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Yu Tian

University of Oxford (from arXiv:2103.02042, 2021) · ORCID · OpenAlex

9 papers in scope · 8 published · 1 on the econ.EM arXiv · 114 citations · h-index 6 (over the papers listed here)

Papers

(1 of 9)

Percolation Theories for Quantum Networks
published2023 · Entropy · 23 citations
with Xiangyi Meng, Xinqi Hu, Gaogao Dong, Renaud Lambiotte, Jianxi Gao, Shlomo Havlin
Entropy
Extracting Complements and Substitutes from Sales Data: A Network Perspective
working paper2021 · arXiv · 1 citations
with Sebastian Lautz, Alisdair O. G. Wallis, Renaud Lambiotte
Paper profile arXiv arXiv:2103.02042
Paths of economic development: a global evidence for the mediating role of institutions for participation in global value chains
published2020 · Economic Research-Ekonomska Istraživanja · 13 citations
with Muhammad Nadeem, Jun Yang, Momna Niazi, Sabahat Subhan
Economic Research-Ekonomska Istraživanja
Dynamic volatility management: from conditional volatility to realized volatility
published2019 · The Journal of Investment Strategies
with Rongju Zhang, Nicolas Langrené, Zili Zhu
The Journal of Investment Strategies
Dynamic portfolio optimization with liquidity cost and market impact: a simulation-and-regression approach
published2018 · Quantitative Finance · 24 citations · first circulated 2016
with Rongju Zhang, Nicolas Langrené, Zili Zhu, Fima C. Klebaner, Kaïs Hamza
Quantitative Finance
Calibrating and Pricing with a Stochastic-Local Volatility Model
published2015 · The Journal of Derivatives · 29 citations · first circulated 2012
with Zili Zhu, Geoffrey Lee, Fima C. Klebaner, Kaïs Hamza
The Journal of Derivatives
Efficient portfolio valuation incorporating liquidity risk
published2013 · Quantitative Finance · 9 citations · first circulated 2010
with Ron Rood, Cornelis W. Oosterlee
Quantitative Finance
Pricing barrier and American options under the SABR model on the graphics processing unit
published2011 · Concurrency and Computation Practice and Experience · 15 citations
with Zili Zhu, Fima C. Klebaner, Kaïs Hamza
Concurrency and Computation Practice and Experience
Research on the Modified Sharpe Index for Performance Evaluation of Securities Investment Fund in China
published2010 · Zhongguo ruankexue
no link

Assembled from arXiv and OpenAlex. Duplicate records for the same paper are merged, and the published version is shown where we could identify one. Corrections welcome.