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Bao Quoc Ta
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Jahr
Optimal stopping of strong Markov processes
S Christensen, P Salminen, BQ Ta
Stochastic Processes and their Applications 123 (3), 1138-1159, 2013
412013
Probabilistic approach to Appell polynomials
BQ Ta
Expositiones Mathematicae 33 (3), 269-294, 2015
342015
Some properties of bivariate Schur-constant distributions
BQ Ta, CP Van
Statistics & Probability Letters 124, 69-76, 2017
102017
Differentiablity of excessive functions of one-dimensional diffusions and the principle of smooth fit
P Salminen, BQ Ta
Advances in Mathematics of Finance 104, 181-199, 2015
102015
Forecasting stock index based on hybrid artificial neural network models
TQ Bao, BTT My
Science & Technology Development Journal: Economics-Law & Management 3 (1 …, 2019
62019
The Black-Litterman model for portfolio optimization on Vietnam stock market
BQ Ta, T Vuong
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems …, 2020
52020
A note on the generalized Bernoulli and Euler Polynomials
BQ Ta
European Journal of Pure and Applied Mathematics 6 (4), 405-412, 2013
42013
Maximal Predictability Portfolio Optimization Model and Applications to Vietnam Stock Market
BQ Ta, VT Huynh, KQH Nguyen, PN Nguyen, BH Ho
Studies in Systems, Decision and Control 429, 559-578, 2022
32022
On the existence, uniqueness and stability of solutions of stochastic Volterra-Ito equation
TQ Bao
Vietnam J. Math 32, 389-397, 2004
32004
On characterizations of bivariate Schur-constant models and applications
BQ Ta, DS Le, MB Ha, XD Tran
Studies in Computational Intelligence 760, 890-901, 2018
22018
Portfolio Optimization Based on Artificial Neural Network and GARCH-EVT-Copula Models
BQ Ta, K Nguyen
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems …, 2023
12023
Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times
NH Hoang, BQ Ta
International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems …, 2020
12020
A probabilistic proof of Euler’s formula for ζ (2n)
BQ Ta, CP Van
Mathematical Reports 21 (1), 61-65, 2019
12019
Excessive functions, Appell polynomials and optimal stopping
BQ Ta
Åbo Akademi-Åbo Akademi University, 2014
12014
On the stability of solutions of stochastic differential equations with linear drift
TQ Bao
East-West Journal of Mathematics 5 (2), 123–136, 2003
1*2003
Mean-Variance Portfolio Allocation Using ARMA-GARCH-Stable and Artificial Neural Network Models
NT Anh, MD Lam, BQ Ta
Lecture Notes in Computer Science, 14375, 177-186, 2023
2023
A modification of logistic regression with imbalanced data: F-measure-oriented Lasso-logistic regression
BTT My, BQ Ta
ScienceAsia 49 (S), 68-77, 2023
2023
An interpretable decision tree ensemble model for imbalanced credit scoring datasets
BTT My, BQ Ta
Journal of Intelligent & Fuzzy Systems 45 (6), 10853-10864, 2023
2023
APPELL POLYNOMILAS ASSOCIATED WITH LEVY PROCESSES AND APPLICATIONS
BQ Ta
PROCEEDINGS OF THE ROMANIAN ACADEMY SERIES A-MATHEMATICS PHYSICS TECHNICAL …, 2020
2020
Averaging problems of running processes associated with Brownian motion and applications
BQ Ta
International Journal of Mathematics 26 (03), 1550028, 2015
2015
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