学者信息

朱蔚萱 (WeiXuan Zhu)

王亚南经济研究院

合作者

已发表成果:

WOK 论文 7 篇;

  • Bayesian nonparametric portfolio selection with rolling maximum drawdown control

    QUANTITATIVE FINANCE,1469-7688,2023-10-03.
    Mei, Xiaoling; Wang, Yachong; Zhu, Weixuan
    WOS:001065505600007   10.1080/14697688.2023.2250386
    收录情况:SCIE、SSCI
  • Covariate dependent Beta-GOS process

    Computational Statistics and Data Analysis,0167-9473,2023-04.
    Chen, Kunzhi; Shen, Weining; Zhu, Weixuan
    WOS:000993304100001   EI:20230313404243   10.1016/j.csda.2022.107662
    收录情况:SCIE、EI
  • Random Forest Adjustment for Approximate Bayesian Computation

    JOURNAL OF COMPUTATIONAL AND GRAPHICAL STATISTICS,1061-8600,2021-11.
    Bi, Jiefeng; Shen, Weining; Zhu, Weixuan
    WOS:000717867400001   10.1080/10618600.2021.1981341
    收录情况:SCIE
  • A Polya-Gamma sampler for a generalized logistic regression

    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION,0094-9655,2021-09-22.
    Dalla Valle, Luciana; Leisen, Fabrizio; Rossini, Luca; Zhu, Weixuan
    WOS:000639077700001   10.1080/00949655.2021.1910947
    收录情况:SCIE
  • Bayesian analysis of immigration in Europe with generalized logistic regression

    JOURNAL OF APPLIED STATISTICS,0266-4763,2020-02-17.
    Dalla Valle, L; Leisen, F; Rossini, L; Zhu, WX
    WOS:000478273300001   10.1080/02664763.2019.1642310
    收录情况:SCIE
  • A Pólya-Gamma sampler for a generalized logistic regression

    arXiv,,2019-09-06.
    Valle, Luciana Dalla (1); Leisen, Fabrizio (2); Rossini, Luca (3); Zhu, Weixuan (4)
    EI:20200623658  
    收录情况:EI
  • A Bayesian Nonparametric Spiked Process Prior for Dynamic Model Selection

    BAYESIAN ANALYSIS,1931-6690,2019-06.
    Cassese, A; Zhu, WX; Guindani, M; Vannucci, M
    WOS:000461180700010   10.1214/18-BA1116
    收录情况:SCIE