Sha Lin

According to our database, Sha Lin authored at least 18 papers between 2015 and 2026.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2026

A stacked ensemble of LSTM, GRU and XGBoost with residual learning for corn futures price forecasting.

Xin-Jiang He, Zezhou Chen, Sha Lin

Appl. Intell., February, 2026

Variance and volatility swap valuation with stochastic liquidity and regime switching stochastic volatility.

Xin-Jiang He, Wenting Chen, Tuantuan Lu, Sha Lin

Commun. Nonlinear Sci. Numer. Simul., 2026

2025

Forecasting crude oil option prices with dynamic factors using integrated machine learning models.

Kexin Yu, Xin-Jiang He, Xiaoyang Han, Xin Luo, Sha Lin

Commun. Nonlinear Sci. Numer. Simul., 2025

A closed-form solution for pricing European-style options under the Heston model with credit and liquidity risks.

Xin-Jiang He, Shou-De Huang, Sha Lin

Commun. Nonlinear Sci. Numer. Simul., 2025

2024

Analytically pricing European options with a two-factor Stein-Stein model.

Sha Lin, Xuanmeng Lin, Xin-Jiang He

J. Comput. Appl. Math., April, 2024

PandaOmics: An AI-Driven Platform for Therapeutic Target and Biomarker Discovery.

Petrina Kamya, Ivan V. Ozerov, Frank W. Pun, Kyle Tretina, Tatyana Fokina, Shan Chen, Vladimir Naumov, Xi Long, Sha Lin, Mikhail Korzinkin, Daniil Polykovskiy, Alex Aliper, Feng Ren, Alex Zhavoronkov

J. Chem. Inf. Model., 2024

Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure.

Xin-Jiang He, Sha Lin

Expert Syst. Appl., 2024

2023

Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching.

Sha Lin, Xin-Jiang He

Expert Syst. Appl., May, 2023

A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing.

Xin-Jiang He, Sha Lin

Expert Syst. Appl., 2023

2022

A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level.

Xin-Jiang He, Sha Lin

Soft Comput., 2022

An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics.

Xin-Jiang He, Sha Lin

Expert Syst. Appl., 2022

Pricing credit default swaps with Parisian and Par<i>asian</i> default mechanics.

Wenting Chen, Xin-Jiang He, Sha Lin

Commun. Stat. Simul. Comput., 2022

2021

A new integral equation approach for pricing American-style barrier options with rebates.

Sha Lin, Xin-Jiang He

J. Comput. Appl. Math., 2021

A fractional Black-Scholes model with stochastic volatility and European option pricing.

Xin-Jiang He, Sha Lin

Expert Syst. Appl., 2021

2020

A regime switching fractional Black-Scholes model and European option pricing.

Sha Lin, Xin-Jiang He

Commun. Nonlinear Sci. Numer. Simul., 2020

Numerically pricing convertible bonds under stochastic volatility or stochastic interest rate with an ADI-based predictor-corrector scheme.

Sha Lin, Song-Ping Zhu

Comput. Math. Appl., 2020

2018

Pricing puttable convertible bonds with integral equation approaches.

Song-Ping Zhu, Sha Lin, Xiaoping Lu

Comput. Math. Appl., 2018

2015

Assessment of power system black-start schemes based on improved analytic hierarchy process and fuzzy comprehensive evaluation.

Hui Xu, Qian Zhou, Jiankun Liu, Sha Lin, Ran Zheng

Proceedings of the 2015 IEEE Innovative Smart Grid Technologies, 2015