Results 1-5 of 5 (Search time: 0.002 seconds).
Issue Date | Title | Author(s) | Relation | scopus | WOS | Fulltext/Archive link | |
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1 | 2022 | Non-Stationary Dynamic Pricing Via Actor-Critic Information-Directed Pricing | Po-Yi Liu; Chi-Hua Wang; Henghsiu Tsai | arXiv:2208.09372 [stat.ML], 1-24 | |||
2 | 2022 | Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions | Milan Kumar Das; Henghsiu Tsai ; Ioannis Kyriakou; Gianluca Fusai | Operations Research 70(4), 1984-1995 | |||
3 | 2021 | Non-parametric estimation of conditional tail expectation for long-horizon returns | Hwai-Chung Ho ; Hung-Yin Chen; Henghsiu Tsai | Statistica Sinica 31(1), 547-569 | |||
4 | 2020 | Chapter 72: Non-Parametric Inference on Risk Measures for Integrated Returns | Henghsiu Tsai ; Hwai-Chung Ho ; Hung-Yin Chen | Handbook of Financial Econometrics, Mathematics, Statistics, and Machine Learning (World Scientific Publishing Company) | |||
5 | 2020 | Approximate Maximum Likelihood Estimation of A Threshold Diffusion Process | Ting-Hung Yu; Henghsiu Tsai ; Heiko Rachinger | COMPUTATIONAL STATISTICS & DATA ANALYSIS 142, 106823 |