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]

[Source 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

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]