[1] Shuquan Yang, Nengxiang Ling*. Robust Estimation of Functional Factor Models with Functional Pairwise Spatial Signs. Computational Statistics, 2024.
[2] Shuquan Yang, Nengxiang Ling*. Robust projected principal component analysis for large-dimensional semiparametric factor modeling. Journal of Multivariate Analysis, 2023, 195: 105155.
[3] Shuquan Yang, Nengxiang Ling*, Yulin Gong. Robust estimation of the number of factors for the pair-elliptical factor models. Computational Statistics, 2022, 37(3): 1495-1522.
[4] Shuquan Yang, Zhaoli Jia*, Qianqian Wu, Huojun Wu. Homotopy analysis method for portfolio optimization problem under the 3/2 model. Journal of Systems Science and Complexity, 2021, 34: 1087-1101.
[5] Huojun Wu, Zhaoli Jia*, Shuquan Yang, Ce Liu. Pricing variance swaps under double Heston stochastic volatility model with stochastic interest rate. Probability in the Engineering and Informational Sciences, 2022, 36(2): 564-580.
