3 citations · 4 across the 5 of their papers we have counts for
5 papers
Statistical Analysis of Quantum Annealing
Xinyu Song, Yazhen Wang, Shang Wu +1
Quantum computers use quantum resources to carry out computational tasks and may outperform classical computers in solving certain computational problems. Special-purpose quantum c…
Unified Discrete-Time Factor Stochastic Volatility and Continuous-Time Ito Models for Combining Inference Based on Low-Frequency and High-Frequency
Donggyu Kim, Xinyu Song, Yazhen Wang
This paper introduces unified models for high-dimensional factor-based Ito process, which can accommodate both continuous-time Ito diffusion and discrete-time stochastic volatility…
Large Volatility Matrix Prediction with High-Frequency Data
Xinyu Song
We provide a novel method for large volatility matrix prediction with high-frequency data by applying eigen-decomposition to daily realized volatility matrix estimators and capturi…
Volatility Analysis with Realized GARCH-Ito Models
Xinyu Song, Donggyu Kim, Huiling Yuan +4
This paper introduces a unified approach for modeling high-frequency financial data that can accommodate both the continuous-time jump-diffusion and discrete-time realized GARCH mo…
Thresholds and bistability in HIV infection models with oxidative stress
Shaoli Wang, Fei Xu, Xinyu Song
Oxidative stress, a reaction caused by the imbalance between the reactive oxygen species of human organism and its ability to detoxify reactive intermediates and to repair the resu…