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

For more about my research, please go to Researchgate.


A. Ayache, C. Esser and Q. Peng. Almost sure approximations in Hölder norms of a general stochastic process defined by a Young integral.
- A. Aksoy and Q. Peng. Arbitrarily slow convergence: a sufficient subspace condition.
- A. Aksoy and Q. Peng. Constructing an element of a Banach space with given deviation from its nested subspaces. [arXiv]
- A. Aksoy, M. Al-Ansari and Q. Peng. Representation theorems of R-trees and Brownian motions indexed by R-trees. [arXiv]
Q. Peng and R. Zhao. A general class of multifractional processes and its application to cross-listing stocks. [arXiv]
- Q. Peng and Y. Yang. Do sentiment and exchange rate share memories? An application of multifractional process modeling.
- M. Parsinia, Q. Peng and S. Kumar. A novel distributed bipartite graph coloring scheme for channel assignment of FDD nodes in multihop wireless networks.
- A. Altintig, Q. Peng, H. Schellhorn and L. Zhu. An empirical analysis of counterparty risk in CDS prices.
- Q. Peng and H. Schellhorn. On the distribution of extended CIR model.
- C. Liu, Q. Peng and H. Schellhorn. American option pricing with regression: convergence analysis.