Financial contagion and contagion channels in the forex market: A new approach via the dynamic mixture copula-extreme value theory H Wang, Y Yuan, Y Li, X Wang
Economic Modelling 94, 401-414, 2020
55 2020 Orthogonal bases for polynomial regression with derivative information in uncertainty quantification Y Li, M Anitescu, O Roderick, F Hickernell
International Journal for Uncertainty Quantification 1 (4), 2011
31 2011 An efficient algorithm for Elastic I‐optimal design of generalized linear models Y Li, X Deng
Canadian Journal of Statistics, 2020
18 2020 Is a Transformed Low Discrepancy Design Also Low Discrepancy? Y Li, L Kang, FJ Hickernell
Contemporary Experimental Design, Multivariate Analysis and Data Mining, 69-92, 2020
9 2020 A Maximin Y Li, L Kang, X Deng
arXiv preprint arXiv:2008.06475, 2020
2 * 2020 LMI-Based Robust Optimization Model of Loan Portfolio G Ying, H Xiaoyuan, L Yiou
Journal of Northeastern University (Natural Science) 28 (No.1), 137- 140, 2007
2 2007 Design of experiments for linear regression models when gradient information is available Y Li, FJ Hickernell
Journal of Statistical Planning and Inference 144, 141-151, 2014
1 2014 Portfolio Robust Optimization Model and Its Application G Ying, L Yiou, H Xiaoyuan
Journal of Systems Science & Information, 81-89, 2007
1 * 2007 Polynomial Regression with Derivative Information for Uncertainty Analysis of Complex Simulation Models. R Oleg, A Mihai, L Yiou, W Zhu
The Workshop on Verification, Validation, and Uncertainty Analysis in High …, 2010
2010 