Controlling Isochronous Traffic in CRMA/ATM Interworking. - Anil K. Gupta; Xiaoqun Wang (ICC (3), 1997)

Minimizing cell delay variation in CRMA/ATM interworking. - Anil K. Gupta; Xiaoqun Wang; Amitabha Das (Comput. Commun., 1997)

A Constructive Approach to Strong Tractability Using Quasi-Monte Carlo Algorithms. - Xiaoqun Wang (J. Complex., 2002)

The error bounds and tractability of quasi-Monte Carlo algorithms in infinite dimension. - Fred J. Hickernell; Xiaoqun Wang (Math. Comput., 2002)

The effective dimension and quasi-Monte Carlo integration. - Xiaoqun Wang; Kai-Tai Fang (J. Complex., 2003)

Strong tractability of multivariate integration using quasi-Monte Carlo algorithms. - Xiaoqun Wang (Math. Comput., 2003)

Liberating the weights. - Josef Dick; Ian H. Sloan; Xiaoqun Wang; Henryk Wozniakowski (J. Complex., 2004)

Finite-order weights imply tractability of multivariate integration. - Ian H. Sloan; Xiaoqun Wang; Henryk Wozniakowski (J. Complex., 2004)

On Korobov Lattice Rules in Weighted Spaces. - Xiaoqun Wang; Ian H. Sloan; Josef Dick (SIAM J. Numer. Anal., 2004)

Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?. - Xiaoqun Wang; Ian H. Sloan (SIAM J. Sci. Comput., 2005)

On the Effects of Dimension Reduction Techniques on Some High-Dimensional Problems in Finance. - Xiaoqun Wang (Oper. Res., 2006)

Good Lattice Rules in Weighted Korobov Spaces with General Weights. - Josef Dick; Ian H. Sloan; Xiaoqun Wang; Henryk Wozniakowski (Numerische Mathematik, 2006)

Efficient Weighted Lattice Rules with Applications to Finance. - Xiaoqun Wang; Ian H. Sloan (SIAM J. Sci. Comput., 2006)

Constructing Robust Good Lattice Rules for Computational Finance. - Xiaoqun Wang (SIAM J. Sci. Comput., 2007)

On the approximation error in high dimensional model representation. - Xiaoqun Wang (WSC, 2008)

New Brownian bridge construction in quasi-Monte Carlo methods for computational finance. - Junyi Lin; Xiaoqun Wang (J. Complex., 2008)

Dimension Reduction Techniques in Quasi-Monte Carlo Methods for Option Pricing. - Xiaoqun Wang (INFORMS J. Comput., 2009)

An Effective Conflict Management for Large Transactions in Hardware Transactional Memory System. - Chen Fu; Dongxin Wen; Xiaoqun Wang; Xiao-Zong Yang (ISIA, 2010)

A Comprehensive Scheme for Contention Management in Hardware Transactional Memory. - Xiaoqun Wang; Zhenzhou Ji; Chen Fu; Mingzeng Hu (ISIA, 2010)

Hardware transactional memory: A high performance parallel programming model. - Chen Fu; Dongxin Wen; Xiaoqun Wang; Xiao-Zong Yang (J. Syst. Archit., 2010)

GCMS: A Global Contention Management Scheme in Hardware Transactional Memory. - Xiaoqun Wang; Zhen Ji; Chen Fu; Ming Hu (IEEE Comput. Archit. Lett., 2011)

Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction. - Xiaoqun Wang; Ian H. Sloan (Oper. Res., 2011)

How do path generation methods affect the accuracy of quasi-Monte Carlo methods for problems in finance? - Xiaoqun Wang; Ken Seng Tan (J. Complex., 2012)

Enhancing Quasi-Monte Carlo Methods by Exploiting Additive Approximation for Problems in Finance. - Xiaoqun Wang (SIAM J. Sci. Comput., 2012)

Pricing and Hedging with Discontinuous Functions: Quasi-Monte Carlo Methods and Dimension Reduction. - Xiaoqun Wang; Ken Seng Tan (Manag. Sci., 2013)

