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Peng Shi

Orcid: 0000-0003-2789-3235

Affiliations:
  • University of Wisconsin-Madison, Wisconsin School of Business, Risk and Insurance Department, Madison, WI, USA (since 2013)
  • Northern Illinois University, Division of Statistics, DeKalb, IL, USA (2009 - 2013)
  • University of Wisconsin-Madison, Wisconsin School of Business, Madison, WI, USA (PhD 2009)
  • Beihang University, School of Economics and Management, Beijing, China (until 2005)


According to our database1, Peng Shi authored at least 7 papers between 2005 and 2023.

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

2023
A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space.
[BibTeX]
[DOI]
Yi Lian
,
Archer Y. Yang
,
Boxiang Wang
,
Peng Shi
,
Robert William Platt
Technometrics, April, 2023

2021
Knowledge Learning of Insurance Risks Using Dependence Models.
[BibTeX]
[DOI]
Zifeng Zhao
,
Peng Shi
,
Xiaoping Feng
INFORMS J. Comput., 2021

2011
Adaptive sparse Volterra system identification with ℓ<sub>0</sub>-norm penalty.
[BibTeX]
[DOI]
Kun Shi
,
Peng Shi
Signal Process., 2011

2010
Convergence analysis of sparse LMS algorithms with l<sub>1</sub>-norm penalty based on white input signal.
[BibTeX]
[DOI]
Kun Shi
,
Peng Shi
Signal Process., 2010

Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model.
[BibTeX]
[DOI]
Ping Li
,
Peng Shi
,
Guangdong Huang
,
Xiao-Jun Shi
J. Syst. Sci. Complex., 2010

2007
A new algorithm based on copulas for VaR valuation with empirical calculations.
[BibTeX]
[DOI]
Gang Cheng
,
Ping Li
,
Peng Shi
Theor. Comput. Sci., 2007

2005
A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets.
[BibTeX]
[DOI]
Ping Li
,
Peng Shi
,
Guangdong Huang
Proceedings of the Internet and Network Economics, First International Workshop, 2005


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