1 citations · 1 across the 8 of their papers we have counts for
8 papers
Capital allocation and tail central moments for the multivariate normal mean-variance mixture distribution
Enrique Calderín-Ojeda, Yuyu Chen, Soon Wei Tan
Capital allocation is a procedure used to assess the risk contributions of individual risk components to the total risk of a portfolio. While the conditional tail expectation (CTE)…
Fine-Tuned Language Models for Domain-Specific Summarization and Tagging
Jun Wang, Fuming Lin, Yuyu Chen
This paper presents a pipeline integrating fine-tuned large language models (LLMs) with named entity recognition (NER) for efficient domain-specific text summarization and tagging.…
Understanding Inconsistent State Update Vulnerabilities in Smart Contracts
Lantian Li, Yuyu Chen, Jingwen Wu +2
Smart contracts enable contract terms to be automatically executed and verified on the blockchain, and recent years have witnessed numerous applications of them in areas such as fi…
Gradient boosted multi-population mortality modelling with high-frequency data
Ziting Miao, Han Li, Yuyu Chen
High-frequency mortality data have attracted growing attention, but their use has largely been confined to specific applications rather than general modelling and forecasting. Such…
Stochastic dominance for linear combinations of infinite-mean risks
Yuyu Chen, Taizhong Hu, Seva Shneer +1
In this paper, we establish a sufficient condition to compare linear combinations of independent and identically distributed (iid) infinite-mean random variables under usual stocha…
Risk aggregation and stochastic dominance for a class of heavy-tailed distributions
Yuyu Chen, Seva Shneer
We introduce a new class of heavy-tailed distributions for which any weighted average of independent and identically distributed random variables is larger than one such random var…