Sha Lin

18 papers Journal 17Unranked 1
YearRankTypeTitle / Venue / Authors
2026 J jnl
A stacked ensemble of LSTM, GRU and XGBoost with residual learning for corn futures price forecasting.
Appl. Intell.
Xin-Jiang He, Zezhou Chen, Sha Lin
2026 J jnl
Variance and volatility swap valuation with stochastic liquidity and regime switching stochastic volatility.
Commun. Nonlinear Sci. Numer. Simul.
Xin-Jiang He, Wenting Chen, Tuantuan Lu, Sha Lin
2025 J jnl
A closed-form solution for pricing European-style options under the Heston model with credit and liquidity risks.
Commun. Nonlinear Sci. Numer. Simul.
Xin-Jiang He, Shou-De Huang, Sha Lin
2025 J jnl
Forecasting crude oil option prices with dynamic factors using integrated machine learning models.
Commun. Nonlinear Sci. Numer. Simul.
Kexin Yu, Xin-Jiang He, Xiaoyang Han, Xin Luo, Sha Lin
2024 J jnl
Analytically pricing European options with a two-factor Stein-Stein model.
J. Comput. Appl. Math.
Sha Lin, Xuanmeng Lin, Xin-Jiang He
2024 J jnl
Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure.
Expert Syst. Appl.
Xin-Jiang He, Sha Lin
2024 J jnl
PandaOmics: An AI-Driven Platform for Therapeutic Target and Biomarker Discovery.
J. Chem. Inf. Model.
Petrina Kamya, Ivan V. Ozerov, Frank W. Pun, Kyle Tretina, Tatyana Fokina, Shan Chen, Vladimir Naumov, Xi Long, Sha Lin, Mikhail Korzinkin, Daniil Polykovskiy, Alex Aliper, Feng Ren, Alex Zhavoronkov
2023 J jnl
A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing.
Expert Syst. Appl.
Xin-Jiang He, Sha Lin
2023 J jnl
Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching.
Expert Syst. Appl.
Sha Lin, Xin-Jiang He
2022 J jnl
A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level.
Soft Comput.
Xin-Jiang He, Sha Lin
2022 J jnl
An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics.
Expert Syst. Appl.
Xin-Jiang He, Sha Lin
2022 J jnl
Pricing credit default swaps with Parisian and Par
Commun. Stat. Simul. Comput.
Wenting Chen, Xin-Jiang He, Sha Lin
2021 J jnl
A fractional Black-Scholes model with stochastic volatility and European option pricing.
Expert Syst. Appl.
Xin-Jiang He, Sha Lin
2021 J jnl
A new integral equation approach for pricing American-style barrier options with rebates.
J. Comput. Appl. Math.
Sha Lin, Xin-Jiang He
2020 J jnl
A regime switching fractional Black-Scholes model and European option pricing.
Commun. Nonlinear Sci. Numer. Simul.
Sha Lin, Xin-Jiang He
2020 J jnl
Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme.
Comput. Math. Appl.
Sha Lin, Song-Ping Zhu
2018 J jnl
Pricing puttable convertible bonds with integral equation approaches.
Comput. Math. Appl.
Song-Ping Zhu, Sha Lin, Xiaoping Lu
2015 — conf
Assessment of power system black-start schemes based on improved analytic hierarchy process and fuzzy comprehensive evaluation.
ISGT Asia
Hui Xu, Qian Zhou, Jiankun Liu, Sha Lin, Ran Zheng