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Kun Zhang

Orcid: 0000-0002-0898-5807

Affiliations:
  • Renmin University of China, Institute of Statistics and Big Data, Beijing, China
  • City University of Hong Kong, Department of Management Sciences, Hong Kong (PhD)


According to our database1, Kun Zhang authored at least 7 papers between 2017 and 2024.

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

Timeline

Legend:

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In proceedings 
Article 
PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2024
Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement.
[BibTeX]
[DOI]
Xiaoyu Liu
,
Xing Yan
,
Kun Zhang
Eur. J. Oper. Res., February, 2024

2022
Technical Note - Bootstrap-based Budget Allocation for Nested Simulation.
[BibTeX]
[DOI]
Kun Zhang
,
Guangwu Liu
,
Shiyu Wang
Oper. Res., 2022

Portfolio Risk Measurement via Stochastic Mesh with Average Weight.
[BibTeX]
[DOI]
Ben Feng
,
Guangwu Liu
,
Kun Zhang
Proceedings of the Winter Simulation Conference, 2022

2021
Non-nested estimators for the central moments of a conditional expectation and their convergence properties.
[BibTeX]
[DOI]
Hong-Fa Cheng
,
Kun Zhang
Oper. Res. Lett., 2021

2019
An Upper Confidence Bound Approach to Estimating Coherent Risk Measures.
[BibTeX]
[DOI]
Guangwu Liu
,
Wen Shi
,
Kun Zhang
Proceedings of the 2019 Winter Simulation Conference, 2019

2017
Portfolio risk measurement via stochastic mesh.
[BibTeX]
[DOI]
Kun Zhang
,
Guangwu Liu
,
Shiyu Wang
Proceedings of the 2017 Winter Simulation Conference, 2017

A misspecification test for simulation metamodels.
[BibTeX]
[DOI]
Shiyu Wang
,
Guangwu Liu
,
Kun Zhang
Proceedings of the 2017 Winter Simulation Conference, 2017


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