Wei David Xu

Wei David Xu

Toronto Metropolitan University - Toronto / Canada
Economics & Econometrics / Accounting & Finance
AD Scientific Index ID: 659164
Ryerson University
person_outline Wei David Xu's MOST POPULAR ARTICLES
1-) Moment matching machine learning methods for risk management of large variable annuity portfoliosW Xu, Y Chen, C Coleman, TF ColemanJournal of Economic Dynamics and Control 87, 1-20, 2018472018
2-) A fast symmetric SVD algorithm for square Hankel matricesW Xu, S QiaoLinear Algebra and its Applications 428 (2-3), 550-563, 2008472008
3-) A divide-and-conquer method for the Takagi factorizationW Xu, S QiaoSIAM journal on matrix analysis and applications 30 (1), 142-153, 2008362008
4-) A new sampling strategy willow tree method with application to path-dependent option pricingW Xu, Z Hong, C QinQuantitative Finance 13 (6), 861-872, 2013402013
5-) A fast SVD for multilevel block Hankel matrices with minimal memory storageL Lu, W Xu, S QiaoNumerical Algorithms 69 (4), 875-891, 2015332015