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Stochastic Modeling

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Research

  • 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

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