| QuantCloud: enabling big data complex event processing for quantitative finance through a data-driven execution P Zhang, X Shi, SU Khan IEEE Transactions on Big Data 5 (4), 564-575, 2018 | 17 | 2018 |
| Quantitative data analysis in finance X Shi, P Zhang, SU Khan Handbook of big data technologies, 719-753, 2017 | 14 | 2017 |
| A modified least-squares simulation approach to value American barrier options L Zhang, W Zhang, W Xu, X Shi Computational Economics 44, 489-506, 2014 | 10 | 2014 |
| Coherent risk measures and normal mixture distributions with applications in portfolio optimization X Shi, YS Kim International Journal of Theoretical and Applied Finance 24 (04), 2150019, 2021 | 6 | 2021 |
| Can quantitative finance benefit from IoT? P Zhang, X Shi, SU Khan Proceedings of the Workshop on Smart Internet of Things, 1-6, 2017 | 6 | 2017 |
| Coherent Risk Measure and Normal Mixture Distributions with Application in Portfolio Optimization and Risk Allocation X Shi, A Kim | 5 | 2015 |
| A Markov Chain Approximation for American Option Pricing in Tempered Stable-GARCH Models X Shi, L Zhang, A Kim | 3 | 2015 |
| Marginal Contribution to Risk and Generalized Effective Number of Bets X Shi | 1 | 2015 |
| Advanced Applications of Generalized Hyperbolic Distributions in Portfolio Allocation and Measuring Diversification X Shi State University of New York at Stony Brook, 2016 | | 2016 |
| CVaR hedging under stochastic interest rate A Tsao, X Shi, A Melnikov | | 2015 |
Samee U. KhanMississippi State UniversityVerified email at ece.msstate.edu
