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 | 53 | 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 | 17 | 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 | 8 | 2020 |
A Maximin -Efficient Design for Multivariate GLM 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 |