output
20182025
most citedA Black-Scholes user's guide to the Bachelier model

22 citations

7 papers

cs.SI2025★ 2 cited

STEC-Net: A Spatiotemporal Graph Neural Framework for Community Discovery in Dynamic Social Networks

Yingnan Xu, Shuangshuang Chu

Community discovery is a central problem in the analysis of dynamic social networks. Traditional community discovery methods mainly focus on the formation and dissolution of links…

cs.CR2023★ 5 cited

2SFGL: A Simple And Robust Protocol For Graph-Based Fraud Detection

Zhirui Pan, Guangzhong Wang, Zhaoning Li +3

Financial crime detection using graph learning improves financial safety and efficiency. However, criminals may commit financial crimes across different institutions to avoid detec…

hep-th2022★ 12 cited

Restricted phase space thermodynamics of Einstein-power-Yang-Mills AdS black hole

Yun-Zhi Du, Huai-Fan Li, Yang Zhang +2

We consider the thermodynamics of the Einstein-Power-Yang-Mills AdS black holes in the context of the gauge-gravity duality. Under this framework, the Newton's gravitational consta…

q-fin.MF2021★ 22 cited

A Black-Scholes user's guide to the Bachelier model

Jaehyuk Choi, Minsuk Kwak, Chyng Wen Tee +1

To cope with the negative oil futures price caused by the COVID-19 recession, global commodity futures exchanges temporarily switched the option model from Black--Scholes to Bachel…

q-fin.ST2020★ 3 cited

The role of global economic policy uncertainty in predicting crude oil futures volatility: Evidence from a two-factor GARCH-MIDAS model

Peng-Fei Dai, Xiong Xiong, Wei-Xing Zhou

This paper aims to examine whether the global economic policy uncertainty (GEPU) and uncertainty changes have different impacts on crude oil futures volatility. We establish single…

stat.ML2018★ 15 cited

Robust and Efficient Boosting Method using the Conditional Risk

Zhi Xiao, Zhe Luo, Bo Zhong +1

Well-known for its simplicity and effectiveness in classification, AdaBoost, however, suffers from overfitting when class-conditional distributions have significant overlap. Moreov…

cs.CV2018★ 3 cited

Multi-Scale DenseNet-Based Electricity Theft Detection

Bo Li, Kele Xu, Xiaoyan Cui +3

Electricity theft detection issue has drawn lots of attention during last decades. Timely identification of the electricity theft in the power system is crucial for the safety and…