User profiles for Yiying Cheng
Yiying ChengUniversity of St Thomas Houston Verified email at stthom.edu Cited by 89 |
Generalized moment estimators for -stable Ornstein–Uhlenbeck motions from discrete observations
We study the parameter estimation problem for discretely observed Ornstein–Uhlenbeck
processes driven by $$\alpha $$ α -stable Lévy motions. A method of moments via ergodic …
processes driven by $$\alpha $$ α -stable Lévy motions. A method of moments via ergodic …
The financial crisis and temporary liquidity guarantee program: Their impact on fixed-income markets
BW Ambrose, Y Cheng… - The Journal of Fixed …, 2013 - search.proquest.com
The authors examine the Federal Deposit Insurance Corporation's (FDIC's) Temporary
Liquidity Guarantee Program to determine the effectiveness of this government-sponsored …
Liquidity Guarantee Program to determine the effectiveness of this government-sponsored …
A real options model of real estate development with entitlement risk
Most development projects encounter a highly uncertain entitlement process that is largely
uncontrollable by developers. In this study, entitlement is modeled as a separate stage within …
uncontrollable by developers. In this study, entitlement is modeled as a separate stage within …
Mode coupling in quantized high-quality films
Y Cheng, AE Meyerovich - Physical Review B, 2006 - APS
The effect of coupling of quantized modes on transport and localization in ultrathin films with
quantum size effect (QSE) is discussed. The emphasis is on comparison of films with …
quantum size effect (QSE) is discussed. The emphasis is on comparison of films with …
[PDF][PDF] Predicting tags for stackoverflow questions
S Schuster, W Zhu, Y Cheng - Proceedings of the LWDA …, 2017 - creu-research.ysu.edu
We present a system that is able to automatically assign tags to questions from the question-answering
site StackOverflow. Our system consists of a programming language detection …
site StackOverflow. Our system consists of a programming language detection …
Using multi-phase cost-sensitive learning to filtering spam
W Li, Y Cheng, TF Liu, X Zhang… - 2009 Ninth International …, 2009 - ieeexplore.ieee.org
This paper proposes a novel ensemble learning framework, namely, multiple-phase cost-sensitive
ensemble learning (MPCSL) which simulates the means and process of human being …
ensemble learning (MPCSL) which simulates the means and process of human being …
Option pricing with Markov switching stochastic volatility models
Y Cheng - Advances in Pacific Basin Business, Economics and …, 2020 - emerald.com
Recently, there has been much progress in developing Markov switching stochastic
volatility (MSSV) models for financial time series. Several studies consider various MSSV …
volatility (MSSV) models for financial time series. Several studies consider various MSSV …
{gamma}-ray self-absorption of cylindrical fissile material
…, L Fuquan, Y Fujia, T Dongfeng, C Yiying - Nuclear Science and …, 2005 - osti.gov
The self-absorption of {gamma}-ray emitted from cylindrical fissile materials, such as {sup
235}U and {sup 239}Pu, does not possess spherical symmetry. The analytical formulate of self-…
235}U and {sup 239}Pu, does not possess spherical symmetry. The analytical formulate of self-…
Construct ion of recombinant adenovirus vector pDC316-hIL-24 and the detection of viral titer
LI Shuhua, C Tingting, LIU Yukun, LI Hao, Y CHENG… - 分子影像学杂志, 2014 - j-fzyx.com
ObjectiveTo onstruct recombinant adenovirus vector pDC316-hIL-24 and detect the viral titer.
MethodsTotal mRNA was ex tracted from HEK293 cells, and specific primer pairs were …
MethodsTotal mRNA was ex tracted from HEK293 cells, and specific primer pairs were …
Mathematical Modeling, Estimation and Application in Finance
Y Cheng - 2021 - search.proquest.com
Mathematical modeling, estimation and application in finance Yiying Cheng … Yiying
Cheng … The Dissertation Committee for Yiying Cheng certifies that this is the approved …
Cheng … The Dissertation Committee for Yiying Cheng certifies that this is the approved …