Wuyi Ye

Publication Activity (10 Years)

Years Active: 2012-2024
Publications (10 Years): 6

Top Topics

Community Detection

Regression Model

Prediction Intervals

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Comput. Ind. Eng.

INFOR Inf. Syst. Oper. Res.

Publications

Bin Wu, Pengzhan Chen, Wuyi Ye
Variance swaps with mean reversion and multi-factor variance. Eur. J. Oper. Res. 315 (1) (2024)
Wuyi Ye, Yi Zhou, Pengzhan Chen, Bin Wu
A simulation-based method for estimating systemic risk measures. Eur. J. Oper. Res. 313 (1) (2024)
Wuyi Ye, Mingge Li
Risk of declined company performance during COVID-19-Spatial quantile autoregression based on network analysis. Comput. Ind. Eng. 173 (2022)
Jiping Gao, Gongbing Bi, Wuyi Ye
Upgrade strategies in the two-sided market: Updated strategy vs. derived strategy. INFOR Inf. Syst. Oper. Res. 58 (4) (2020)
Yangguang Zhu, Feng Yang, Wuyi Ye
Financial contagion behavior analysis based on complex network approach. Ann. Oper. Res. 268 (1-2) (2018)
Wuyi Ye, Kebing Luo, Xiaoquan Liu
Time-varying quantile association regression model with applications to financial contagion and VaR. Eur. J. Oper. Res. 256 (3) (2017)
Wuyi Ye, Xiaoquan Liu, Baiqi Miao
Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions. Eur. J. Oper. Res. 222 (1) (2012)