Edit Profile (opens in new tab) Pang, Wankai Co-Author Distance Author ID: pang.wankai Published as: Pang, Wan-Kai; Pang, W. K.; Pang, Wan Kai; Pang, Wankai; Pang, Wan-kai more...less Documents Indexed: 38 Publications since 1997, including 1 Book and 1 Additional arXiv Preprint Co-Authors: 27 Co-Authors with 35 Joint Publications 1,222 Co-Co-Authors all top 5 Co-Authors 1 single-authored 10 Troutt, Marvin D. 9 Hou, Shuihung 9 Leung, Ping-kei 7 Li, Ronghua 5 Yu, Bosco Wing-Tong 4 Yang, Zhenhai 3 Huang, Wei-Kwang 2 Li, Leong Kwan 2 Liu, Min 2 Liu, Wei 2 Sun, Xiaoqian 2 Yu, Wing-Tong 1 Cai, Yuzhi 1 Davies, Neville 1 Higuchi, Toru 1 Li, Ken W. K. 1 Li, Xun 1 Liu, Ming 1 Ni, Yuanhua 1 Pan, Jiazhu 1 Wang, Lixin 1 Wang, Nan 1 Wang, Qinghe 1 Xie, Yingchao 1 Yiu, Ka Fai Cedric 1 You, Jinhong 1 Zhang, Qimin all top 5 Serials 8 European Journal of Operational Research 4 Applied Mathematics and Computation 3 Advances and Applications in Statistics 2 Journal of Computational and Applied Mathematics 2 Statistics 1 International Journal of Modern Physics B 1 Computers & Mathematics with Applications 1 Journal of Mathematical Analysis and Applications 1 Journal of Multivariate Analysis 1 Management Science 1 Theory and Decision 1 Insurance Mathematics & Economics 1 Statistics & Probability Letters 1 Acta Mathematicae Applicatae Sinica. English Series 1 Chinese Journal of Applied Probability and Statistics 1 Science in China. Series A 1 Systems Science and Mathematical Sciences 1 Communications in Statistics. Simulation and Computation 1 Journal of Statistical Computation and Simulation 1 Neurocomputing 1 Journal of Industrial and Management Optimization 1 International Journal of Operational Research all top 5 Fields 19 Numerical analysis (65-XX) 15 Statistics (62-XX) 10 Probability theory and stochastic processes (60-XX) 8 Operations research, mathematical programming (90-XX) 6 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 4 Biology and other natural sciences (92-XX) 2 Ordinary differential equations (34-XX) 1 Number theory (11-XX) 1 Partial differential equations (35-XX) 1 General topology (54-XX) 1 Statistical mechanics, structure of matter (82-XX) 1 Systems theory; control (93-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 23 Publications have been cited 162 times in 129 Documents Cited by ▼ Year ▼ Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps. Zbl 1229.65030 Zhang, Qi-Min; Pang, Wan-Kai; Leung, Ping-Kei 17 2011 Numerical analysis for stochastic age-dependent population equations with Poisson jumps. Zbl 1115.65008 Li, Ronghua; Pang, W. K.; Wang, Qinghe 16 2007 Behavioral estimation of mathematical programming objective function coefficients. Zbl 1232.90304 Troutt, Marvin D.; Pang, Wan-Kai; Hou, Shui-Hung 14 2006 Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching. Zbl 1180.65008 Li, Ronghua; Leung, Ping-Kei; Pang, Wan-Kai 13 2009 Inversion of confluent Vandermonde matrices. Zbl 1002.65036 Hou, Shui-Hung; Pang, Wan-Kai 12 2002 Exponential stability of numerical solutions to stochastic delay Hopfield neural networks. Zbl 1252.65123 Li, Ronghua; Pang, Wan-Kai; Leung, Ping-Kei 12 2010 Convergence of numerical solutions to stochastic pantograph equations with Markovian switching. Zbl 1206.65023 Li, Ronghua; Liu, Min; Pang, Wan-Kai 12 2009 Convergence of the semi-implicit Euler method for stochastic