Xiaoqun Wang

Orcid: 0000-0003-4982-1777

According to our database1, Xiaoqun Wang authored at least 59 papers between 1997 and 2024.

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

Timeline

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Bibliography

2024
Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation.
J. Comput. Appl. Math., June, 2024

Online Information Reviews to Boost Tourism in the B&B Industry to Reveal the Truth and Nexus.
Inf., February, 2024

Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation.
J. Comput. Appl. Math., 2024

Generalization Error Analysis of Deep Backward Dynamic Programming for Solving Nonlinear PDEs.
CoRR, 2024

ProTrain: Efficient LLM Training via Memory-Aware Techniques.
CoRR, 2024

Quasi-Monte Carlo and importance sampling methods for Bayesian inverse problems.
CoRR, 2024

2023
On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo.
SIAM J. Numer. Anal., April, 2023

What are the trend and core knowledge of information security? A citation and co-citation analysis.
Inf. Manag., April, 2023

Analysis of the Generalization Error of deep learning based on Randomized Quasi-Monte Carlo for Solving Linear Kolmogorov PDEs.
CoRR, 2023

Empirical Risk Minimization over Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Linear Kolmogorov Partial Differential Equations with Unbounded Initial Functions.
CoRR, 2023

Quasi-Monte Carlo for unbounded integrands with importance sampling.
CoRR, 2023

On the convergence conditions of Laplace importance sampling with randomized quasi-Monte Carlo.
CoRR, 2023

DIKWP construction of public hospital performance evaluation index system - based on TIF model domain wealth theory.
Proceedings of the IEEE International Conference on High Performance Computing & Communications, 2023

2022
Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference.
SIAM J. Sci. Comput., 2022

Using a nanoscale technology for designing fault-tolerant 2: 1 multiplexer based on a majority gate.
Photonic Netw. Commun., 2022

Quasi-Monte Carlo simulation for American option sensitivities.
J. Comput. Appl. Math., 2022

Cognition and emotion in the information systems field: a review of twenty-four years of literature.
Enterp. Inf. Syst., 2022

Convergence analysis of a quasi-Monte Carlo-based deep learning algorithm for solving partial differential equations.
CoRR, 2022

2021
Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance.
SIAM J. Sci. Comput., 2021

Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall.
Math. Comput., 2021

Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks.
CoRR, 2021

2019
An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options.
Eur. J. Oper. Res., 2019

The Strategy of Constructing an Interdisciplinary Knowledge Center.
Proceedings of the Advances in Natural Computation, Fuzzy Systems and Knowledge Discovery - Proceedings of the 15th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery (ICNC-FSKD 2019), Kunming, China, July 20-22, 2019, 2019

2018
A single-cell RNA-seq survey of the developmental landscape of the human prefrontal cortex.
Nat., 2018

Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions.
J. Comput. Appl. Math., 2018

How to Do Knowledge Module Finishing.
Proceedings of the Intelligence Science II, 2018

How to Understand the Fundamental Laws of Information.
Proceedings of the Cognitive Systems and Signal Processing - 4th International Conference, 2018

How to Understand: Three Types of Bilingual Information Processing?
Proceedings of the Cognitive Systems and Signal Processing - 4th International Conference, 2018

2017
Efficient Computation of Option Prices and Greeks by Quasi-Monte Carlo Method with Smoothing and Dimension Reduction.
SIAM J. Sci. Comput., 2017

2016
Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing.
Oper. Res., 2016

An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures.
Eur. J. Oper. Res., 2016

2015
On the Convergence Rate of Randomized Quasi-Monte Carlo for Discontinuous Functions.
SIAM J. Numer. Anal., 2015

Disease Candidate Gene Identification and Gene Regulatory Network Building Through Medical Literature Mining.
Proceedings of the Information Technology and Intelligent Transportation Systems, 2015

2014
Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives.
SIAM J. Sci. Comput., 2014

2013
Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction.
Manag. Sci., 2013

2012
Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance.
SIAM J. Sci. Comput., 2012

How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance?
J. Complex., 2012

2011
Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction.
Oper. Res., 2011

GCMS: A Global Contention Management Scheme in Hardware Transactional Memory.
IEEE Comput. Archit. Lett., 2011

2010
Hardware transactional memory: A high performance parallel programming model.
J. Syst. Archit., 2010

A Comprehensive Scheme for Contention Management in Hardware Transactional Memory.
Proceedings of the Information and Automation - International Symposium, 2010

An Effective Conflict Management for Large Transactions in Hardware Transactional Memory System.
Proceedings of the Information and Automation - International Symposium, 2010

2009
Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing.
INFORMS J. Comput., 2009

2008
New Brownian bridge construction in quasi-Monte Carlo methods for computational finance.
J. Complex., 2008

On the approximation error in high dimensional model representation.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

2007
Constructing Robust Good Lattice Rules for Computational Finance.
SIAM J. Sci. Comput., 2007

2006
Efficient Weighted Lattice Rules with Applications to Finance.
SIAM J. Sci. Comput., 2006

Good Lattice Rules in Weighted Korobov Spaces with General Weights.
Numerische Mathematik, 2006

On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance.
Oper. Res., 2006

2005
Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?.
SIAM J. Sci. Comput., 2005

2004
On Korobov Lattice Rules in Weighted Spaces.
SIAM J. Numer. Anal., 2004

Finite-order weights imply tractability of multivariate integration.
J. Complex., 2004

Liberating the weights.
J. Complex., 2004

2003
Strong tractability of multivariate integration using quasi-Monte Carlo algorithms.
Math. Comput., 2003

The effective dimension and quasi-Monte Carlo integration.
J. Complex., 2003

2002
The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension.
Math. Comput., 2002

A Constructive Approach to Strong Tractability Using Quasi-Monte Carlo Algorithms.
J. Complex., 2002

1997
Minimizing cell delay variation in CRMA/ATM interworking.
Comput. Commun., 1997

Controlling Isochronous Traffic in CRMA/ATM Interworking.
Proceedings of the 1997 IEEE International Conference on Communications: Towards the Knowledge Millennium, 1997


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