黄伟桓

2024

Monte Carlo Estimation of CoVaR

Operations Research，Vol. 72, No. 60

DOI

2021

Strong law of large numbers under moment restrictions in sublinear expectation spaces

Communications in Statistics - Theory and Methods

DOI

2019

Strong laws of large numbers for general random variables in sublinear expectation spaces

Journal of Inequalities and Applications

DOI

2019

Extension of the strong law of large numbers for capacities

Mathematical Control and Related Fields

DOI

2018

Almost Sure Central Limit Theorem in Sub-linear Expectation Spaces.

2025

Boosting Accelerated Proximal Gradient Method with Adaptive Sampling for Stochastic Composite Optimization

arXiv preprint

2023

Staffing under Taylor's Law: A Unifying Framework for Bridging Square-root and Linear Safety Rules

arXiv preprint

2023

Estimating Systemic Risk within Financial Networks: A Two-Step Nonparametric Method

arXiv preprint

2018

Almost Sure Central Limit Theorem in Sub-linear Expectation Spaces

arXiv preprint

2017

On Independence for Capacities to Fit Ellsberg's Model with a Weak Law of Large Numbers

arXiv preprint