age-dependent population equations. Zbl 1159.65010 Pang, W. K.; Li, Ronghua; Liu, Min 12 2008 Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching. Zbl 1202.92072 Li, Ronghua; Pang, Wan-Kai; Leung, Ping-Kei 8 2010 Information and ambiguity: herd and contrarian behaviour in financial markets. Zbl 1273.91422 Ford, J. L.; Kelsey, D.; Pang, W. 7 2013 A simulation-based approach to the study of coefficient of variation of dividend yields. Zbl 1149.90421 Pang, Wan Kai; Yu, Bosco Wing-Tong; Troutt, Marvin D.; Hou, Shui Hung 7 2008 Objective comparisons of the optimal portfolios corresponding to different utility functions. Zbl 1176.90637 Yu, Bosco Wing-Tong; Pang, Wan Kai; Troutt, Marvin D.; Hou, Shui Hung 7 2009 Vertical density representation and its applications. Zbl 1055.62002 Troutt, Marvin D.; Pang, W. K.; Hou, S. H. 6 2004 On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: a simulation-based approach. Zbl 1067.62030 Pang, Wan-Kai; Leung, Ping-Kei; Huang, Wei-Kwang; Liu, Wei 6 2005 Exponential stability of numerical solutions to stochastic age-dependent population equations. Zbl 1117.65013 Pang, W. K.; Li, Ronghua; Liu, Ming 5 2006 A simulation based approach to the parameter estimation for the three-parameter gamma distribution. Zbl 1048.62027 Pang, Wan-Kai; Hou, Shui-Hung; Yu, Bosco W. T.; Li, Ken W. K. 4 2004 On a combination method of VDR and patchwork for generating uniform random points on a unit sphere. Zbl 1072.11059 Yang, Zhenhai; Pang, W. K.; Hou, S. H.; Leung, P. K. 3 2005 Further results on multivariate vertical density representation and an application to random vector generation. Zbl 1011.62055 Pang, W. K.; Yang, Z. H.; Hou, S. H.; Troutt, M. D. 3 2001 A further VDR-type density representation based on the Box-Muller method. Zbl 0897.62018 Troutt, Marvin D.; Pang, W. K. 1 1997 Improved estimation of the generalized precision under the entropy loss. Zbl 0954.62009 Sun, Xiaoqian; Pang, Wankai 1 2000 How does innovation’s tail risk determine marginal tail risk of a stationary financial time series? Zbl 1073.62093 Pan, Jiazhu; Yu, Bosco W. T.; Pang, W. K. 1 2004 Multiple workshift options in aggregate production planning models. Zbl 1127.90346 Troutt, M. D.; Hou, S. H.; Pang, W. K. 1 2006 On a proper way to select population failure distribution and a stochastic optimization method in parameter estimation. Zbl 1111.90072 Pang, Wan-Kai; Hou, Shui-Hung; Yu, Wing-Tong 1 2007 Information and ambiguity: herd and contrarian behaviour in financial markets. Zbl 1273.91422 Ford, J. L.; Kelsey, D.; Pang, W. 7 2013 Exponential stability of numerical solutions for a class of stochastic age-dependent capital system with Poisson jumps. Zbl 1229.65030 Zhang, Qi-Min; Pang, Wan-Kai; Leung, Ping-Kei 17 2011 Exponential stability of numerical solutions to stochastic delay Hopfield neural networks. Zbl 1252.65123 Li, Ronghua; Pang, Wan-Kai; Leung, Ping-Kei 12 2010 Convergence of numerical solutions to stochastic age-structured population equations with diffusions and Markovian switching. Zbl 1202.92072 Li, Ronghua; Pang, Wan-Kai; Leung, Ping-Kei 8 2010 Convergence of numerical solutions to stochastic age-dependent population equations with Markovian switching. Zbl 1180.65008 Li, Ronghua; Leung, Ping-Kei; Pang, Wan-Kai 13 2009 Convergence of numerical solutions to stochastic pantograph equations with Markovian switching. Zbl 