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Jiawen Gu

13 papers hereh-index 9345 citations48 works total

Matching runs newest-first, so older work may not be attached to this profile yet.

author position
  • first author4
  • middle author7
  • last author1

Across the 12 of 13 papers where every author was matched, so the position is known.

fields
  • q-fin.TR5
  • q-fin.CP3
  • cs.LG2
  • q-fin.MF1
  • q-fin.PR1
  • q-fin.RM1
same name
  • Jiawen Gu — 3 papers, h 2
  • Jiawen Gu — 1 paper, h 5
  • Jiawen Gu — 1 paper, h 1

Either other researchers who publish under this name, or the same person where the external sources have not merged their records.

identity via Semantic Scholar / OpenAlex

activity
20122025
most citedTrading Strategy with Stochastic Volatility in a Limit Order Book Market

2 citations · 3 across the 11 of their papers we have counts for

collaborators
Showing 2012Show all

1 paper · 1 filter

q-fin.PR2012

On Pricing Basket Credit Default Swaps

Jia-Wen Gu, Wai-Ki Ching, Tak-Kuen Siu +1

In this paper we propose a simple and efficient method to compute the ordered default time distributions in both the homogeneous case and the two-group heterogeneous case under the…

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Not affiliated with arXiv. Researcher data from Semantic Scholar (ODC-BY) and OpenAlex.