Xu Chen

Publication Activity (10 Years)

Years Active: 2015-2021
Publications (10 Years): 7

Top Topics

News Recommendation

Diffusion Models

Finite Difference

Differential Equations

Top Venues

Comput. Math. Appl.

Numer. Algorithms

J. Sci. Comput.

Publications

Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models. Numer. Algorithms 87 (3) (2021)
Qinghua Zhao, Xu Chen, Hui Zhang, Shuai Ma
D-HAN: Dynamic News Recommendation with Hierarchical Attention Network. CoRR (2021)
Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models. Comput. Math. Appl. 79 (2) (2020)
Xu Chen, Si-Wen Deng, Siu-Long Lei
A Robust Preconditioner for Two-dimensional Conservative Space-Fractional Diffusion Equations on Convex Domains. J. Sci. Comput. 80 (2) (2019)
Siu-Long Lei, Wenfei Wang, Xu Chen, Deng Ding
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models. J. Sci. Comput. 75 (3) (2018)
Xu Chen, Wenfei Wang, Deng Ding, Siu-Long Lei
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation. Comput. Math. Appl. 73 (9) (2017)
Seakweng Vong, Pin Lyu, Xu Chen, Siu-Long Lei
High order finite difference method for time-space fractional differential equations with Caputo and Riemann-Liouville derivatives. Numer. Algorithms 72 (1) (2016)
Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei
Circulant preconditioning technique for barrier options pricing under fractional diffusion models. Int. J. Comput. Math. 92 (12) (2015)