154 citations · 213 across the 4 of their papers we have counts for
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stat.AP2023
Market Making and Pricing of Financial Derivatives based on Road Travel Times
Ke Wan, Alain Kornhauser
Travel time derivatives are financial instruments that derive their value from road travel times, serving as an underlying asset that cannot be directly traded. Within the transpor…
cs.LG2023★ 1 cited
On the properties of Gaussian Copula Mixture Models
Ke Wan, Alain Kornhauser
This paper investigates Gaussian copula mixture models (GCMM), which are an extension of Gaussian mixture models (GMM) that incorporate copula concepts. The paper presents the math…