 55 (2) (2009)
Zoltán Ésik, Yuan Gao, Guangwu Liu, Sheng Yu
Estimation of state complexity of combined operations. Theor. Comput. Sci. 410 (35) (2009)
Guangwu Liu, L. Jeff Hong
Revisit of stochastic mesh method for pricing American options. Oper. Res. Lett. 37 (6) (2009)
Zoltán Ésik, Yuan Gao, Guangwu Liu, Sheng Yu
Estimation of State Complexity of Combined Operations. DCFS (2008)
Guangwu Liu, Carlos Martín-Vide, Arto Salomaa, Sheng Yu
State complexity of basic language operations combined with reversal. Inf. Comput. 206 (9-10) (2008)
Guangwu Liu, L. Jeff Hong
Revisit of stochastic mesh method for pricing American options. WSC (2008)
Zoltán Ésik, Guangwu Liu
Fuzzy tree automata. Fuzzy Sets Syst. 158 (13) (2007)
Guangwu Liu, L. Jeff Hong
Kernel estimation for quantile sensitivities. WSC (2007)
Guangwu Liu, Carlos Martín-Vide, Arto Salomaa, Sheng Yu
State Complexity of Basic Operations Combined with Reversal. LATA (2007)
Zhixiang Yin, Jianzhong Cui, Jing Yang, Guangwu Liu
DNA Computing Model of Graph Isomorphism Based on Three Dimensional DNA Graph Structures. ICIC (2) (2005)