PUBLICATIONS
Journal Publications
2022
Ariel Neufeld, Antonis Papapantoleon, and Qikun Xiang, Model-free bounds for multi-asset options using option-implied information and their exact computation. Management Science, ePub ahead of print, 2022. [DOI] [arXiv] [Code]
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] [arXiv]
Preprint
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.
Shunan Sheng, Qikun Xiang, Ido Nevat, and Ariel Neufeld, Binary Spatial Random Field Reconstruction from Non-Gaussian Inhomogeneous Time-series Observations. Preprint, arXiv:2204.03343, 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. [arXiv] [Code]
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] [Code]
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
2022
Presentation at European Conference on Stochastic Optimization - Computational Management Science Conference (ECSO-CMS), Venice, Italy, June-July 2022. [URL] [Slides]
- Finalist for the Best Student Paper 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]