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Kun Zhang

Orcid: 0000-0002-0898-5807

Affiliations:
  • Renmin University of China, Institute of Statistics and Big Data, Beijing, China
  • City University of Hong Kong, Department of Management Sciences, Hong Kong (PhD)


According to our database1, Kun Zhang authored at least 13 papers between 2017 and 2025.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

2017
2018
2019
2020
2021
2022
2023
2024
2025
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1
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5
6
7
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4
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Legend:

Book 
In proceedings 
Article 
PhD thesis 
Dataset
Other 

Links

Online presence:

On csauthors.net:

Bibliography

2025
Improving Uncertainty Quantification of Variance Networks by Tree-Structured Learning.
[BibTeX]
[DOI]
Wenxuan Ma
,
Xing Yan
,
Kun Zhang
IEEE Trans. Neural Networks Learn. Syst., February, 2025

2024
An exact bootstrap-based bandwidth selection rule for kernel quantile estimators.
[BibTeX]
[DOI]
Xiaoyu Liu
,
Yan Song
,
Kun Zhang
Commun. Stat. Simul. Comput., August, 2024

Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement.
[BibTeX]
[DOI]
Xiaoyu Liu
,
Xing Yan
,
Kun Zhang
Eur. J. Oper. Res., February, 2024

A FAST Method for Nested Estimation.
[BibTeX]
[DOI]
Guo Liang
,
Kun Zhang
,
Jun Luo
INFORMS J. Comput., 2024

An Efficient Finite Difference Approximation via a Double Sample-Recycling Approach.
[BibTeX]
[DOI]
Guo Liang
,
Guangwu Liu
,
Kun Zhang
CoRR, 2024

A Tutorial on Nested Simulation.
[BibTeX]
[DOI]
Guangwu Liu
,
Kun Zhang
Proceedings of the Winter Simulation Conference, 2024

An Efficient Finite-Difference Approximation.
[BibTeX]
[DOI]
Guo Liang
,
Guangwu Liu
,
Kun Zhang
Proceedings of the Winter Simulation Conference, 2024

2022
Technical Note - Bootstrap-based Budget Allocation for Nested Simulation.
[BibTeX]
[DOI]
Kun Zhang
,
Guangwu Liu
,
Shiyu Wang
Oper. Res., 2022

Portfolio Risk Measurement via Stochastic Mesh with Average Weight.
[BibTeX]
[DOI]
Ben Feng
,
Guangwu Liu
,
Kun Zhang
Proceedings of the Winter Simulation Conference, 2022

2021
Non-nested estimators for the central moments of a conditional expectation and their convergence properties.
[BibTeX]
[DOI]
Hong-Fa Cheng
,
Kun Zhang
Oper. Res. Lett., 2021

2019
An Upper Confidence Bound Approach to Estimating Coherent Risk Measures.
[BibTeX]
[DOI]
Guangwu Liu
,
Wen Shi
,
Kun Zhang
Proceedings of the 2019 Winter Simulation Conference, 2019

2017
Portfolio risk measurement via stochastic mesh.
[BibTeX]
[DOI]
Kun Zhang
,
Guangwu Liu
,
Shiyu Wang
Proceedings of the 2017 Winter Simulation Conference, 2017

A misspecification test for simulation metamodels.
[BibTeX]
[DOI]
Shiyu Wang
,
Guangwu Liu
,
Kun Zhang
Proceedings of the 2017 Winter Simulation Conference, 2017


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