Good Path Generation Methods in Quasi-Monte Carlo for Pricing Financial Derivatives. - Zhijian He; Xiaoqun Wang (SIAM J. Sci. Comput., 2014)

Disease Candidate Gene Identification and Gene Regulatory Network Building Through Medical Literature Mining. - Yong Wang; Chenyang Jiang; Jinbiao Cheng; Xiaoqun Wang (ITITS (2), 2015)

On the Convergence Rate of Randomized Quasi-Monte Carlo for Discontinuous Functions. - Zhijian He; Xiaoqun Wang (SIAM J. Numer. Anal., 2015)

An auto-realignment method in quasi-Monte Carlo for pricing financial derivatives with jump structures. - Chengfeng Weng; Xiaoqun Wang; Zhijian He (Eur. J. Oper. Res., 2016)

Handling Discontinuities in Financial Engineering: Good Path Simulation and Smoothing. - Xiaoqun Wang (Oper. Res., 2016)

Efficient Computation of Option Prices and Greeks by Quasi-Monte Carlo Method with Smoothing and Dimension Reduction. - Chengfeng Weng; Xiaoqun Wang; Zhijian He (SIAM J. Sci. Comput., 2017)

How to Understand: Three Types of Bilingual Information Processing? - Mieradilijiang Maimaiti; Shunpeng Zou; Xiaoqun Wang; Xiaohui Zou (ICCSIP (2), 2018)

How to Understand the Fundamental Laws of Information. - Shunpeng Zou; Xiaohui Zou; Xiaoqun Wang (ICCSIP (2), 2018)

How to Do Knowledge Module Finishing. - Shunpeng Zou; Xiaohui Zou; Xiaoqun Wang (ICIS, 2018)

Conditional quasi-Monte Carlo methods and dimension reduction for option pricing and hedging with discontinuous functions. - Ye Xiao; Xiaoqun Wang (J. Comput. Appl. Math., 2018)

A single-cell RNA-seq survey of the developmental landscape of the human prefrontal cortex. - Suijuan Zhong; Shu Zhang 014; Xiaoying Fan; Qian Wu; Liying Yan; Ji Dong; Haofeng Zhang 003; Long Li; Le Sun; Na Pan; Xiaohui Xu; Fuchou Tang; et al. (Nat., 2018)

The Strategy of Constructing an Interdisciplinary Knowledge Center. - Xiaohui Zou; Shunpeng Zou; Xiaoqun Wang (ICNC-FSKD, 2019)

An importance sampling-based smoothing approach for quasi-Monte Carlo simulation of discrete barrier options. - Fei Xie; Zhijian He; Xiaoqun Wang (Eur. J. Oper. Res., 2019)

Quasi-Monte Carlo-Based Conditional Malliavin Method for Continuous-Time Asian Option Greeks. - Chao Yu; Xiaoqun Wang (CoRR, 2021)

Convergence analysis of quasi-Monte Carlo sampling for quantile and expected shortfall. - Zhijian He; Xiaoqun Wang (Math. Comput., 2021)

Efficient Importance Sampling in Quasi-Monte Carlo Methods for Computational Finance. - Chaojun Zhang; Xiaoqun Wang; Zhijian He (SIAM J. Sci. Comput., 2021)

Convergence analysis of a quasi-Monte Carlo-based deep learning algorithm for solving partial differential equations. - Fengjiang Fu; Xiaoqun Wang (CoRR, 2022)

Cognition and emotion in the information systems field: a review of twenty-four years of literature. - Wen-Lung Shiau; Xiaoqun Wang; Fei Zheng; Yung Po Tsang (Enterp. Inf. Syst., 2022)

Quasi-Monte Carlo simulation for American option sensitivities. - Jiangming Xiang; Xiaoqun Wang (J. Comput. Appl. Math., 2022)

Using a nanoscale technology for designing fault-tolerant 2: 1 multiplexer based on a majority gate. - Rongyi He; Xiaoqun Wang; Kairui Gao (Photonic Netw. Commun., 2022)

