Qidi Peng

activity

20122025

most citedA General Class of Multifractional Processes and Stock Price Informativeness

10 citations · 16 across the 21 of their papers we have counts for

collaborators

Showing 2021Show all

2 papers · 1 filter

stat.ML2021

Variable Selection and Regularization via Arbitrary Rectangle-range Generalized Elastic Net

Yujia Ding, Qidi Peng, Zhengming Song +1

We introduce the arbitrary rectangle-range generalized elastic net penalty method, abbreviated to ARGEN, for performing constrained variable selection and regularization in high-di…

math.PR2021

Linear Multifractional Stable Sheets in the Broad Sense: Existence and Joint Continuity of Local Times

Yujia Ding, Qidi Peng, Yimin Xiao

We introduce the notion of linear multifractional stable sheets in the broad sense (LMSS) with $α \in (0, 2]$ , to include both linear multifractional Brownian sheets ( $α = 2$ ) and linea…