Xiang Shi
Xiang Shi
Quantitative Researcher at Thasos Group
Verified email at thasosgroup.com
Title
Cited by
Cited by
Year
Quantitative data analysis in finance
X Shi, P Zhang, SU Khan
Handbook of Big Data Technologies, 719-753, 2017
82017
A modified least-squares simulation approach to value American barrier options
L Zhang, W Zhang, W Xu, X Shi
Computational Economics 44 (4), 489-506, 2014
82014
Quantcloud: Enabling big data complex event processing for quantitative finance through a data-driven execution
P Zhang, X Shi, SU Khan
IEEE Transactions on Big Data 5 (4), 564-575, 2018
72018
Coherent Risk Measure and Normal Mixture Distributions with Application in Portfolio Optimization and Risk Allocation
X Shi, A Kim
42015
A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models
X Shi, L Zhang, A Kim
22015
Can quantitative finance benefit from IoT?
P Zhang, X Shi, SU Khan
Proceedings of the Workshop on Smart Internet of Things, 1-6, 2017
12017
Marginal Contribution to Risk and Generalized Effective Number of Bets
X Shi
12015
Advanced Applications of Generalized Hyperbolic Distributions in Portfolio Allocation and Measuring Diversification
X Shi
The Graduate School, Stony Brook University: Stony Brook, NY., 2016
2016
CVaR hedging under stochastic interest rate
A Tsao, X Shi, A Melnikov
2015
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