A New Algorithm Based on Copulas for Financial Risk Calculation with Applications to Chinese Stock Markets. - Ping Li 037; Peng Shi 003; Guangdong Huang (WINE, 2005)

A new algorithm based on copulas for VaR valuation with empirical calculations. - Gang Cheng; Ping Li 037; Peng Shi 003 (Theor. Comput. Sci., 2007)

Pricing of LIBOR futures by martingale method in Cox-Ingersoll-Ross model. - Ping Li 037; Peng Shi 003; Guangdong Huang; Xiaojun Shi (J. Syst. Sci. Complex., 2010)

Convergence analysis of sparse LMS algorithms with l1-norm penalty based on white input signal. - Kun Shi; Peng Shi 003 (Signal Process., 2010)

Adaptive sparse Volterra system identification with ℓ0-norm penalty. - Kun Shi; Peng Shi 003 (Signal Process., 2011)

Knowledge Learning of Insurance Risks Using Dependence Models. - Zifeng Zhao; Peng Shi 003; Xiaoping Feng (INFORMS J. Comput., 2021)

A Tweedie Compound Poisson Model in Reproducing Kernel Hilbert Space. - Yi Lian; Archer Y. Yang; Boxiang Wang; Peng Shi 003; Robert William Platt (Technometrics, 2023)