| Bootstrap-based budget allocation for nested simulation K Zhang, G Liu, S Wang Operations Research 70 (2), 1128-1142, 2022 | 11 | 2022 |
| Sample Recycling for Nested Simulation with Application in Portfolio Risk Measurement K Zhang, BM Feng, G Liu, S Wang arXiv preprint arXiv:2203.15929, 2022 | 7 | 2022 |
| An exact bootstrap-based bandwidth selection rule for kernel quantile estimators X Liu, Y Song, K Zhang Communications in Statistics-Simulation and Computation, 1-22, 2022 | 4 | 2022 |
| Constructing confidence intervals for nested simulation HF Cheng, X Liu, K Zhang Naval Research Logistics (NRL) 69 (8), 1138-1149, 2022 | 3 | 2022 |
| Non-nested estimators for the central moments of a conditional expectation and their convergence properties HF Cheng, K Zhang Operations Research Letters 49 (5), 625-632, 2021 | 3 | 2021 |
| An upper confidence bound approach to estimating coherent risk measures G Liu, W Shi, K Zhang 2019 Winter Simulation Conference (WSC), 914-925, 2019 | 3 | 2019 |
| Reflecting diffusion processes on manifolds carrying geometric flow LJ Cheng, K Zhang Journal of Theoretical Probability 30, 1334-1368, 2017 | 3 | 2017 |
| Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement X Liu, X Yan, K Zhang European Journal of Operational Research 312 (3), 1168-1177, 2024 | 2 | 2024 |
| A misspecification test for simulation metamodels S Wang, G Liu, K Zhang 2017 Winter Simulation Conference (WSC), 1938-1949, 2017 | 2 | 2017 |
| Portfolio risk measurement via stochastic mesh K Zhang, G Liu, S Wang 2017 Winter Simulation Conference (WSC), 1796-1811, 2017 | 1 | 2017 |
| A FAST Method for Nested Estimation G Liang, K Zhang, J Luo INFORMS Journal on Computing, 2024 | | 2024 |
| Improving Uncertainty Quantification of Variance Networks by Tree-Structured Learning W Ma, X Yan, K Zhang IEEE Transactions on Neural Networks and Learning Systems (TNNLS), 1-15, 2024 | | 2024 |
| Portfolio Risk Measurement via Stochastic Mesh with Average Weight B Feng, G Liu, K Zhang 2022 Winter Simulation Conference (WSC), 903-914, 2022 | | 2022 |
| Online Supplement: Electronic Companion to “A FAST Method for Nested Estimation” G Liang, K Zhang, J Luo | | |
Guangwu LiuProfessor of Management Science, City University of Hong KongVerified email at cityu.edu.hk
