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Publications & Projects

2020
Author/Title Research Type Related Fields
Yang, Y.-J & Qian, H. (2020) Unified formalism for entropy production and fluctuation relations. Phys. Rev. E 101 , 022129. Publications, Articles Biophysics, Dynamical Systems, Mathematical Biology, Mathematical Physics, Probability, Stochastic Modeling
2017
Author/Title Research Type Related Fields
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.  Publications, Articles Engineering, Statistics, Stochastic Modeling
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.  Publications, Articles Engineering, Statistics, Stochastic Modeling
2016
Author/Title Research Type Related Fields
Tim Leung and Marco Santoli (2016). Leveraged Exchange-Traded Funds: Price Dynamics and Options Valuation, Springer Briefs in Quantitative Finance, Springer, New York. Publications, Books Data Science, Financial Mathematics, Optimization and Variational Analysis, Probability, Statistics, Stochastic Modeling
Tim Leung and Xin Li.  (2016). Optimal Mean Reversion Trading: Mathematical Analysis and Practical Applications. (1st ed.) Singapore, World Scientific Publishing Company. Publications, Books Financial Mathematics, Optimization and Variational Analysis, Probability, Risk Management, Stochastic Modeling
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