Yanyuan Wang
Personal Details
| First Name: | Yanyuan |
| Middle Name: | |
| Last Name: | Wang |
| Suffix: | |
| In ASCII letters: | |
| RePEc Short-ID: | pwa1237 |
| [This author has chosen not to make the email address public] | |
Research output
Jump to: Working papers ArticlesWorking papers
- Wenjia Wang & Yanyuan Wang & Xiaowei Zhang, 2022. "Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions," Papers 2201.02958, arXiv.org, revised Oct 2023.
Articles
- Wenjia Wang & Yanyuan Wang & Xiaowei Zhang, 2024. "Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions," Management Science, INFORMS, vol. 70(12), pages 9031-9057, December.
- Maoguo Wu & Yanyuan Wang, 2018. "Influencing Factors of Corporate Performance of Life Insurance Companies – Evidence from China," Accounting and Finance Research, Sciedu Press, vol. 7(2), pages 219-219, May.
- Maoguo Wu & Yanyuan Wang, 2018. "Risk Analysis of World Major Stock Index Before and After the 2008 Financial Crisis ¨C Based on GARCH-VaR Approach," International Journal of Financial Research, International Journal of Financial Research, Sciedu Press, vol. 9(2), pages 39-54, April.
Citations
Many of the citations below have been collected in an experimental project, CitEc, where a more detailed citation analysis can be found. These are citations from works listed in RePEc that could be analyzed mechanically. So far, only a minority of all works could be analyzed. See under "Corrections" how you can help improve the citation analysis.Working papers
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Sorry, no citations of working papers recorded.
Articles
- Wenjia Wang & Yanyuan Wang & Xiaowei Zhang, 2024.
"Smooth Nested Simulation: Bridging Cubic and Square Root Convergence Rates in High Dimensions,"
Management Science, INFORMS, vol. 70(12), pages 9031-9057, December.
Cited by:
- Du-Yi Wang & Guo Liang & Kun Zhang & Qianwen Zhu, 2026. "Reliable Real-Time Value at Risk Estimation via Quantile Regression Forest with Conformal Calibration," Papers 2602.01912, arXiv.org.
- Ben Mingbin Feng & Eunhye Song, 2025. "Efficient Nested Simulation Experiment Design via the Likelihood Ratio Method," INFORMS Journal on Computing, INFORMS, vol. 37(3), pages 723-742, May.
More information
Research fields, statistics, top rankings, if available.Statistics
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NEP Fields
NEP is an announcement service for new working papers, with a weekly report in each of many fields. This author has had 1 paper announced in NEP. These are the fields, ordered by number of announcements, along with their dates. If the author is listed in the directory of specialists for this field, a link is also provided.- NEP-CMP: Computational Economics (1) 2022-02-21. Author is listed
- NEP-RMG: Risk Management (1) 2022-02-21. Author is listed
Corrections
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