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Chihoon Lee
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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
4122019
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
1262007
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
1142016
Stationary distribution convergence for generalized Jackson networks in heavy traffic
A Budhiraja, C Lee
Mathematics of Operations Research 34 (1), 45-56, 2009
1042009
Long time asymptotics for constrained diffusions in polyhedral domains
A Budhiraja, C Lee
Stochastic processes and their applications 117 (8), 1014-1036, 2007
722007
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
602017
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
332012
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
322015
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
312011
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
302015
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
282011
Optimal pricing barriers in a regulated market using reflected diffusion processes
Z Han, Y Hu, C Lee
Quantitative Finance 16 (4), 639-647, 2016
262016
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
202021
On drift parameter estimation for reflected fractional Ornstein–Uhlenbeck processes
C Lee, J Song
Stochastics 88 (5), 751-778, 2016
182016
Pricing and capacity sizing of a service facility: Customer abandonment effects
C Lee, AR Ward
Production and Operations Management 28 (8), 2031-2043, 2019
172019
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
172013
Optimal pricing and capacity sizing for the GI/GI/1 queue
C Lee, AR Ward
Operations Research Letters 42 (8), 527-531, 2014
162014
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
162007
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
152019
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
122021
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