Wei Wei

Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks

Jun Cai, Wei Wei · Journal of Multivariate Analysis · 2015 · 44 citations

Dependent Risks, Economics, Portfolio Optimization +12

Twitter volume spikes and stock options pricing

Wei Wei, Yuexin Mao, Bing Wang · Computer Communications · 2015 · 38 citations

Option Pricing, Twitter Volume Spikes, Asset Pricing +4

Calibration tests for count data

Wei Wei, Leonhard Held · Test · 2014 · 35 citations

Sensor Calibration, Engineering, Measurement +7

Optimal switching at Poisson random intervention times

Gechun Liang, Wei Wei · Discrete and Continuous Dynamical Systems - B · 2016 · 19 citations · Full text

Mathematical Programming, Stochastic Hybrid System, Engineering +11

Funding liquidity, debt tenor structure, and creditor’s belief: an exogenous dynamic debt run model

Gechun Liang, Eva Lütkebohmert, Wei Wei · Mathematics and Financial Economics · 2015 · 17 citations · Full text

Economics, Credit Market, Business +6