Mixed-Copula VaR for Portfolio Risk Evaluation. - Lechuan Yin; Jiebin Chen; Zhao-Rong Lai (ICBK, 2018)

Modeling Time Decay Effect in Temporal Knowledge Graphs via Multivariate Hawkes Process. - Qianyu Li 002; Jiebin Chen; Xiaoli Tang 001; Han Yu 001; Hengjie Song (IJCNN, 2024)