Hongbiao Zhao

12 papers C 1Journal 10Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Exact Simulation of Quadratic Intensity Models.
INFORMS J. Comput.
Yan Qu, Angelos Dassios, Anxin Liu, Hongbiao Zhao
2024 — conf
Optimal Control of a Hybrid Offshore Platform Combining a Wind Turbine and Multiple Floats.
ICIT
Hongbiao Zhao, Peter Stansby, Zhijing Liao, Guang Li
2023 J jnl
Robust Nonlinear Model Predictive Control of an Autonomous Launch and Recovery System.
IEEE Trans. Control. Syst. Technol.
Yujia Zhang, Hongbiao Zhao, Guang Li, Christopher Edwards, Michael R. Belmont
2023 J jnl
Shot-noise cojumps: Exact simulation and option pricing.
J. Oper. Res. Soc.
Yan Qu, Angelos Dassios, Hongbiao Zhao
2022 J jnl
Exact simulation of extrinsic stress-release processes.
J. Appl. Probab.
Young Lee, Patrick J. Laub, Thomas Taimre, Hongbiao Zhao, Jiancang Zhuang
2021 J jnl
Exact simulation of Ornstein-Uhlenbeck tempered stable processes.
J. Appl. Probab.
Yan Qu, Angelos Dassios, Hongbiao Zhao
2021 J jnl
Exact simulation of gamma-driven Ornstein-Uhlenbeck processes with finite and infinite activity jumps.
J. Oper. Res. Soc.
Yan Qu, Angelos Dassios, Hongbiao Zhao
2021 J jnl
Random Variate Generation for Exponential and Gamma Tilted Stable Distributions.
ACM Trans. Model. Comput. Simul.
Yan Qu, Angelos Dassios, Hongbiao Zhao
2018 J jnl
Exact Simulation for a Class of Tempered Stable and Related Distributions.
ACM Trans. Model. Comput. Simul.
Angelos Dassios, Yan Qu, Hongbiao Zhao
2017 J jnl
Efficient Simulation of Clustering Jumps with CIR Intensity.
Oper. Res.
Angelos Dassios, Hongbiao Zhao
2016 C conf
Simulation and Calibration of a Fully Bayesian Marked Multidimensional Hawkes Process with Dissimilar Decays.
ACML
Kar Wai Lim, Young Lee, Leif Hanlen, Hongbiao Zhao
2013 J jnl
A Risk Model with Delayed Claims.
J. Appl. Probab.
Angelos Dassios, Hongbiao Zhao