PUBLICATIONS
Journal Publications
2020
Qikun Xiang, Ido Nevat, and Gareth W. Peters, "Bayesian Spatial Field Reconstruction With Unknown Distortions in Sensor Networks," in IEEE Transactions on Signal Processing, vol. 68, pp. 4336-4351, 2020, doi: 10.1109/TSP.2020.3011023. [URL] [arXiv]
Preprint
2021
Qikun Xiang, Ariel Neufeld, Gareth W. Peters, Ido Nevat, and Anwitaman Datta, A Bonus-Malus Framework for Cyber Risk Insurance and Optimal Cybersecurity Provisioning. Preprint, arXiv:2102.05568, 2021. [arXiv] [Source code]
2020
Ariel Neufeld, Antonis Papapantoleon, and Qikun Xiang, Model-free bounds for multi-asset options using option-implied information and their exact computation. Preprint, arXiv:2006.14288, 2020. [arXiv]
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
2021
Presentation (virtual) at SIAM Conference on Financial Mathematics and Engineering (FM21), June 2021. [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]