Lingjiong Zhu
Florida State University
H-index: 23
North America-United States
Top articles of Lingjiong Zhu
Title | Journal | Author(s) | Publication Date |
|---|---|---|---|
Euler-Maruyama schemes for stochastic differential equations driven by stable L\'{e} vy processes with iid stable components | arXiv preprint arXiv:2402.12502 | Thanh Dang Lingjiong Zhu | 2024/2/19 |
In Memory of Peter Carr (1958–2022) | Giuseppe Campolieti Arash Fahim Dan Pirjol Harvey Stein Tai-Ho Wang | 2024/2/18 | |
EXPRESS: Enhancing Make-to-Order Manufacturing Agility: When Flexible Capacity Meets Dynamic Pricing | Production and Operations Management | Xu Sun Shiwei Chai Anand Paul Lingjiong Zhu | 2024/4/15 |
Intriguing Differences Between Zero-Shot and Systematic Evaluations of Vision-Language Transformer Models | arXiv preprint arXiv:2402.08473 | Shaeke Salman Md Montasir Bin Shams Xiuwen Liu Lingjiong Zhu | 2024/2/13 |
Optimal Batch Size and Process Setting in Light-Emitting Diode (LED) Coproduction Processes<? show [AQ ID= AQ1]?> | Production and Operations Management | Vashkar Ghosh Anand Paul Zhechao Yang Lingjiong Zhu | 2024/4/2 |
Uniform-in-Time Wasserstein Stability Bounds for (Noisy) Stochastic Gradient Descent | Advances in Neural Information Processing Systems | Lingjiong Zhu Mert Gurbuzbalaban Anant Raj Umut Simsekli | 2024/2/13 |
Asymptotics for short maturity Asian options in jump-diffusion models with local volatility | Quantitative Finance | Dan Pirjol Lingjiong Zhu | 2024/3/21 |
Convergence analysis for general probability flow ODEs of diffusion models in Wasserstein distances | arXiv preprint arXiv:2401.17958 | Xuefeng Gao Lingjiong Zhu | 2024/1/31 |
Short-maturity asymptotics for option prices with interest rates effects | arXiv preprint arXiv:2402.14161 | Dan Pirjol Lingjiong Zhu | 2024/2/21 |
Optimal investment in a dual risk model | Risks | Arash Fahim Lingjiong Zhu | 2023/2/9 |
Algorithmic stability of heavy-tailed sgd with general loss functions | Anant Raj Lingjiong Zhu Mert Gurbuzbalaban Umut Simsekli | 2023/7/3 | |
Wasserstein convergence guarantees for a general class of score-based generative models | arXiv preprint arXiv:2311.11003 | Xuefeng Gao Hoang M Nguyen Lingjiong Zhu | 2023/11/18 |
Large deviations for the mean-field limit of Hawkes processes | arXiv preprint arXiv:2301.07585 | Fuqing Gao Lingjiong Zhu | 2023/1/18 |
Asymptotics for the Laplace transform of the time integral of the geometric Brownian motion | Operations Research Letters | Dan Pirjol Lingjiong Zhu | 2023/5/1 |
Explicit solution to the economic index of riskiness | Economics Letters | Zhenyu Cui Cai Wu Lingjiong Zhu | 2023/11/1 |
Approximate variational estimation for a model of network formation | Review of Economics and Statistics | Angelo Mele Lingjiong Zhu | 2023/1/6 |
A state-dependent dual risk model | International Journal of Financial Engineering | Lingjiong Zhu | 2023/4/12 |
Variance Optimality of Empirical Martingale Simulation Estimators | Available at SSRN | Zhenyu Cui Yanchu Liu Ruodu Wang Cai Wu Lingjiong Zhu | 2023/10/17 |
Algorithmic stability of heavy-tailed stochastic gradient descent on least squares | Anant Raj Melih Barsbey Mert Gurbuzbalaban Lingjiong Zhu Umut Şim | 2023/2/13 | |
Network Structures, Audit Policies and the Cost of Security Breaches | Audit Policies and the Cost of Security Breaches (August 30, 2023) | Vashkar Ghosh Anand Paul Na Zhang Lingjiong Zhu | 2023/8/30 |
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