most citedReal-Time Detection of Local No-Arbitrage Violations

1 citations · 1 across the 10 of their papers we have counts for

collaborators

10 papers

cs.SI2024

Improving Network Degree Correlation by Degree-preserving Rewiring

Shuo Zou, Bo Zhou, Qi Xuan

Degree correlation is a crucial measure in networks, significantly impacting network topology and dynamical behavior. The degree sequence of a network is a significant characterist…

cs.SI2023

Link residual closeness of graphs with fixed parameters

Leyou Xu, Chengli Li, Bo Zhou

Link residual closeness is a newly proposed measure for network vulnerability. In this model, vertices are perfectly reliable and the links fail independently of each other. It mea…

cs.SI2023

Attacking The Assortativity Coefficient Under A Rewiring Strategy

Shuo Zou, Bo Zhou, Qi Xuan

Degree correlation is an important characteristic of networks, which is usually quantified by the assortativity coefficient. However, concerns arise about changing the assortativit…

math.ST2023

On Bounded Completeness and the -Denseness of Likelihood Ratios

Marc Hallin, Bas Werker, Bo Zhou

The classical concept of bounded completeness and its relation to sufficiency and ancillarity play a fundamental role in unbiased estimation, unbiased testing, and the validity of…

econ.EM20231 cited

Real-Time Detection of Local No-Arbitrage Violations

Torben G. Andersen, Viktor Todorov, Bo Zhou

This paper focuses on the task of detecting local episodes involving violation of the standard Itô semimartingale assumption for financial asset prices in real time that might indu…

econ.EM2023

Semiparametrically Optimal Cointegration Test

Bo Zhou

This paper aims to address the issue of semiparametric efficiency for cointegration rank testing in finite-order vector autoregressive models, where the innovation distribution is…