Xingcheng Xu
- Weighted signature kernels
2024/01/29 by Thomas Cass, Terry Lyons, Xingcheng Xu · 2 citations
Mathematics · Physics and Astronomy · #Scientific Research and Discoveries #Statistical Mechanics and Entropy #advanced mathematical theories
- Rough Path Renormalization from Stratonovich to Itô for Fractional Brownian Motion
2018/03/01 by Zhongmin Qian, Xingcheng Xu, Qian, Zhongmin +1 · 1 citation
Economics, Econometrics and Finance · #Stochastic processes and financial applications #Financial Risk and Volatility Modeling #Financial Markets and Investment Strategies