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


2018: Almost sure approximations in Hölder norms of a general stochastic process defined by a Young integral, with Antoine Ayache and Céline Esser. Accepted by ALEA.


- Covariance-based dissimilarity measures applied to clustering wide-sense stationary ergodic processes, with N. Rao and R. Zhao. [arXiv]
- Clustering stochastic processes: wide-sense ergodicity and consistent algorithms, with N. Rao and R. Zhao.
- Bernstein lethargy theorem and reflexivity, with A. Aksoy. [arXiv]
A general class of multifractional processes and stock price informativeness, with R. Zhao. [arXiv]
- Do sentiment and exchange rate share memories? An application of multifractional process modeling, with Y. Yang.
- A novel distributed bipartite graph coloring scheme for channel assignment of FDD nodes in multihop wireless networks, with M. Parsinia and S. Kumar.
An empirical analysis of counterparty risk in CDS prices, with A. Altintig, H. Schellhorn and L. Zhu.
- On the distribution of extended CIR model, with H. Schellhorn. 
- American option pricing with regression: convergence analysis, with C. Liu and H. Schellhorn.