Guangwu Liu

According to our database1, Guangwu Liu authored at least 23 papers between 2005 and 2017.

Collaborative distances:
  • Dijkstra number2 of five.
  • Erdős number3 of four.

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
Other 

Links

On csauthors.net:

Bibliography

2017
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.
Operations Research, 2017

Portfolio risk measurement via stochastic mesh.
Proceedings of the 2017 Winter Simulation Conference, 2017

A misspecification test for simulation metamodels.
Proceedings of the 2017 Winter Simulation Conference, 2017

2016
Importance Sampling for Option Greeks with Discontinuous Payoffs.
INFORMS Journal on Computing, 2016

2015
Simulating Risk Contributions of Credit Portfolios.
Operations Research, 2015

Synthesis and characterization of silica aerogel and its composite materials.
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.
ACM Trans. Model. Comput. Simul., 2014

2013
A nonparametric method for pricing and hedging American options.
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.
Operations Research, 2011

A reflection-based variance reduction technique for sum of random variables.
Proceedings of the Winter Simulation Conference 2011, 2011

Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities.
Proceedings of the Winter Simulation Conference 2011, 2011

2010
Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations.
Operations Research, 2010

Importance sampling for risk contributions of credit portfolios.
Proceedings of the 2010 Winter Simulation Conference, 2010

2009
Estimation of state complexity of combined operations.
Theor. Comput. Sci., 2009

Revisit of stochastic mesh method for pricing American options.
Oper. Res. Lett., 2009

Simulating Sensitivities of Conditional Value at Risk.
Management Science, 2009

2008
State complexity of basic language operations combined with reversal.
Inf. Comput., 2008

Revisit of stochastic mesh method for pricing American options.
Proceedings of the 2008 Winter Simulation Conference, Global Gateway to Discovery, 2008

Estimation of State Complexity of Combined Operations.
Proceedings of the 10th International Workshop on Descriptional Complexity of Formal Systems, 2008

2007
Fuzzy tree automata.
Fuzzy Sets and Systems, 2007

Kernel estimation for quantile sensitivities.
Proceedings of the Winter Simulation Conference, WSC 2007, 2007

State Complexity of Basic Operations Combined with Reversal.
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.
Proceedings of the Advances in Intelligent Computing, 2005


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