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Yang, Y.-J & Qian, H. (2020) Unified formalism for entropy production and fluctuation relations. Phys. Rev. E 101 , 022129.Learn more
Liu, Y., Khisti, A., and Mahajan, A., “On privacy in smart metering systems with periodically time-varying input distribution,” Proceedings of IEEE Global Conference on Signal and Information Processing, Nov. 14-16, 2017. Learn more
Liu, Y.H., Lee, S-H., and Khisti, A., “Information-theoretic privacy in smart metering systems using cascaded rechargeable batteries,” IEEE Signal Processing Letters, 2017. Learn more
Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York.Learn more
Tim Leung and Xin Li. (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company.Learn more
Tim Leung and Xin Li (2015). Optimal mean reversion trading with transaction costs and stop-loss exit, International Journal of Theoretical and Applied Finance 18 (03), 1550020Learn more