Duc-Quang Bui

collaborators

3 papers

math.PR2026

Quantitative central limit theorem for an integrated periodogram via the fourth moment theorem

Samir Ben Hariz, Duc-Quang Bui, Youssef Esstafa

We revisit the central limit theorem for integrated periodograms, equivalently for Toeplitz quadratic forms of stationary Gaussian sequences. Under a regular-variation assumption a…

cs.CE2026

Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets

Duc Bui, Thanh Nguyen

Cryptocurrency markets exhibit pronounced momentum effects and regime-dependent volatility, presenting both opportunities and challenges for systematic trading strategies. We propo…

math.AP2026

Global regularity estimates for $p (x)$ -Laplacian variational inequalities with singular or degenerate matrix-valued weights

Minh-Phuong Tran, Duc-Quang Bui, Thanh-Nhan Nguyen

We establish the global gradient bounds for weak solutions to the elliptic variational inequality with two-sided obstructions, associated with a $p (x)$ -Laplacian type operator invo…

Quantitative central limit theorem for an integrated periodogram via the fourth moment theorem

Systematic Trend-Following with Adaptive Portfolio Construction: Enhancing Risk-Adjusted Alpha in Cryptocurrency Markets

Global regularity estimates for p(x)-Laplacian variational inequalities with singular or degenerate matrix-valued weights

Global regularity estimates for $p (x)$ -Laplacian variational inequalities with singular or degenerate matrix-valued weights