Kun Zhang

According to our database, Kun Zhang authored at least 9 papers between 2017 and 2024.

Collaborative distances:

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

2024

An exact bootstrap-based bandwidth selection rule for kernel quantile estimators.

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.

Xiaoyu Liu, Xing Yan, Kun Zhang

Eur. J. Oper. Res., February, 2024

An Efficient Finite Difference Approximation via a Double Sample-Recycling Approach.

Guo Liang, Guangwu Liu, Kun Zhang

CoRR, 2024

2022

Technical Note - Bootstrap-based Budget Allocation for Nested Simulation.

Kun Zhang, Guangwu Liu, Shiyu Wang

Oper. Res., 2022

Portfolio Risk Measurement via Stochastic Mesh with Average Weight.

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.

Hong-Fa Cheng, Kun Zhang

Oper. Res. Lett., 2021

2019

An Upper Confidence Bound Approach to Estimating Coherent Risk Measures.

Guangwu Liu, Wen Shi, Kun Zhang

Proceedings of the 2019 Winter Simulation Conference, 2019

2017

Portfolio risk measurement via stochastic mesh.

Kun Zhang, Guangwu Liu, Shiyu Wang

Proceedings of the 2017 Winter Simulation Conference, 2017

A misspecification test for simulation metamodels.

Shiyu Wang, Guangwu Liu, Kun Zhang

Proceedings of the 2017 Winter Simulation Conference, 2017