7 citations · 8 across the 4 of their papers we have counts for
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Well-posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models
Ning Ning, Jing Wu
In this paper, to cope with the shortage of sufficient theoretical support resulted from the fast-growing quantitative financial modeling, we investigate two classes of generalized…
Big Data Information Reconstruction on an Infinite Tree for a -state Asymmetric Model with Community Effects
Wenjian Liu, Ning Ning
The information reconstruction problem on an infinite tree, is to collect and analyze massive data samples at the th level of the tree to identify whether there is non-vanishing…
Large Degree Asymptotics and the Reconstruction Threshold of the Asymmetric Binary Channels
Wenjian Liu, Ning Ning
In this paper, we consider a broadcasting process in which information is propagated from a given root node on a noisy tree network, and answer the question that whether the symbol…
Reconstruction for the Asymmetric Ising Model on Regular Trees
Wenjian Liu, Ning Ning
It is known that the Kesten-Stigum reconstruction bound is tight for roughly symmetric binary channels. In this paper, we will adopt a refined analysis of moment recursion on a wei…