4 papers
Tracking Brownian fluid particles in large eddy simulations
Zihao Guo, Zhongmin Qian
In this paper, we propose an approach for simulating wall-bounded incompressible turbulent flows by integrating the technology of random vortex method with the core principles of l…
Signature Decomposition Method Applying to Pair Trading
Zihao Guo, Hanqing Jin, Jiaqi Kuang +2
High-frequency quantitative trading strategies have long been of significant interest in futures market. While advanced statistical arbitrage and deep learning enhance high-frequen…
Random large eddy simulation for 3-dimensional incompressible viscous flows
Zihao Guo, Zhongmin Qian
We develop a numerical method for simulation of incompressible viscous flows by integrating the technology of random vortex method with the core idea of Large Eddy Simulation (LES)…
Random vortex and expansion-rate model for Oberbeck-Boussinesq fluid flows
Zihao Guo, Zhongmin Qian, Zihao Shen
By using a formulation of a class of compressible viscous flows with a heat source via vorticity and expansion-rate, we study the Oberbeck-Boussinesq flows. To this end we establis…