Ban Zheng

Modelling Bid and Ask Prices Using Constrained Hawkes Processes: Ergodicity and Scaling Limit

Ban Zheng, François Roueff, Frédéric Abergel · SIAM Journal on Financial Mathematics · 2014 · 42 citations · Full text

Engineering, Economics, Finance +11

Mathematical Recommendations to Fight Against COVID-19

Chenlin Gu, Wei Jiang, Tianyuan Zhao et al. · SSRN Electronic Journal · 2020 · 37 citations · Full text

Veterinary Medicine, Infectious Disease Control, Infectious Diseases +17

Price Jump Prediction in a Limit Order Book

Ban Zheng, Éric Moulines, Frédéric Abergel · Journal of Mathematical Finance · 2013 · 23 citations · Full text

Computing, Business Economics, Finance +16

An Mg–Al dual doping strategy to enhance the structural stability and long cycle life of LiNi0.8Co0.1Mn0.1O2 cathode material

Xiao Li, Xincun Tang, Ban Zheng et al. · Ionics · 2022 · 23 citations

Natural Sciences, Materials Engineering, Materials Science +15

Price Jump Prediction in Limit Order Book

Ban Zheng, Éric Moulines, Frédéric Abergel · SSRN Electronic Journal · 2012 · 18 citations · Full text

Business, Business Economics, Finance +16