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 (accepted). [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: 10.1109/TSP.2020.3011023. [URL] [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. 

[arXiv] [Code]

​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. 

[arXiv] [Code]

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.

Presentation (virtual) at 11th World Congress of the Bachelier Finance Society, June 2022.

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]