Steven Kou
Affiliations: | Operations Research | Columbia University, New York, NY |
Area:
Operations Research, StatisticsGoogle:
"Steven Kou"Children
Sign in to add trainee| Giovanni Petrella | grad student | 2003 | Columbia |
| Ning Cai | grad student | 2008 | Columbia |
| Xianhua Peng | grad student | 2009 | Columbia |
| Menghui Cao | grad student | 2014 | Columbia |
| Haowen Zhong | grad student | 2014 | Columbia |
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Publications
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| Dai M, Jin H, Kou S, et al. (2020) A Dynamic Mean-Variance Analysis for Log Returns Management Science |
| Dai M, Jia Y, Kou S. (2020) The wisdom of the crowd and prediction markets Journal of Econometrics |
| Cai N, Kou S. (2019) Econometrics with Privacy Preservation Operations Research. 67: 905-926 |
| Song Y, Cai N, Kou S. (2018) Computable Error Bounds of Laplace Inversion for Pricing Asian Options Informs Journal On Computing. 30: 634-645 |
| Chen N, Kou S, Wang C. (2017) A Partitioning Algorithm for Markov Decision Processes with Applications to Market Microstructure Management Science. 64: 784-803 |
| Kou S, Peng XH, Zhong H. (2017) Asset Pricing with Spatial Interaction Management Science. 64: 2083-2101 |
| Kou S, Yu C, Zhong H. (2017) Jumps in Equity Index Returns Before and During the Recent Financial Crisis: A Bayesian Analysis Management Science. 63: 988-1010 |
| Kou S, Peng XH. (2016) On the Measurement of Economic Tail Risk Operations Research. 64: 1056-1072 |
| Kou S, Zhong H. (2016) First-passage times of two-dimensional Brownian motion Advances in Applied Probability. 48: 1045-1060 |
| Peng X, Luo Z, Zheng W, et al. (2014) Experimental implementation of adiabatic passage between different topological orders. Physical Review Letters. 113: 080404 |