Guangwu Liu

According to our database, Guangwu Liu authored at least 30 papers between 2005 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

Input Uncertainty Quantification Via Simulation Bootstrapping.

Manjing Zhang, Yulin He, Guangwu Liu, Shan Dai

Proceedings of the Winter Simulation Conference, 2023

Mean-Variance Portfolio Optimization with Nonlinear Derivative Securities.

Shiyu Wang, Guowei Cai, Peiwen Yu, Guangwu Liu, Jun Luo

Proceedings of the Winter Simulation Conference, 2023

Research on the Influence of Twin-Bow Appendage with Drum on Ship Speed and Resistance.

Guangwu Liu, Chao Lu, Si Chen, Lixiang Guo, Jin Wang, Zhangrui Wu

Proceedings of the Bio-Inspired Computing: Theories and Applications, 2023

2022

Technical Note - Bootstrap-based Budget Allocation for Nested Simulation.

Kun Zhang, Guangwu Liu, Shiyu Wang

Oper. Res., 2022

On Curvilinear Regression Analysis via Newly Proposed Entropies for Some Benzene Models.

Guangwu Liu, Muhammad Kamran Siddiqui, Shazia Manzoor, Muhammad Naeem, Douhadji Abalo

Complex., 2022

Portfolio Risk Measurement via Stochastic Mesh with Average Weight.

Ben Feng, Guangwu Liu, Kun Zhang

Proceedings of the Winter Simulation Conference, 2022

Simulation of Airflow Characteristics of a Seabird Following a Ship Based on Steady State.

Chao Lu, Guangwu Liu, Wenguo Zhang, Jian Wang

Proceedings of the Bio-Inspired Computing: Theories and Applications, 2022

2021

A Formation Control Method of AUV Group Combining Consensus Theory and Leader-Follower Method Under Communication Delay.

Xuan Guo, Yuepeng Chen, Guangyu Luo, Guangwu Liu

Proceedings of the Bio-Inspired Computing: Theories and Applications, 2021

2019

An Upper Confidence Bound Approach to Estimating Coherent Risk Measures.

Guangwu Liu, Wen Shi, Kun Zhang

Proceedings of the 2019 Winter Simulation Conference, 2019

2017

Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.

L. Jeff Hong, Sandeep Juneja, Guangwu Liu

Oper. Res., 2017

Portfolio risk measurement via stochastic mesh.

Kun Zhang, Guangwu Liu, Shiyu Wang

Proceedings of the 2017 Winter Simulation Conference, 2017

A misspecification test for simulation metamodels.

Shiyu Wang, Guangwu Liu, Kun Zhang

Proceedings of the 2017 Winter Simulation Conference, 2017

2016

Importance Sampling for Option Greeks with Discontinuous Payoffs.

Shaolong Tong, Guangwu Liu

INFORMS J. Comput., 2016

2015

Simulating Risk Contributions of Credit Portfolios.

Guangwu Liu

Oper. Res., 2015

Synthesis and characterization of silica aerogel and its composite materials.

Guangwu Liu, Xingyuan Ni, Yangang Liu

Proceedings of the 10th IEEE International Conference on Nano/Micro Engineered and Molecular Systems, 2015

2014

Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review.

L. Jeff Hong, Zhaolin Hu, Guangwu Liu

ACM Trans. Model. Comput. Simul., 2014

2013

A nonparametric method for pricing and hedging American options.

Guiyun Feng, Guangwu Liu, Lihua Sun

Proceedings of the Winter Simulations Conference: Simulation Making Decisions in a Complex World, 2013

2011

Kernel Estimation of the Greeks for Options with Discontinuous Payoffs.

Guangwu Liu, L. Jeff Hong

Oper. Res., 2011

A reflection-based variance reduction technique for sum of random variables.

Guangwu Liu

Proceedings of the Winter Simulation Conference 2011, 2011

Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities.

L. Jeff Hong, Guangwu Liu

Proceedings of the Winter Simulation Conference 2011, 2011

2010

Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations.

L. Jeff Hong, Guangwu Liu

Oper. Res., 2010

Importance sampling for risk contributions of credit portfolios.

Guangwu Liu

Proceedings of the 2010 Winter Simulation Conference, 2010

2009

Estimation of state complexity of combined operations.

Zoltán Ésik, Yuan Gao, Guangwu Liu, Sheng Yu

Theor. Comput. Sci., 2009

Revisit of stochastic mesh method for pricing American options.

Guangwu Liu, L. Jeff Hong

Oper. Res. Lett., 2009

Simulating Sensitivities of Conditional Value at Risk.

L. Jeff Hong, Guangwu Liu

Manag. Sci., 2009

2008

State complexity of basic language operations combined with reversal.

Guangwu Liu, Carlos Martín-Vide, Arto Salomaa, Sheng Yu

Inf. Comput., 2008

2007

Fuzzy tree automata.

Zoltán Ésik, Guangwu Liu

Fuzzy Sets Syst., 2007

Kernel estimation for quantile sensitivities.

Guangwu Liu, L. Jeff Hong

Proceedings of the Winter Simulation Conference, 2007

State Complexity of Basic Operations Combined with Reversal.

Guangwu Liu, Carlos Martín-Vide, Arto Salomaa, Sheng Yu

Proceedings of the LATA 2007. Proceedings of the 1st International Conference on Language and Automata Theory and Applications., 2007

2005

DNA Computing Model of Graph Isomorphism Based on Three Dimensional DNA Graph Structures.

Zhixiang Yin, Jianzhong Cui, Jing Yang, Guangwu Liu

Proceedings of the Advances in Intelligent Computing, 2005