11 citations · 21 across the 2 of their papers we have counts for
2 papers
q-fin.CP2009★ 10 cited
State price density estimation via nonparametric mixtures
Ming Yuan
We consider nonparametric estimation of the state price density encapsulated in option prices. Unlike usual density estimation problems, we only observe option prices and their cor…
stat.ML2007★ 11 cited
Structured variable selection in support vector machines
Seongho Wu, Hui Zou, Ming Yuan
When applying the support vector machine (SVM) to high-dimensional classification problems, we often impose a sparse structure in the SVM to eliminate the influences of the irrelev…