VLDB 2026 Research / reviewers in the wild / expert

Xin-Jiang He

dblp:179/5868 · DBLP profile ↗
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10ranked-venue papers
7as first author
10since 2021 · last 2026
0000-0003-1429-5463ORCID · verified

Domains — the database's venue-derived domains; a paper can count in several

Artificial intelligence and machine learning · 10 · 7 first-author · 10 since 2021
YearPublicationVenuePosition
2026 A stacked ensemble of LSTM, GRU and XGBoost with residual learning for corn futures price forecasting
Xin-Jiang He, Zezhou Chen, Sha Lin
 Appl. Intell.1
2024 Analytically pricing foreign exchange options under a three-factor stochastic volatility and interest rate model: A full correlation structure
Xin-Jiang He, Sha Lin
 Expert Syst. Appl.1
2023 A new nonlinear stochastic volatility model with regime switching stochastic mean reversion and its applications to option pricing
Xin-Jiang He, Sha Lin
 Expert Syst. Appl.1
2023 Analytically pricing variance and volatility swaps with stochastic volatility, stochastic equilibrium level and regime switching
Sha Lin, Xin-Jiang He
 Expert Syst. Appl.2
2023 Exchange options with stochastic liquidity risk
Puneet Pasricha, Xin-Jiang He
 Expert Syst. Appl.2
2022 An accurate approximation to barrier option prices with discrete fixed-amount dividends: Nonlinear dynamics
Xin-Jiang He, Sha Lin
 Expert Syst. Appl.1
2022 Analytical pricing formulae for variance and volatility swaps with a new stochastic volatility and interest rate model
Xin-Jiang He, Song-Ping Zhu
 Expert Syst. Appl.1
2022 A closed-form pricing formula for European options with market liquidity risk
Puneet Pasricha, Song-Ping Zhu, Xin-Jiang He
 Expert Syst. Appl.3
2022 A closed-form pricing formula for variance swaps under a stochastic volatility model with a stochastic mean-reversion level
Xin-Jiang He, Sha Lin
 Soft Comput.1
2021 A fractional Black-Scholes model with stochastic volatility and European option pricing
Xin-Jiang He, Sha Lin
 Expert Syst. Appl.1