93 citations · 278 across the 5 of their papers we have counts for
3 papers · 1 filter
A two-way regularization method for MEG source reconstruction
Tian Siva Tian, Jianhua Z. Huang, Haipeng Shen +1
The MEG inverse problem refers to the reconstruction of the neural activity of the brain from magnetoencephalography (MEG) measurements. We propose a two-way regularization (TWR) m…
Functional dynamic factor models with application to yield curve forecasting
Spencer Hays, Haipeng Shen, Jianhua Z. Huang
Accurate forecasting of zero coupon bond yields for a continuum of maturities is paramount to bond portfolio management and derivative security pricing. Yet a universal model for y…
Forecasting time series of inhomogeneous Poisson processes with application to call center workforce management
Haipeng Shen, Jianhua Z. Huang
We consider forecasting the latent rate profiles of a time series of inhomogeneous Poisson processes. The work is motivated by operations management of queueing systems, in particu…