Some properties of finite-time stable stochastic nonlinear systems. - Juliang Yin; Deng Ding; Zhi Liu 005; Suiyang Khoo (Appl. Math. Comput., 2015)

A test for equality of two distributions via jackknife empirical likelihood and characteristic functions. - Zhi Liu 005; Xiaochao Xia; Wang Zhou (Comput. Stat. Data Anal., 2015)

Regularized estimation for the least absolute relative error models with a diverging number of covariates. - Xiaochao Xia; Zhi Liu 005; Hu Yang 001 (Comput. Stat. Data Anal., 2016)

Model free feature screening for ultrahigh dimensional data with responses missing at random. - Peng Lai; Yiming Liu; Zhi Liu 005; Yi Wan (Comput. Stat. Data Anal., 2017)

Jump-robust estimation of volatility with simultaneous presence of microstructure noise and multiple observations. - Zhi Liu 005 (Finance Stochastics, 2017)

SURE estimates under dependence and heteroscedasticity. - Xinbing Kong; Zhi Liu 005; Peng Zhao; Wang Zhou (J. Multivar. Anal., 2017)

Realized Laplace transforms for pure jump semimartingales with presence of microstructure noise. - Li Wang 059; Zhi Liu 005; Xiaochao Xia (Soft Comput., 2019)

The latency accuracy trade-off and optimization in implied volatility-based trading systems. - Guoxiang Guo; Yuanyuan Qi; Sirui Lai; Zhi Liu 005; Joseph Yen (Expert Syst. Appl., 2023)

A novel time series probabilistic prediction approach based on the monotone quantile regression neural network. - Jianming Hu; Jingwei Tang; Zhi Liu 005 (Inf. Sci., 2024)