Jia-Wen Gu

14 papers Journal 13Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Adjustable cash inflows based online investment decision making.
Expert Syst. Appl.
Benmeng Lyu, Sini Guo, Jia-Wen Gu, Wai-Ki Ching
2025 J jnl
Leveraging single-case results to Bayesian hierarchical modelling.
Comput. Stat.
Shijing Si, Jia-Wen Gu, Maozai Tian
2024 J jnl
Precommitted Strategies with Initial-Time and Intermediate-Time Value-at-Risk Constraints.
J. Optim. Theory Appl.
Chufang Wu, Jia-Wen Gu, Wai-Ki Ching, Chi-Wing Wong
2023 J jnl
Online portfolio selection with state-dependent price estimators and transaction costs.
Eur. J. Oper. Res.
Sini Guo, Jia-Wen Gu, Christopher H. Fok, Wai-Ki Ching
2023 J jnl
Optimal Pairs Trading Strategies: A Stochastic Mean-Variance Approach.
J. Optim. Theory Appl.
Feng-Hui Yu, Wai-Ki Ching, Chufang Wu, Jia-Wen Gu
2021 J jnl
Adaptive online portfolio selection with transaction costs.
Eur. J. Oper. Res.
Sini Guo, Jia-Wen Gu, Wai-Ki Ching
2021 J jnl
Optimal pairs trading with dynamic mean-variance objective.
Math. Methods Oper. Res.
Dong-Mei Zhu, Jia-Wen Gu, Feng-Hui Yu, Tak Kuen Siu, Wai-Ki Ching
2020 J jnl
Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation.
SIAM J. Control. Optim.
Jia-Wen Gu, Shijing Si, Harry Zheng
2018 J jnl
Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model.
Math. Oper. Res.
Jia-Wen Gu, Mogens Steffensen, Harry Zheng
2017 J jnl
On infectious model for dependent defaults.
Risk Decis. Anal.
Wai-Ki Ching, Jia-Wen Gu, Xiaoyue Li, Tak Kuen Siu, Harry Zheng
2014 — conf
A hidden Markov reduced-form risk model.
CIFEr
Jia-Wen Gu, Wai-Ki Ching, Harry Zheng
2014 J jnl
On reduced-form intensity-based model with 'trigger' events.
J. Oper. Res. Soc.
Jia-Wen Gu, Wai-Ki Ching, Tak Kuen Siu, Harry Zheng
2013 J jnl
On modeling credit defaults: A probabilistic Boolean network approach.
Risk Decis. Anal.
Jia-Wen Gu, Wai-Ki Ching, Tak Kuen Siu, Harry Zheng
2011 J jnl
A Markovian infectious model for dependent default risk.
Int. J. Intell. Eng. Informatics
Jia-Wen Gu, Wai-Ki Ching, Tak Kuen Siu