Deng Ding

17 papers Journal 16Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
An effective one-iteration learning algorithm based on Gaussian mixture expansion for densities.
Commun. Nonlinear Sci. Numer. Simul.
Weiguo Lu, Xuan Wu, Deng Ding, Gangnan Yuan, Jirong Zhuang
2025 J jnl
An efficient Gaussian mixture model and its application to neural networks.
Knowl. Based Syst.
Weiguo Lu, Deng Ding, Fengyan Wu, Gangnan Yuan
2025 J jnl
Diffusion model conditioning on Gaussian mixture model and negative Gaussian mixture gradient.
Neurocomputing
Weiguo Lu, Xuan Wu, Deng Ding, Jinqiao Duan, Jirong Zhuang, Gangnan Yuan
2024 J jnl
A linearized fourth-order compact ADI method for phytoplankton-zooplankton model arising in marine ecosystem.
Comput. Appl. Math.
Gangnan Yuan, Deng Ding, Weiguo Lu, Fengyan Wu
2024 J jnl
Diffusion Model Conditioning on Gaussian Mixture Model and Negative Gaussian Mixture Gradient.
CoRR
Weiguo Lu, Xuan Wu, Deng Ding, Jinqiao Duan, Jirong Zhuang, Gangnan Yuan
2023 J jnl
An Efficient 1 Iteration Learning Algorithm for Gaussian Mixture Model And Gaussian Mixture Embedding For Neural Network.
CoRR
Weiguo Lu, Xuan Wu, Deng Ding, Gangnan Yuan
2022 J jnl
A linearized compact ADI numerical method for the two-dimensional nonlinear delayed Schrödinger equation.
Appl. Math. Comput.
Hongyu Qin, Fengyan Wu, Deng Ding
2021 J jnl
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models.
Numer. Algorithms
Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang
2020 J jnl
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models.
Comput. Math. Appl.
Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang
2018 J jnl
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models.
J. Sci. Comput.
Siu-Long Lei, Wenfei Wang, Xu Chen, Deng Ding
2018 — conf
Method-Level Permission Analysis Based on Static Call Graph of Android Apps.
DSA
Yan Hu, Weiqiang Kong, Deng Ding, Jun Yan
2017 J jnl
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation.
Comput. Math. Appl.
Xu Chen, Wenfei Wang, Deng Ding, Siu-Long Lei
2017 J jnl
A regression-based numerical scheme for backward stochastic differential equations.
Comput. Stat.
Deng Ding, Xiaofei Li, Yiqi Liu
2015 J jnl
Circulant preconditioning technique for barrier options pricing under fractional diffusion models.
Int. J. Comput. Math.
Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei
2015 J jnl
Some properties of finite-time stable stochastic nonlinear systems.
Appl. Math. Comput.
Juliang Yin, Deng Ding, Zhi Liu, Suiyang Khoo
2013 J jnl
An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions.
Int. J. Comput. Math.
Qing-Jiang Meng, Deng Ding
2008 J jnl
A splitting-step algorithm for reflected stochastic differential equations in R
Comput. Math. Appl.
Deng Ding, Ying Ying Zhang