Concepedia

Xiaoqun Wang

XW

30

Publications

1.3K

Citations

20

H-Index

1998

Active since

Affiliations

Tsinghua University(Current)

Tianjin University

Hebei University of Engineering

Columbia University

Xiaoqun Wang is an author at Tsinghua University specializing in engineering, statistics, and financial engineering.

Top concepts

EngineeringStatisticsFinancial EngineeringMathematical ProgrammingApproximation TheoryFinanceProbabilityComputer ScienceMonte Carlo MethodsNumerical Analysis

Publications per year

1998–2024

30

Publications

30

The effective dimension and quasi-Monte Carlo integration

Xiaoqun Wang, Kai‐Tai Fang · Journal of Complexity · 2003 · 197 citations

Monte Carlo, Effective Dimension, Monte Carlo Method +2

Good Lattice Rules in Weighted Korobov Spaces with General Weights

Josef Dick, Ian H. Sloan, Xiaoqun Wang et al. · Numerische Mathematik · 2006 · 108 citations

Lattice (Order), Lattice Theory, Good Lattice Rules +1

Why Are High-Dimensional Finance Problems Often of Low Effective Dimension?

Xiaoqun Wang, Ian H. Sloan · SIAM Journal on Scientific Computing · 2005 · 97 citations

Engineering, Financial Mathematics, Computational Finance +16

Quasi-Monte Carlo Methods in Financial Engineering: An Equivalence Principle and Dimension Reduction

Xiaoqun Wang, Ian H. Sloan · Operations Research · 2010 · 84 citations

Bayesian Decision Theory, Engineering, Monte Carlo Methods +23

Liberating the weights

Josef Dick, Ian H. Sloan, Xiaoqun Wang et al. · Journal of Complexity · 2003 · 81 citations

Kinesiology, Load-bearing Capacity, Fitness Measure

Rows per page

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