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Probabilistic Error Bounds for Simulation Quantile Estimators
Jin, Xing; Fu, Michael C.; Xiong, Xiaoping - In: Management science : journal of the Institute for … 49 (2003) 2, pp. 230-246
Persistent link: https://www.econbiz.de/10006084824
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Testing Secondary Hypotheses Following Sequential Clinical Trials
Liu, Aiyi; Tan, Ming; Boyett, James M.; Xiong, Xiaoping - In: Biometrics 56 (2000) 2, pp. 640-644
Persistent link: https://www.econbiz.de/10010946838
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Sequential Conditional Probability Ratio Tests for Normalized Test Statistic on Information Time
Xiong, Xiaoping; Tan, Ming; Boyett, James - In: Biometrics 59 (2003) 3, pp. 624-631
Persistent link: https://www.econbiz.de/10010947857
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A Class of Sequential Conditional Probability Ratio Tests
Xiong, Xiaoping - In: Journal of the American Statistical Association : JASA 90 (1995) 432, pp. 1463-1473
Persistent link: https://www.econbiz.de/10006635574
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Gradient estimation
Fu, Michael - In: Simulation, (pp. 575-616). 2006
Persistent link: https://www.econbiz.de/10003588046
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Sensitivity analysis in Monte Carlo Simulation of stochastic activity networks
Fu, Michael - In: Perspectives in operations research : papers in honor …, (pp. 351-366). 2006
Persistent link: https://www.econbiz.de/10003674859
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Consumption and portfolio turnpike theorems in a continuous-time finance model
Jin, Xing - In: Journal of economic dynamics & control 22 (1998) 7, pp. 1001-1026
Persistent link: https://www.econbiz.de/10001243970
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Default prediction based on a locally weighted dynamic ensemble model for imbalanced data
Xing, Jin; Chi, Guotai; Pan, Ancheng - In: The journal of risk model validation 18 (2024) 1, pp. 45-73
Persistent link: https://www.econbiz.de/10014556698
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Default forecasting based on a novel group feature selection method for imbalanced data
Chi, Guotai; Xing, Jin; Pan, Ancheng - In: The journal of credit risk : published quarterly by … 19 (2023) 3, pp. 51-77
Persistent link: https://www.econbiz.de/10014489147
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The Existence of Equilibrium in a Financial Market with Transaction Costs
Jin, Xing; Milne, Frank - 1996
This paper proves the existence of a general equilibrium in a financial model with transaction costs. The general equilibrium is shown to exist in a model with convex trading technology, in which the agents include consumers, production firms, brokers and dealers. When the trading technology is...
Persistent link: https://www.econbiz.de/10011940591