Deng Ding

According to our database, Deng Ding authored at least 16 papers between 2008 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2025

An efficient Gaussian mixture model and its application to neural networks.

Weiguo Lu, Deng Ding, Fengyan Wu, Gangnan Yuan

Knowl. Based Syst., 2025

Diffusion model conditioning on Gaussian mixture model and negative Gaussian mixture gradient.

Weiguo Lu, Xuan Wu, Deng Ding, Jinqiao Duan, Jirong Zhuang, Gangnan Yuan

Neurocomputing, 2025

An effective one-iteration learning algorithm based on Gaussian mixture expansion for densities.

Weiguo Lu, Xuan Wu, Deng Ding, Gangnan Yuan, Jirong Zhuang

Commun. Nonlinear Sci. Numer. Simul., 2025

2024

A linearized fourth-order compact ADI method for phytoplankton-zooplankton model arising in marine ecosystem.

Gangnan Yuan, Deng Ding, Weiguo Lu, Fengyan Wu

Comput. Appl. Math., February, 2024

2023

An Efficient 1 Iteration Learning Algorithm for Gaussian Mixture Model And Gaussian Mixture Embedding For Neural Network.

Weiguo Lu, Xuan Wu, Deng Ding, Gangnan Yuan

CoRR, 2023

2022

A linearized compact ADI numerical method for the two-dimensional nonlinear delayed Schrödinger equation.

Hongyu Qin, Fengyan Wu, Deng Ding

Appl. Math. Comput., 2022

2021

An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models.

Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang

Numer. Algorithms, 2021

2020

A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models.

Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang

Comput. Math. Appl., 2020

2018

A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models.

Siu-Long Lei, Wenfei Wang, Xu Chen, Deng Ding

J. Sci. Comput., 2018

Method-Level Permission Analysis Based on Static Call Graph of Android Apps.

Yan Hu, Weiqiang Kong, Deng Ding, Jun Yan

Proceedings of the 5th International Conference on Dependable Systems and Their Applications, 2018

2017

A regression-based numerical scheme for backward stochastic differential equations.

Deng Ding, Xiaofei Li, Yiqi Liu

Comput. Stat., 2017

A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation.

Xu Chen, Wenfei Wang, Deng Ding, Siu-Long Lei

Comput. Math. Appl., 2017

2015

Circulant preconditioning technique for barrier options pricing under fractional diffusion models.

Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei

Int. J. Comput. Math., 2015

Some properties of finite-time stable stochastic nonlinear systems.

Juliang Yin, Deng Ding, Zhi Liu, Suiyang Khoo

Appl. Math. Comput., 2015

2013

An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions.

Qing-Jiang Meng, Deng Ding

Int. J. Comput. Math., 2013

2008

A splitting-step algorithm for reflected stochastic differential equations in R₊¹.

Deng Ding, Ying Ying Zhang

Comput. Math. Appl., 2008