| Quantitative data analysis in finance X Shi, P Zhang, SU Khan Handbook of Big Data Technologies, 719-753, 2017 | 10 | 2017 |
| 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 | 8 | 2014 |
| 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 | 7 | 2018 |
| Coherent Risk Measure and Normal Mixture Distributions with Application in Portfolio Optimization and Risk Allocation X Shi, A Kim | 4 | 2015 |
| Can quantitative finance benefit from IoT? P Zhang, X Shi, SU Khan Proceedings of the Workshop on Smart Internet of Things, 1-6, 2017 | 2 | 2017 |
| A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models X Shi, L Zhang, A Kim | 2 | 2015 |
| Marginal Contribution to Risk and Generalized Effective Number of Bets X Shi | 1 | 2015 |
| 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 |
Samee U. KhanJames W. Bagley Chair Professor, Mississippi State UniversityVerified email at ece.msstate.edu