Unbiased MLMC-based Variational Bayes for Likelihood-Free Inference. - Zhijian He; Zhenghang Xu; Xiaoqun Wang (SIAM J. Sci. Comput., 2022)

DIKWP construction of public hospital performance evaluation index system - based on TIF model domain wealth theory. - Wei Hao; Qingzhe Kong; Xiaoqun Wang; Haoxuan He; Hang Wu; Xinyang Li (HPCC/DSS/SmartCity/DependSys, 2023)

On the convergence conditions of Laplace importance sampling with randomized quasi-Monte Carlo. - Zhan Zheng; Hejin Wang; Xiaoqun Wang (CoRR, 2023)

Quasi-Monte Carlo for unbounded integrands with importance sampling. - Du Ouyang; Xiaoqun Wang; Zhijian He (CoRR, 2023)

Empirical Risk Minimization over Artificial Neural Networks Overcomes the Curse of Dimensionality in the Numerical Approximation of Linear Kolmogorov Partial Differential Equations with Unbounded Initial Functions. - Jichang Xiao; Xiaoqun Wang (CoRR, 2023)

Analysis of the Generalization Error of deep learning based on Randomized Quasi-Monte Carlo for Solving Linear Kolmogorov PDEs. - Jichang Xiao; Fengjiang Fu; Xiaoqun Wang (CoRR, 2023)

What are the trend and core knowledge of information security? A citation and co-citation analysis. - Wen-Lung Shiau; Xiaoqun Wang; Fei Zheng (Inf. Manag., 2023)

On the Error Rate of Importance Sampling with Randomized Quasi-Monte Carlo. - Zhijian He; Zhan Zheng; Xiaoqun Wang (SIAM J. Numer. Anal., 2023)

Quasi-Monte Carlo and importance sampling methods for Bayesian inverse problems. - Zhijian He; Hejin Wang; Xiaoqun Wang (CoRR, 2024)

ProTrain: Efficient LLM Training via Memory-Aware Techniques. - Hanmei Yang; Jin Zhou; Yao Fu; Xiaoqun Wang; Ramine Roane; Hui Guan 001; Tongping Liu (CoRR, 2024)

Generalization Error Analysis of Deep Backward Dynamic Programming for Solving Nonlinear PDEs. - Du Ouyang; Jichang Xiao; Xiaoqun Wang (CoRR, 2024)

Deep learning based on randomized quasi-Monte Carlo method for solving linear Kolmogorov partial differential equation. - Jichang Xiao; Fengjiang Fu; Xiaoqun Wang (J. Comput. Appl. Math., 2024)

Achieving High Convergence Rates by Quasi-Monte Carlo and Importance Sampling for Unbounded Integrands. - Du Ouyang; Xiaoqun Wang; Zhijian He (SIAM J. Numer. Anal., 2024)

Online Information Reviews to Boost Tourism in the B&B Industry to Reveal the Truth and Nexus. - Xiaoqun Wang; Xihui Chen; Zhouyi Gu (Inf., 2024)

Efficient risk estimation via nested multilevel quasi-Monte Carlo simulation. - Zhenghang Xu; Zhijian He; Xiaoqun Wang (J. Comput. Appl. Math., 2024)

On the convergence rate of Quasi Monte Carlo method with importance sampling for unbounded functions in RKHS. - Hejin Wang; Xiaoqun Wang (Appl. Math. Lett., 2025)

Median QMC method for unbounded integrands over ℝs in unanchored weighted Sobolev spaces. - Ziyang Ye; Josef Dick; Xiaoqun Wang (CoRR, 2025)

Enhanced convergence rates of Adaptive Importance Sampling with recycling schemes via quasi-Monte Carlo methods. - Jianlong Chen; Jiarui Du; Xiaoqun Wang; Zhijian He (CoRR, 2025)

Density estimation via periodic scaled Korobov kernel method with exponential decay condition. - Ziyang Ye; Haoyuan Tan; Xiaoqun Wang; Zhijian He (CoRR, 2025)