62 citations · 90 across the 17 of their papers we have counts for
Showing 2013Show all
2 papers · 1 filter
q-fin.PM2013
Asset Allocation under the Basel Accord Risk Measures
Zaiwen Wen, Xianhua Peng, Xin Liu +2
Financial institutions are currently required to meet more stringent capital requirements than they were before the recent financial crisis; in particular, the capital requirement…
physics.comp-ph2013
On the Convergence of the Self-Consistent Field Iteration in Kohn-Sham Density Functional Theory
Xin Liu, Xiao Wang, Zaiwen Wen +1
It is well known that the self-consistent field (SCF) iteration for solving the Kohn-Sham (KS) equation often fails to converge, yet there is no clear explanation. In this paper, w…