Xing Jin - Publications, H-index & Citations

Xing Jin

university of alberta

14H指数

54论文数

684被引数

收录论文 10

发表时间

Semi-analytical solutions for dynamic portfolio choice in jump-diffusion models and the optimal bond-stock mix

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2018-02-01

PREAI

Hong, Yi; Jin, Xing

Efficient estimation of lower and upper bounds for pricing higher-dimensional American arithmetic average options by approximating their payoff functions

INTERNATIONAL REVIEW OF FINANCIAL ANALYSIS

IF9.8

2016-03-01

PREAI

Jin, Xing; Yang, Cheng-Yu

A computationally efficient state-space partitioning approach to pricing high-dimensional American options via dimension reduction

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2013-12-01

PREAI

Jin, Xing; Li, Xun; Tan, Hwee Huat; Wu, Zhenyu

Soft sensors for online steam quality measurements of OTSGs

JOURNAL OF PROCESS CONTROL

IF3.9

2013-08-01

PREAI

Xie, Li; Zhao, Yu; Aziz, Daniel; Jin, Xing; Geng, Litao; Goberdhansingh, Errol; Qi, Fei; Huang, Biao

Dynamic optimal portfolio choice in a jump-diffusion model with investment constraints

JOURNAL OF BANKING & FINANCE

IF3.8

2013-05-01

PREAI

Jin, Xing; Zhang, Kun

Decomposition of Optimal Portfolio Weight in a Jump-Diffusion Model and Its Applications

REVIEW OF FINANCIAL STUDIES

IF5.4

2012-08-03

PREAI

Jin, Xing; Zhang, Allen X.

Multiple model based LPV soft sensor development with irregular/missing process output measurement

CONTROL ENGINEERING PRACTICE

IF4.6

2012-02-01

PREAI

Jin, Xing; Wang, Siyun; Huang, Biao; Forbes, Fraser

Identification of switched Markov autoregressive eXogenous systems with hidden switching state

AUTOMATICA

IF5.9

2012-02-01

PREAI

Jin, X.; Huang, B.

Robust Identification of Piecewise/Switching Autoregressive Exogenous Process

AICHE JOURNAL

IF4

2009-11-09

PREAI

Jin, Xing; Huang, Biao

On the convergence rate of ordinal comparisons of random variables

IEEE TRANSACTIONS ON AUTOMATIC CONTROL

IF7

2001-01-01

PREAI

Fu, MC; Jin, X

研究方向