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- Samuel H. Huang, Hao Xing
- Fuzzy Sets and Systems
- 2002

The advent of arti0cial neural networks has contributed signi0cantly to the 0eld of knowledge engineering. Neural networks belong to a family of models that are based on a learning-by-exampleâ€¦ (More)

- Erhan Bayraktar, Constantinos Kardaras, Hao Xing
- SIAM J. Financial Math.
- 2012

We analyze the valuation partial differential equation for European contingent claims in a general framework of stochastic volatility models where the diffusion coefficients may grow faster thanâ€¦ (More)

- Yuting Mou, Hao Xing, Zhiyun Lin, Minyue Fu
- IEEE Transactions on Smart Grid
- 2015

Plug-in hybrid electric vehicles (PHEV) are expected to become widespread in the near future. However, high penetration of PHEVs can overload the distribution system. In smart grid, the charging ofâ€¦ (More)

- Hao Xing, Yuting Mou, Minyue Fu, Zhiyun Lin
- IEEE Transactions on Power Systems
- 2015

In this paper, we present a fully distributed bisection algorithm for the economic dispatch problem (EDP) in a smart grid scenario, with the goal to minimize the aggregated cost of a network ofâ€¦ (More)

- Erhan Bayraktar, Hao Xing
- Math. Meth. of OR
- 2009

We approximate the price of the American put for jump diffusions by a sequence of functions, which are computed iteratively. This sequence converges to the price function uniformly and exponentiallyâ€¦ (More)

- Hao Xing, Minyue Fu, Zhiyun Lin, Yuting Mou
- IEEE Transactions on Power Systems
- 2016

This paper focuses on the procurement of load shifting service by optimally scheduling the charging and discharging of PEVs in a decentralized fashion. We assume that the energy flow between PEVs andâ€¦ (More)

- Hao-quan Wang, Hao Xing
- 2009 International Symposium on Computer Networkâ€¦
- 2009

Based on research of principal component analysis, the principal component analysis is introduced to medical image fusion. The K-L transform is used to multi-mode images. Then a new matrix isâ€¦ (More)

- Hao Xing
- 2009

Given that the terminal condition is of at most linear growth, it is well known that a Cauchy problem admits a unique classical solution when the coefficient multiplying the second derivative is alsoâ€¦ (More)

- Paolo Guasoni, Constantinos Kardaras, Scott Robertson, Hao Xing
- Finance and Stochastics
- 2014

Classic, and Explicit Turnpikes Paolo Guasoni Â· Constantinos Kardaras Â· Scott Robertson Â· Hao Xing Received: date / Accepted: date Abstract Portfolio turnpikes state that, as the investment horizonâ€¦ (More)

We solve the problem of pricing and optimal exercise of American call-type options in markets which do not necessarily admit an equivalent local martingale measure. This resolves an open questionâ€¦ (More)