Lirong Cui

Journal of Shanghai Jiaotong University (Science) · 2001–2018

A researcher in the Science corpus: 5 papers; trusts 0 researchers and is trusted by 0 researchers here, as inferred from the citation graph.

Whom Lirong Cui trusts overall

Their strongest outbound trust, strongest first, inferred from their citations.

  1. A. Gut
  2. Angelos Dassios

Papers from Lirong Cui's perspective

Ordered by how strongly the researchers Lirong Cui trusts endorse each paper. Same corpus, a different order for every researcher.

  1. Shocks, runs and random sums (Journal of Applied Probability)
  2. Mixed shock models
  3. Exact simulation of Hawkes process with exponentially decaying intensity
  4. Approximate Simulation of Hawkes Processes
  5. Multivariate Hawkes processes: an application to financial data (Journal of Applied Probability)
  6. Portfolio Choice in Markets with Contagion
  7. Affine Point Processes and Portfolio Credit Risk (SIAM Journal on Financial Mathematics)
  8. Modeling financial contagion using mutually exciting jump processes
  9. Krein condition in probabilistic moment problems
  10. Law of Large Numbers (The SAGE Encyclopedia of Research Design)

Their papers