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2020 – today
- 2025
[j12]Weiguo Lu
, Xuan Wu, Deng Ding, Jinqiao Duan, Jirong Zhuang, Gangnan Yuan:
Diffusion model conditioning on Gaussian mixture model and negative Gaussian mixture gradient. Neurocomputing 614: 128764 (2025)- 2024
- [j11]Gangnan Yuan, Deng Ding, Weiguo Lu, Fengyan Wu:
A linearized fourth-order compact ADI method for phytoplankton-zooplankton model arising in marine ecosystem. Comput. Appl. Math. 43(1): 63 (2024) - [i2]Weiguo Lu, Xuan Wu, Deng Ding, Jinqiao Duan, Jirong Zhuang, Gangnan Yuan:
Diffusion Model Conditioning on Gaussian Mixture Model and Negative Gaussian Mixture Gradient. CoRR abs/2401.11261 (2024) - 2023
- [i1]Weiguo Lu, Xuan Wu, Deng Ding, Gangnan Yuan:
An Efficient 1 Iteration Learning Algorithm for Gaussian Mixture Model And Gaussian Mixture Embedding For Neural Network. CoRR abs/2308.09444 (2023) - 2022
- [j10]Hongyu Qin, Fengyan Wu, Deng Ding:
A linearized compact ADI numerical method for the two-dimensional nonlinear delayed Schrödinger equation. Appl. Math. Comput. 412: 126580 (2022) - 2021
- [j9]Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang:
An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models. Numer. Algorithms 87(3): 939-965 (2021) - 2020
- [j8]Xu Chen, Deng Ding, Siu-Long Lei, Wenfei Wang:
A fast preconditioned iterative method for two-dimensional options pricing under fractional differential models. Comput. Math. Appl. 79(2): 440-456 (2020)
2010 – 2019
- 2018
- [j7]Siu-Long Lei, Wenfei Wang, Xu Chen, Deng Ding:
A Fast Preconditioned Penalty Method for American Options Pricing Under Regime-Switching Tempered Fractional Diffusion Models. J. Sci. Comput. 75(3): 1633-1655 (2018) - [c1]Yan Hu, Weiqiang Kong, Deng Ding, Jun Yan:
Method-Level Permission Analysis Based on Static Call Graph of Android Apps. DSA 2018: 8-14 - 2017
- [j6]Xu Chen, Wenfei Wang, Deng Ding, Siu-Long Lei:
A fast preconditioned policy iteration method for solving the tempered fractional HJB equation governing American options valuation. Comput. Math. Appl. 73(9): 1932-1944 (2017) - [j5]Deng Ding, Xiaofei Li, Yiqi Liu:
A regression-based numerical scheme for backward stochastic differential equations. Comput. Stat. 32(4): 1357-1373 (2017) - 2015
- [j4]Juliang Yin, Deng Ding, Zhi Liu, Suiyang Khoo:
Some properties of finite-time stable stochastic nonlinear systems. Appl. Math. Comput. 259: 686-697 (2015) - [j3]Wenfei Wang, Xu Chen, Deng Ding, Siu-Long Lei:
Circulant preconditioning technique for barrier options pricing under fractional diffusion models. Int. J. Comput. Math. 92(12): 2596-2614 (2015) - 2013
- [j2]Qing-Jiang Meng, Deng Ding:
An efficient pricing method for rainbow options based on two-dimensional modified sine-sine series expansions. Int. J. Comput. Math. 90(5): 1096-1113 (2013)
2000 – 2009
- 2008
- [j1]Deng Ding, Ying Ying Zhang:
A splitting-step algorithm for reflected stochastic differential equations in R+1. Comput. Math. Appl. 55(11): 2413-2425 (2008)
Coauthor Index
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