Wuyi Ye

According to our database, Wuyi Ye authored at least 7 papers between 2012 and 2024.

Collaborative distances:

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

2024

A simulation-based method for estimating systemic risk measures.

Wuyi Ye, Yi Zhou, Pengzhan Chen, Bin Wu

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

Variance swaps with mean reversion and multi-factor variance.

Bin Wu, Pengzhan Chen, Wuyi Ye

Eur. J. Oper. Res., 2024

2022

Risk of declined company performance during COVID-19-Spatial quantile autoregression based on network analysis.

Wuyi Ye, Mingge Li

Comput. Ind. Eng., 2022

2020

Upgrade strategies in the two-sided market: Updated strategy vs. derived strategy.

Jiping Gao, Gongbing Bi, Wuyi Ye

INFOR Inf. Syst. Oper. Res., 2020

2018

Financial contagion behavior analysis based on complex network approach.

Yangguang Zhu, Feng Yang, Wuyi Ye

Ann. Oper. Res., 2018

2017

Time-varying quantile association regression model with applications to financial contagion and VaR.

Wuyi Ye, Kebing Luo, Xiaoquan Liu

Eur. J. Oper. Res., 2017

2012

Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions.

Wuyi Ye, Xiaoquan Liu, Baiqi Miao

Eur. J. Oper. Res., 2012