9 citations · 10 across the 3 of their papers we have counts for
3 papers
cs.LG2023★ 9 cited
Diffusion Models for Time Series Applications: A Survey
Lequan Lin, Zhengkun Li, Ruikun Li +2
Diffusion models, a family of generative models based on deep learning, have become increasingly prominent in cutting-edge machine learning research. With a distinguished performan…
q-fin.RM2022★ 1 cited
Honour Thesis: A Joint Value at Risk and Expected Shortfall Combination Framework and its Applications in the Cryptocurrency Market
Zhengkun Li
Value at risk and expected shortfall are increasingly popular tail risk measures in the financial risk management field. Both academia and financial institutions are working to imp…
stat.ML2020
A Bayesian Long Short-Term Memory Model for Value at Risk and Expected Shortfall Joint Forecasting
Zhengkun Li, Minh-Ngoc Tran, Chao Wang +2
Value-at-Risk (VaR) and Expected Shortfall (ES) are widely used in the financial sector to measure the market risk and manage the extreme market movement. The recent link between t…