PUBLICATIONS
Journal Publications
2024
Qikun Xiang, Ariel Neufeld, Gareth W. Peters, Ido Nevat, and Anwitaman Datta, "A Bonus-Malus framework for cyber risk insurance and optimal cybersecurity provisioning", European Actuarial Journal, vol. 14, no. 2, pp. 581–621, 2024. [DOI] [arXiv] [GitHub]
Shunan Sheng, Qikun Xiang, Ido Nevat, and Ariel Neufeld, "Binary spatial random field reconstruction from non-Gaussian inhomogeneous time-series observations", Journal of the Franklin Institute, vol. 361, no. 2,
pp. 612–636, 2024. [DOI] [arXiv] [GitHub]
2023
Ariel Neufeld, Antonis Papapantoleon, and Qikun Xiang, "Model-free bounds for multi-asset options using option-implied information and their exact computation", Management Science, vol. 69, no. 4, pp. 2051–2068, 2023. [DOI] [arXiv] [GitHub]
2020
Qikun Xiang, Ido Nevat, and Gareth W. Peters, "Bayesian spatial field reconstruction with unknown distortions in sensor networks", IEEE Transactions on Signal Processing, vol. 68, pp. 4336–4351, 2020. [DOI] [arXiv]
Preprint
2025
Zeyi Chen, Ariel Neufeld, and Qikun Xiang, "Provably convergent stochastic fixed-point algorithm for free-support Wasserstein barycenter of continuous non-parametric measures", Preprint, arXiv:2505.24384, 2025.
2023
Ariel Neufeld and Qikun Xiang, "Feasible approximation of matching equilibria for large-scale matching for teams problems", Preprint, arXiv:2308.03550, 2023. [arXiv] [GitHub]
2022
Ariel Neufeld and Qikun Xiang, "Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints", Preprint, arXiv:2205.05315, 2022.
Ariel Neufeld and Qikun Xiang, "Numerical method for feasible and approximately optimal solutions of multi-marginal optimal transport beyond discrete measures", Preprint, arXiv:2203.01633, 2022.
Conference Publications
2017
Qikun Xiang, Jie Zhang, Ido Nevat, and Pengfei Zhang, A trust-based mixture of Gaussian processes model for reliable regression in participatory sensing, 26th International Joint Conference on Artificial Intelligence (IJCAI), 2017. [URL]
Qikun Xiang, Jie Zhang, Ido Nevat, and Pengfei Zhang, A trust-based mixture of Gaussian processes model for robust participatory sensing, 16th International Conference on Autonomous Agents and Multiagent Systems (AAMAS), 2017. [URL]
PRESENTATIONS
2025
Presentation at INFORMS International Meeting, Singapore, July 2025.
Presentation at Shanghai Jiao Tong University Forum on AI for Math, Shanghai, China,May 2025.
2024
Presentation at European Conference on Stochastic Optimization and Computational Management Science (ECSO-CMS 2024), Stockholm, Sweden, July 2024. [URL] [Slides]
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First-Place Winner for the Best Student Paper Prize to: Feasible approximation of matching equilibria for large-scale matching for teams problems. [PDF]
Presentation at 33rd European Conference on Operational Research (EURO 2024), Copenhagen, Denmark, July 2024. [URL] [Slides]
2023
Presentation at 7th International Conference on Mathematics in Finance, Berg-en-Dal Rest Camp, Kruger National Park, South Africa, July 2023. [Slides]
Presentation at SIAM Conference on Optimization (OP23), Seattle, Washington, US, May–June 2023. Supported by the SIAM Student Travel Award. [URL] [Slides]
2022
Presentation (virtual) at SIAM Conference on Mathematics of Data Science (MDS22), September 2022. [URL] [Slides]
Presentation at European Conference on Stochastic Optimization and Computational Management Science (ECSO-CMS 2022), Venice, Italy, June–July 2022. [URL] [Slides]
- Finalist for the Best Student Paper Prize to: Numerical method for approximately optimal solutions of two-stage distributionally robust optimization with marginal constraints. [PDF]
Presentation (virtual) at 11th World Congress of the Bachelier Finance Society, June 2022.[URL] [Slides]
Presentation at SIAM Conference on Uncertainty Quantification (UQ22), Atlanta, Georgia, US, April 2022. Supported by the SIAM Student Travel Award. [URL] [Slides]
2021
Presentation (virtual) at 24th International Congress on Insurance: Mathematics and Economics (IME), July 2021. [URL] [Slides]
Presentation (virtual) at SIAM Conference on Financial Mathematics and Engineering (FM21), June 2021. Supported by the SIAM Student Travel Award. [URL] [Slides]
Poster presentation (virtual) at XXII Workshop on Quantitative Finance, January 2021. [URL] [Poster]
2020
Pre-recorded talk at Bernoulli-IMS One World Symposium 2020, August 2020. [URL]
THESIS
PhD Thesis: Numerical methods for model-free pricing in finance, optimal transport, and cyber risk management. [DOI]
