Xiaoqun Wang

Publication Activity (10 Years)

Years Active: 1997-2024
Publications (10 Years): 34

Top Topics

Importance Sampling

Partial Differential Equations

Top Venues

J. Comput. Appl. Math.

SIAM J. Sci. Comput.

Publications

Zhenghang Xu, Zhijian He, Xiaoqun Wang
Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation. J. Comput. Appl. Math. 443 (2024)
Zhijian He, Hejin Wang, Xiaoqun Wang
Quasi-Monte Carlo and importance sampling methods for Bayesian inverse problems. CoRR (2024)
Hanmei Yang, Jin Zhou, Yao Fu, Xiaoqun Wang, Ramine Roane, Hui Guan, Tongping Liu
ProTrain: Efficient LLM Training via Memory-Aware Techniques. CoRR (2024)
Jichang Xiao, Fengjiang Fu, Xiaoqun Wang
Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation. J. Comput. Appl. Math. 451 (2024)
Du Ouyang, Jichang Xiao, Xiaoqun Wang
Generalization Error Analysis of Deep Backward Dynamic Programming for Solving Nonlinear PDEs. CoRR (2024)
Xiaoqun Wang, Xihui Chen, Zhouyi Gu
Online Information Reviews to Boost Tourism in the B&B Industry to Reveal the Truth and Nexus. Inf. 15 (2) (2024)
Wei Hao, Qingzhe Kong, Xiaoqun Wang, Haoxuan He, Hang Wu, Xinyang Li
DIKWP construction of public hospital performance evaluation index system - based on TIF model domain wealth theory. HPCC/DSS/SmartCity/DependSys (2023)
Zhan Zheng, Hejin Wang, Xiaoqun Wang
On the convergence conditions of Laplace importance sampling with randomized quasi-Monte Carlo. CoRR (2023)
Du Ouyang, Xiaoqun Wang, Zhijian He
Quasi-Monte Carlo for unbounded integrands with importance sampling. CoRR (2023)
Jichang Xiao, Fengjiang Fu, Xiaoqun Wang
Analysis of the Generalization Error of deep learning based on Randomized Quasi-Monte Carlo for Solving Linear Kolmogorov PDEs. CoRR (2023)
Wen-Lung Shiau, Xiaoqun Wang, Fei Zheng
What are the trend and core knowledge of information security? A citation and co-citation analysis. Inf. Manag. 60 (3) (2023)
Zhijian He, Zhan Zheng, Xiaoqun Wang
On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo. SIAM J. Numer. Anal. 61 (2) (2023)
Jichang Xiao, Xiaoqun Wang
Empirical Risk Minimization over Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Linear Kolmogorov Partial Differential Equations with Unbounded Initial Functions. CoRR (2023)
Rongyi He, Xiaoqun Wang, Kairui Gao
Using a nanoscale technology for designing fault-tolerant 2: 1 multiplexer based on a majority gate. Photonic Netw. Commun. 44 (1) (2022)
Fengjiang Fu, Xiaoqun Wang
Convergence analysis of a quasi-Monte Carlo-based deep learning algorithm for solving partial differential equations. CoRR (2022)
Zhijian He, Zhenghang Xu, Xiaoqun Wang
Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference. SIAM J. Sci. Comput. 44 (4) (2022)
Wen-Lung Shiau, Xiaoqun Wang, Fei Zheng, Yung Po Tsang
Cognition and emotion in the information systems field: a review of twenty-four years of literature. Enterp. Inf. Syst. 16 (6) (2022)
Jiangming Xiang, Xiaoqun Wang
Quasi-Monte Carlo simulation for American option sensitivities. J. Comput. Appl. Math. 413 (2022)
Zhijian He, Zhan Zheng, Xiaoqun Wang
On the error rate of importance sampling with randomized quasi-Monte Carlo. CoRR (2022)
Chaojun Zhang, Xiaoqun Wang, Zhijian He
Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance. SIAM J. Sci. Comput. 43 (1) (2021)
Zhijian He, Zhenghang Xu, Xiaoqun Wang
Unbiased MLMC-based variational Bayes for likelihood-free inference. CoRR (2021)
Zhijian He, Xiaoqun Wang
Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall. Math. Comput. 90 (327) (2021)
Chao Yu, Xiaoqun Wang
Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks. CoRR (2021)
Zhenghang Xu, Zhijian He, Xiaoqun Wang
Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation. CoRR (2020)
Xiaohui Zou, Shunpeng Zou, Xiaoqun Wang
The Strategy of Constructing an Interdisciplinary Knowledge Center. ICNC-FSKD (2019)
Fei Xie, Zhijian He, Xiaoqun Wang
An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options. Eur. J. Oper. Res. 274 (2) (2019)
Suijuan Zhong, Shu Zhang, Xiaoying Fan, Qian Wu, Liying Yan, Ji Dong, Haofeng Zhang, Long Li, Le Sun, Na Pan, Xiaohui Xu, Fuchou Tang, Jun Zhang, Jie Qiao, Xiaoqun Wang
A single-cell RNA-seq survey of the developmental landscape of the human prefrontal cortex. Nat. 555 (7697) (2018)
Shunpeng Zou, Xiaohui Zou, Xiaoqun Wang
How to Do Knowledge Module Finishing. IFIP TC12 ICIS (2018)
