Hongbiao Zhao

Applied Mathematics · 2013

A researcher in the Science corpus: 1 paper; trusts 3 researchers and is trusted by 3 researchers here, as inferred from the citation graph.

Subfields

• Applied Mathematics — 6 citations into it; #5,313 of 7,620 by trust here, #7,035 by citations

Whom Hongbiao Zhao trusts overall

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

1. Jesper Møller
2. Jakob Gulddahl Rasmussen
3. Yacine Aït-Sahalia

Who trusts Hongbiao Zhao overall

1. Emmanuel Bacry

Papers from Hongbiao Zhao's perspective

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

1. Approximate Simulation of Hawkes Processes
2. Affine Point Processes and Portfolio Credit Risk (SIAM Journal on Financial Mathematics)
3. Modeling financial contagion using mutually exciting jump processes
4. Multivariate Hawkes processes: an application to financial data (Journal of Applied Probability)
5. Portfolio Choice in Markets with Contagion
6. Perfect simulation using dominating processes on ordered spaces, with application to locally stable point processes (Advances in Applied Probability)
7. Shot noise Cox processes (Advances in Applied Probability)
8. Exact sampling with coupled Markov chains and applications to statistical mechanics
9. Lectures on the Coupling Method
10. Generalised shot noise Cox processes (Advances in Applied Probability)

Their papers

• Exact simulation of Hawkes process with exponentially decaying intensity (2013) — 134 citations