Dan Cheng

Improved Inverse Modeling by Separating Model Structural and Observational Errors

Xi Chen, Qinbo Cheng, Dan Cheng, 2018 .

Spatio-temporal prediction of missing temperature with stochastic Poisson equations

Zishun Liu, Dan Cheng, 2020 .

A Reinforced Urn Process Modeling of Recovery Rates and Recovery Times

Pasquale Cirillo, Dan Cheng, 2018, Journal of Banking & Finance.

A Urn-Based Nonparametric Modeling of the Dependence Between PD and LGD with an Application to Mortgages

Pasquale Cirillo, Dan Cheng, 2019, SSRN Electronic Journal.

An Urn-Based Nonparametric Modeling of the Dependence between PD and LGD with an Application to Mortgages

Dan Cheng, Pasquale Cirillo, Pasquale Cirillo, 2019, Risks.