Research

RESEARCH INTERESTS

Multifractional process, statistical inferences, Malliavin calculus, stochastic differential equations, stochastic modeling, simulation, machine learning, approximation theory, graph theory.

PUBLICATIONS

2019: Distributed mode selection for FDD communication in multihop wireless networks, with Moein Parsinia and Sunil Kumar. Accepted by IEEE Transactions on Aerospace and Electronic Systems.
2018: Some developments in clustering analysis on stochastic processes, with Nan Rao and Ran Zhao. Accepted by Biostatistics and Biometrics Open Access Journal.


SUBMISSIONS

Series representation of jointly SaS distribution via a new type of symmetric covariations,  with Y. Ding.
- Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes, with N. Rao and R. Zhao. [arXiv]
- Clustering analysis on locally asymptotically self-similar 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.
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