Kun Zhang

17 papers Misc 6Journal 11
YearRankTypeTitle / Venue / Authors
2025 J jnl
A bootstrap-based bandwidth selection rule for kernel quantile estimators.
Comput. Stat.
Xiaoyu Liu, Yan Song, Hong-Fa Cheng, Kun Zhang
2025 J jnl
Derivative-Free Optimization via Finite Difference Approximation: An Experimental Study.
Asia Pac. J. Oper. Res.
Du-Yi Wang, Guo Liang, Guangwu Liu, Kun Zhang
2025 J jnl
Enhanced Derivative-Free Optimization Using Adaptive Correlation-Induced Finite Difference Estimators.
CoRR
Guo Liang, Guangwu Liu, Kun Zhang
2025 J jnl
Improving Uncertainty Quantification of Variance Networks by Tree-Structured Learning.
IEEE Trans. Neural Networks Learn. Syst.
Wenxuan Ma, Xing Yan, Kun Zhang
2025 J jnl
Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels.
INFORMS J. Comput.
Qidong Lai, Guangwu Liu, Bingfeng Zhang, Kun Zhang
2024 J jnl
A FAST Method for Nested Estimation.
INFORMS J. Comput.
Guo Liang, Kun Zhang, Jun Luo
2024 Misc conf
A Tutorial on Nested Simulation.
WSC
Guangwu Liu, Kun Zhang
2024 J jnl
An Efficient Finite Difference Approximation via a Double Sample-Recycling Approach.
CoRR
Guo Liang, Guangwu Liu, Kun Zhang
2024 Misc conf
An Efficient Finite-Difference Approximation.
WSC
Guo Liang, Guangwu Liu, Kun Zhang
2024 J jnl
An exact bootstrap-based bandwidth selection rule for kernel quantile estimators.
Commun. Stat. Simul. Comput.
Xiaoyu Liu, Yan Song, Kun Zhang
2024 J jnl
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement.
Eur. J. Oper. Res.
Xiaoyu Liu, Xing Yan, Kun Zhang
2022 Misc conf
Portfolio Risk Measurement via Stochastic Mesh with Average Weight.
WSC
Ben Feng, Guangwu Liu, Kun Zhang
2022 J jnl
Technical Note - Bootstrap-based Budget Allocation for Nested Simulation.
Oper. Res.
Kun Zhang, Guangwu Liu, Shiyu Wang
2021 J jnl
Non-nested estimators for the central moments of a conditional expectation and their convergence properties.
Oper. Res. Lett.
Hong-Fa Cheng, Kun Zhang
2019 Misc conf
An Upper Confidence Bound Approach to Estimating Coherent Risk Measures.
WSC
Guangwu Liu, Wen Shi, Kun Zhang
2017 Misc conf
A misspecification test for simulation metamodels.
WSC
Shiyu Wang, Guangwu Liu, Kun Zhang
2017 Misc conf
Portfolio risk measurement via stochastic mesh.
WSC
Kun Zhang, Guangwu Liu, Shiyu Wang