RESEARCH INTERESTS
Multifractional process, statistical inferences, Malliavin calculus, stochastic differential equations, stochastic modeling, simulation, machine learning, approximation theory, graph theory.
PUBLICATIONS
 2018: Some developments in clustering analysis on stochastic processes, with Nan Rao and Ran Zhao. Accepted by Biostatistics and Biometrics Open Access Journal.
ACCEPTED FOR PRESENTATION AT CONFERENCES
SUBMISSIONS
 Series representation of jointly SaS distribution via a new type of symmetric covariations, with Y. Ding.  Covariancebased dissimilarity measures applied to clustering widesense stationary ergodic processes, with N. Rao and R. Zhao. [arXiv]  Clustering analysis on locally asymptotically selfsimilar processes with known number of clusters, with N. Rao and R. Zhao. [arXiv]  Bernstein lethargy theorem and reflexivity, with A. Aksoy. [arXiv]  Do sentiment and exchange rate share memories? An application of multifractional process modeling, with Y. Yang.  An empirical analysis of counterparty risk in CDS prices, with A. Altintig, H. Schellhorn and L. Zhu.  American option pricing with regression: convergence analysis, with C. Liu and H. Schellhorn. 
