Concepedia

Chao Zhou

CZ

21

Publications

610

Citations

14

H-Index

2007

Active since

Affiliations

National University of Singapore(Current)

Université Paris Dauphine-PSL

Centre de Recherche en Mathématiques de la Décision

École Polytechnique

Université Claude Bernard Lyon 1

Chao Zhou is an author at National University of Singapore specializing in engineering, stochastic calculus, and probability theory.

Top concepts

EngineeringStochastic CalculusProbabilityBusinessMathematical ProgrammingFinanceGamesGame TheoryAsset PricingProcess Control

Publications per year

2007–2023

21

Publications

21

ROBUST UTILITY MAXIMIZATION IN NONDOMINATED MODELS WITH 2BSDE: THE UNCERTAIN VOLATILITY MODEL

Anis Matoussi, Dylan Possamaï, Chao Zhou · Mathematical Finance · 2013 · 88 citations · Full text

Mathematical Programming, Engineering, Volatility Uncertainty +22

Geopolitical risk, economic policy uncertainty and global oil price volatility —an empirical study based on quantile causality nonparametric test and wavelet coherence

Yijun Wang, Meiyun Wei, Usman Bashir et al. · Energy Strategy Reviews · 2022 · 63 citations · Full text

SelectNet: Self-paced learning for high-dimensional partial differential equations

Yiqi Gu, Haizhao Yang, Chao Zhou · Journal of Computational Physics · 2021 · 62 citations · Full text

Sequential Learning, Recurrent Neural Network, Self-paced Learning +1

Stochastic control for a class of nonlinear kernels and applications

Dylan Possamaï, Xiaolu Tan, Chao Zhou · arXiv (Cornell University) · 2015 · 61 citations · Full text

Mathematical Programming, Engineering, Nonlinear Kernels +17

THREE-DIMENSIONAL PENETRATION SIMULATION USING SMOOTHED PARTICLE HYDRODYNAMICS

Chao Zhou, G. R. Liu, Kang-jie Lou · International Journal of Computational Methods · 2007 · 54 citations

Engineering, Impact (Mechanics), Aerospace Engineering +14

Rows per page

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