Deep learning models for bankruptcy prediction using textual disclosures F Mai, S Tian, C Lee, L Ma European journal of operational research 274 (2), 743-758, 2019 | 412 | 2019 |
A survey of numerical methods for nonlinear filtering problems A Budhiraja, L Chen, C Lee Physica D: Nonlinear Phenomena 230 (1-2), 27-36, 2007 | 126 | 2007 |
Direction-projection-permutation for high-dimensional hypothesis tests S Wei, C Lee, L Wichers, JS Marron Journal of Computational and Graphical Statistics 25 (2), 549-569, 2016 | 114 | 2016 |
Stationary distribution convergence for generalized Jackson networks in heavy traffic A Budhiraja, C Lee Mathematics of Operations Research 34 (1), 45-56, 2009 | 104 | 2009 |
Long time asymptotics for constrained diffusions in polyhedral domains A Budhiraja, C Lee Stochastic processes and their applications 117 (8), 1014-1036, 2007 | 72 | 2007 |
Single-Transform Formulas for Pricing Asian Options in a General Approximation Framework under Markov Processes Z Cui, C Lee, Y Liu European Journal of Operational Reserach, 2017 | 60 | 2017 |
Sequential maximum likelihood estimation for reflected Ornstein–Uhlenbeck processes C Lee, JPN Bishwal, MH Lee Journal of Statistical Planning and Inference 142 (5), 1234-1242, 2012 | 33 | 2012 |
Parameter inference and model selection in deterministic and stochastic dynamical models via approximate Bayesian computation: modeling a wildlife epidemic L Sun, C Lee, JA Hoeting Environmetrics 26 (7), 451-462, 2015 | 32 | 2015 |
Ergodic rate control problem for single class queueing networks A Budhiraja, AP Ghosh, C Lee SIAM journal on control and optimization 49 (4), 1570-1606, 2011 | 31 | 2011 |
Parameter estimation for reflected Ornstein–Uhlenbeck processes with discrete observations Y Hu, C Lee, MH Lee, J Song Statistical Inference for Stochastic Processes 18, 279-291, 2015 | 30 | 2015 |
Convergence of a queueing system in heavy traffic with general patience-time distributions C Lee, A Weerasinghe Stochastic Processes and their Applications 121 (11), 2507-2552, 2011 | 28 | 2011 |
Optimal pricing barriers in a regulated market using reflected diffusion processes Z Han, Y Hu, C Lee Quantitative Finance 16 (4), 639-647, 2016 | 26 | 2016 |
Optimal control of a time-varying double-ended production queueing model C Lee, X Liu, Y Liu, L Zhang Stochastic Systems 11 (2), 140-173, 2021 | 20 | 2021 |
On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes C Lee, J Song Stochastics 88 (5), 751-778, 2016 | 18 | 2016 |
Pricing and capacity sizing of a service facility: Customer abandonment effects C Lee, AR Ward Production and Operations Management 28 (8), 2031-2043, 2019 | 17 | 2019 |
Drift parameter estimation for a reflected fractional Brownian motion based on its local time Y Hu, C Lee Journal of Applied Probability 50 (2), 592-597, 2013 | 17 | 2013 |
Optimal pricing and capacity sizing for the GI/GI/1 queue C Lee, AR Ward Operations Research Letters 42 (8), 527-531, 2014 | 16 | 2014 |
PFLib: an object-oriented MATLAB toolbox for particle filtering L Chen, C Lee, A Budhiraja, RK Mehra Signal Processing, Sensor Fusion, and Target Recognition XVI 6567, 335-342, 2007 | 16 | 2007 |
Metapopulation model from pathogen’s perspective: A versatile framework to quantify pathogen transfer and circulation between environment and hosts S Chen, C Lanzas, C Lee, GL Zenarosa, AA Arif, M Dulin Scientific Reports 9 (1), 1694, 2019 | 15 | 2019 |
A multivariate distance nonlinear causality test based on partial distance correlation: A machine learning application to energy futures GG Creamer, C Lee Machine Learning and AI in Finance, 82-93, 2021 | 12 | 2021 |