Mieradilijiang Maimaiti, Shunpeng Zou, Xiaoqun Wang, Xiaohui Zou
How to Understand: Three Types of Bilingual Information Processing? ICCSIP (2) (2018)
Shunpeng Zou, Xiaohui Zou, Xiaoqun Wang
How to Understand the Fundamental Laws of Information. ICCSIP (2) (2018)
Ye Xiao, Xiaoqun Wang
Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions. J. Comput. Appl. Math. 343 (2018)
Chengfeng Weng, Xiaoqun Wang, Zhijian He
Efficient Computation of Option Prices and Greeks by Quasi-Monte Carlo Method with Smoothing and Dimension Reduction. SIAM J. Sci. Comput. 39 (2) (2017)
Chengfeng Weng, Xiaoqun Wang, Zhijian He
An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures. Eur. J. Oper. Res. 254 (1) (2016)
Xiaoqun Wang
Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing. Oper. Res. 64 (2) (2016)
Zhijian He, Xiaoqun Wang
On the Convergence Rate of Randomized Quasi-Monte Carlo for Discontinuous Functions. SIAM J. Numer. Anal. 53 (5) (2015)
Yong Wang, Chenyang Jiang, Jinbiao Cheng, Xiaoqun Wang
Disease Candidate Gene Identification and Gene Regulatory Network Building Through Medical Literature Mining. ITITS (2) (2015)
Zhijian He, Xiaoqun Wang
Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives. SIAM J. Sci. Comput. 36 (2) (2014)
Xiaoqun Wang, Ken Seng Tan
Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction. Manag. Sci. 59 (2) (2013)
Xiaoqun Wang, Ken Seng Tan
How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? J. Complex. 28 (2) (2012)
Xiaoqun Wang
Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance. SIAM J. Sci. Comput. 34 (1) (2012)
Xiaoqun Wang, Zhen Ji, Chen Fu, Ming Hu
GCMS: A Global Contention Management Scheme in Hardware Transactional Memory. IEEE Comput. Archit. Lett. 10 (1) (2011)
Xiaoqun Wang, Ian H. Sloan
Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction. Oper. Res. 59 (1) (2011)
Chen Fu, Dongxin Wen, Xiaoqun Wang, Xiao-Zong Yang
An Effective Conflict Management for Large Transactions in Hardware Transactional Memory System. ISIA (2010)
Xiaoqun Wang, Zhenzhou Ji, Chen Fu, Mingzeng Hu
A Comprehensive Scheme for Contention Management in Hardware Transactional Memory. ISIA (2010)
Chen Fu, Dongxin Wen, Xiaoqun Wang, Xiao-Zong Yang
Hardware transactional memory: A high performance parallel programming model. J. Syst. Archit. 56 (8) (2010)
Xiaoqun Wang
Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing. INFORMS J. Comput. 21 (3) (2009)
Junyi Lin, Xiaoqun Wang
New Brownian bridge construction in quasi-Monte Carlo methods for computational finance. J. Complex. 24 (2) (2008)
Xiaoqun Wang
On the approximation error in high dimensional model representation. WSC (2008)
Xiaoqun Wang
Constructing Robust Good Lattice Rules for Computational Finance. SIAM J. Sci. Comput. 29 (2) (2007)
Xiaoqun Wang
On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance. Oper. Res. 54 (6) (2006)
Josef Dick, Ian H. Sloan, Xiaoqun Wang, Henryk Wozniakowski
Good Lattice Rules in Weighted Korobov Spaces with General Weights. Numerische Mathematik 103 (1) (2006)
Xiaoqun Wang, Ian H. Sloan
Efficient Weighted Lattice Rules with Applications to Finance. SIAM J. Sci. Comput. 28 (2) (2006)
Xiaoqun Wang, Ian H. Sloan
Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?. SIAM J. Sci. Comput. 27 (1) (2005)
Xiaoqun Wang, Ian H. Sloan, Josef Dick
On Korobov Lattice Rules in Weighted Spaces. SIAM J. Numer. Anal. 42 (4) (2004)
Josef Dick, Ian H. Sloan, Xiaoqun Wang, Henryk Wozniakowski
Liberating the weights. J. Complex. 20 (5) (2004)
Ian H. Sloan, Xiaoqun Wang, Henryk Wozniakowski
Finite-order weights imply tractability of multivariate integration. J. Complex. 20 (1) (2004)
Xiaoqun Wang, Kai-Tai Fang
The effective dimension and quasi-Monte Carlo integration. J. Complex. 19 (2) (2003)
Xiaoqun Wang
Strong tractability of multivariate integration using quasi-Monte Carlo algorithms. Math. Comput. 72 (242) (2003)
Fred J. Hickernell, Xiaoqun Wang
The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension. Math. Comput. 71 (240) (2002)
Xiaoqun Wang
A Constructive Approach to Strong Tractability Using Quasi-Monte Carlo Algorithms. J. Complex. 18 (3) (2002)
Anil K. Gupta, Xiaoqun Wang, Amitabha Das
Minimizing cell delay variation in CRMA/ATM interworking. Comput. Commun. 20 (13) (1997)
Anil K. Gupta, Xiaoqun Wang
Controlling Isochronous Traffic in CRMA/ATM Interworking. ICC (3) (1997)