A misspecification test for simulation metamodels. - Shiyu Wang; Guangwu Liu; Kun Zhang 036 (WSC, 2017)

Portfolio risk measurement via stochastic mesh. - Kun Zhang 036; Guangwu Liu; Shiyu Wang (WSC, 2017)

An Upper Confidence Bound Approach to Estimating Coherent Risk Measures. - Guangwu Liu; Wen Shi; Kun Zhang 036 (WSC, 2019)

Non-nested estimators for the central moments of a conditional expectation and their convergence properties. - Hong-Fa Cheng; Kun Zhang 036 (Oper. Res. Lett., 2021)

Portfolio Risk Measurement via Stochastic Mesh with Average Weight. - Ben Feng; Guangwu Liu; Kun Zhang 036 (WSC, 2022)

Technical Note - Bootstrap-based Budget Allocation for Nested Simulation. - Kun Zhang 036; Guangwu Liu; Shiyu Wang (Oper. Res., 2022)

An Efficient Finite-Difference Approximation. - Guo Liang; Guangwu Liu; Kun Zhang 036 (WSC, 2024)

A Tutorial on Nested Simulation. - Guangwu Liu; Kun Zhang 036 (WSC, 2024)

An Efficient Finite Difference Approximation via a Double Sample-Recycling Approach. - Guo Liang; Guangwu Liu; Kun Zhang 036 (CoRR, 2024)

A FAST Method for Nested Estimation. - Guo Liang; Kun Zhang 036; Jun Luo (INFORMS J. Comput., 2024)

Kernel quantile estimators for nested simulation with application to portfolio value-at-risk measurement. - Xiaoyu Liu; Xing Yan; Kun Zhang 036 (Eur. J. Oper. Res., 2024)

An exact bootstrap-based bandwidth selection rule for kernel quantile estimators. - Xiaoyu Liu; Yan Song; Kun Zhang 036 (Commun. Stat. Simul. Comput., 2024)

Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels. - Qidong Lai; Guangwu Liu; Bingfeng Zhang; Kun Zhang 036 (INFORMS J. Comput., 2025)

Enhanced Derivative-Free Optimization Using Adaptive Correlation-Induced Finite Difference Estimators. - Guo Liang; Guangwu Liu; Kun Zhang 036 (CoRR, 2025)

Improving Uncertainty Quantification of Variance Networks by Tree-Structured Learning. - Wenxuan Ma 006; Xing Yan; Kun Zhang 036 (IEEE Trans. Neural Networks Learn. Syst., 2025)

A bootstrap-based bandwidth selection rule for kernel quantile estimators. - Xiaoyu Liu; Yan Song; Hong-Fa Cheng; Kun Zhang 036 (Comput. Stat., 2025)