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Tzu-Wei Yang

11 papers hereh-index 7313 citations14 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author2
  • last author9

Across the 11 of 11 papers where every author was matched, so the position is known.

fields
  • math.PR5
  • q-fin.TR2
  • cs.SI1
  • math.AP1
  • q-fin.MF1
  • q-fin.RM1
same name
  • Tzu-Wei Yang — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122017
most citedA reduced-form model for level-1 limit order books

9 citations · 18 across the 11 of their papers we have counts for

collaborators
Showing 2012 · math.PRShow all

2 papers · 2 filters

math.PR2012

Probability of Failure in Hypersonic Engines Using Large Deviations

George Papanicolaou, Nicholas West, Tzu-Wei Yang

We consider a reduced order model of an air-breathing hypersonic engine with a time-dependent stochastic inflow that may cause the failure of the engine. The probability of failure…

math.PR2012

Anomalous Shock Displacement Probabilities for a Perturbed Scalar Conservation Law

Josselin Garnier, George Papanicolaou, Tzu-Wei Yang

We consider an one-dimensional conservation law with random space-time forcing and calculate using large deviations the exponentially small probabilities of anomalous shock profile…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.