Zhi Liu

Publication Activity (10 Years)

Years Active: 2015-2024
Publications (10 Years): 7

Top Topics

Robust Estimators

Surface Curvature

Robust Statistical

Dimensional Data

Top Venues

Comput. Stat. Data Anal.

Finance Stochastics

Publications

Jianming Hu, Jingwei Tang, Zhi Liu
A novel time series probabilistic prediction approach based on the monotone quantile regression neural network. Inf. Sci. 654 (2024)
Guoxiang Guo, Yuanyuan Qi, Sirui Lai, Zhi Liu, Joseph Yen
The latency accuracy trade-off and optimization in implied volatility-based trading systems. Expert Syst. Appl. 221 (2023)
Li Wang, Zhi Liu, Xiaochao Xia
Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise. Soft Comput. 23 (14) (2019)
Zhi Liu
Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations. Finance Stochastics 21 (2) (2017)
Peng Lai, Yiming Liu, Zhi Liu, Yi Wan
Model free feature screening for ultrahigh dimensional data with responses missing at random. Comput. Stat. Data Anal. 105 (2017)
Xinbing Kong, Zhi Liu, Peng Zhao, Wang Zhou
SURE estimates under dependence and heteroscedasticity. J. Multivar. Anal. 161 (2017)
Xiaochao Xia, Zhi Liu, Hu Yang
Regularized estimation for the least absolute relative error models with a diverging number of covariates. Comput. Stat. Data Anal. 96 (2016)
Zhi Liu, Xiaochao Xia, Wang Zhou
A test for equality of two distributions via jackknife empirical likelihood and characteristic functions. Comput. Stat. Data Anal. 92 (2015)