Zhi Liu

According to our database, Zhi Liu authored at least 9 papers between 2015 and 2024.

Collaborative distances:

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

2024

A novel time series probabilistic prediction approach based on the monotone quantile regression neural network.

Jianming Hu, Jingwei Tang, Zhi Liu

Inf. Sci., January, 2024

2023

The latency accuracy trade-off and optimization in implied volatility-based trading systems.

Guoxiang Guo, Yuanyuan Qi, Sirui Lai, Zhi Liu, Joseph Yen

Expert Syst. Appl., July, 2023

2019

Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise.

Li Wang, Zhi Liu, Xiaochao Xia

Soft Comput., 2019

2017

SURE estimates under dependence and heteroscedasticity.

Xinbing Kong, Zhi Liu, Peng Zhao, Wang Zhou

J. Multivar. Anal., 2017

Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations.

Zhi Liu

Finance Stochastics, 2017

Model free feature screening for ultrahigh dimensional data with responses missing at random.

Peng Lai, Yiming Liu, Zhi Liu, Yi Wan

Comput. Stat. Data Anal., 2017

2016

Regularized estimation for the least absolute relative error models with a diverging number of covariates.

Xiaochao Xia, Zhi Liu, Hu Yang

Comput. Stat. Data Anal., 2016

2015

A test for equality of two distributions via jackknife empirical likelihood and characteristic functions.

Zhi Liu, Xiaochao Xia, Wang Zhou

Comput. Stat. Data Anal., 2015

Some properties of finite-time stable stochastic nonlinear systems.

Juliang Yin, Deng Ding, Zhi Liu, Suiyang Khoo

Appl. Math. Comput., 2015