Hongbiao Zhao

According to our database, Hongbiao Zhao authored at least 10 papers between 2013 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2023

Robust Nonlinear Model Predictive Control of an Autonomous Launch and Recovery System.

Yujia Zhang, Hongbiao Zhao, Guang Li, Christopher Edwards, Mike Belmont

IEEE Trans. Control. Syst. Technol., September, 2023

Shot-noise cojumps: Exact simulation and option pricing.

Yan Qu, Angelos Dassios, Hongbiao Zhao

J. Oper. Res. Soc., March, 2023

2022

Exact simulation of extrinsic stress-release processes.

Young Lee, Patrick J. Laub, Thomas Taimre, Hongbiao Zhao, Jiancang Zhuang

J. Appl. Probab., 2022

2021

Random Variate Generation for Exponential and Gamma Tilted Stable Distributions.

Yan Qu, Angelos Dassios, Hongbiao Zhao

ACM Trans. Model. Comput. Simul., 2021

Exact simulation of gamma-driven Ornstein-Uhlenbeck processes with finite and infinite activity jumps.

Yan Qu, Angelos Dassios, Hongbiao Zhao

J. Oper. Res. Soc., 2021

Exact simulation of Ornstein-Uhlenbeck tempered stable processes.

Yan Qu, Angelos Dassios, Hongbiao Zhao

J. Appl. Probab., 2021

2018

Exact Simulation for a Class of Tempered Stable and Related Distributions.

Angelos Dassios, Yan Qu, Hongbiao Zhao

ACM Trans. Model. Comput. Simul., 2018

2017

Efficient Simulation of Clustering Jumps with CIR Intensity.

Angelos Dassios, Hongbiao Zhao

Oper. Res., 2017

2016

Simulation and Calibration of a Fully Bayesian Marked Multidimensional Hawkes Process with Dissimilar Decays.

Kar Wai Lim, Young Lee, Leif Hanlen, Hongbiao Zhao

Proceedings of The 8th Asian Conference on Machine Learning, 2016

2013

A Risk Model with Delayed Claims.

Angelos Dassios, Hongbiao Zhao

J. Appl. Probab., 2013