1206.65023 Li, Ronghua; Liu, Min; Pang, Wan-Kai 12 2009 Objective comparisons of the optimal portfolios corresponding to different utility functions. Zbl 1176.90637 Yu, Bosco Wing-Tong; Pang, Wan Kai; Troutt, Marvin D.; Hou, Shui Hung 7 2009 Convergence of the semi-implicit Euler method for stochastic age-dependent population equations. Zbl 1159.65010 Pang, W. K.; Li, Ronghua; Liu, Min 12 2008 A simulation-based approach to the study of coefficient of variation of dividend yields. Zbl 1149.90421 Pang, Wan Kai; Yu, Bosco Wing-Tong; Troutt, Marvin D.; Hou, Shui Hung 7 2008 Numerical analysis for stochastic age-dependent population equations with Poisson jumps. Zbl 1115.65008 Li, Ronghua; Pang, W. K.; Wang, Qinghe 16 2007 On a proper way to select population failure distribution and a stochastic optimization method in parameter estimation. Zbl 1111.90072 Pang, Wan-Kai; Hou, Shui-Hung; Yu, Wing-Tong 1 2007 Behavioral estimation of mathematical programming objective function coefficients. Zbl 1232.90304 Troutt, Marvin D.; Pang, Wan-Kai; Hou, Shui-Hung 14 2006 Exponential stability of numerical solutions to stochastic age-dependent population equations. Zbl 1117.65013 Pang, W. K.; Li, Ronghua; Liu, Ming 5 2006 Multiple workshift options in aggregate production planning models. Zbl 1127.90346 Troutt, M. D.; Hou, S. H.; Pang, W. K. 1 2006 On interval estimation of the coefficient of variation for the three-parameter Weibull, lognormal and gamma distribution: a simulation-based approach. Zbl 1067.62030 Pang, Wan-Kai; Leung, Ping-Kei; Huang, Wei-Kwang; Liu, Wei 6 2005 On a combination method of VDR and patchwork for generating uniform random points on a unit sphere. Zbl 1072.11059 Yang, Zhenhai; Pang, W. K.; Hou, S. H.; Leung, P. K. 3 2005 Vertical density representation and its applications. Zbl 1055.62002 Troutt, Marvin D.; Pang, W. K.; Hou, S. H. 6 2004 A simulation based approach to the parameter estimation for the three-parameter gamma distribution. Zbl 1048.62027 Pang, Wan-Kai; Hou, Shui-Hung; Yu, Bosco W. T.; Li, Ken W. K. 4 2004 How does innovation’s tail risk determine marginal tail risk of a stationary financial time series? Zbl 1073.62093 Pan, Jiazhu; Yu, Bosco W. T.; Pang, W. K. 1 2004 Inversion of confluent Vandermonde matrices. Zbl 1002.65036 Hou, Shui-Hung; Pang, Wan-Kai 12 2002 Further results on multivariate vertical density representation and an application to random vector generation. Zbl 1011.62055 Pang, W. K.; Yang, Z. H.; Hou, S. H.; Troutt, M. D. 3 2001 Improved estimation of the generalized precision under the entropy loss. Zbl 0954.62009 Sun, Xiaoqian; Pang, Wankai 1 2000 A further VDR-type density representation based on the Box-Muller method. Zbl 0897.62018 Troutt, Marvin D.; Pang, W. K. 1 1997 all cited Publications top 5 cited Publications all top 5 Cited by 226 Authors 16 Zhang, Qimin 11 Rathinasamy, Anandaraman 6 Zhu, Quanxin 5 Pang, Wankai 5 Tan, Jianguo 5 Yang, Zhenhai 4 Deng, Feiqi 4 Lee, Taewoo 4 Leung, Ping-kei 4 Li, Xining 4 Liu, Linna 4 Respondek, Jerzy Stefan 3 Chan, Timothy C. Y. 3 Guo, Yongfeng 3 Kang, Ting 3 Li, Qiang 3 Mayavel, Pichamuthu 3 Pei, Yongzhen 3 Terekhov, Daria 3 Troutt, Marvin D. 3 Wang, Zhen 3 Ye, Ming 2 Abd Ellah, Ahmed Hamed 2 Balakrishnan, Narayanaswamy 2 Bodnar, Taras 2 Boussaada, Islam 2 Brandyberry, Alan A. 2 Cao, Feilong 2 Du, Yanyan 2 Ghobadi, Kimia 2 Gonzalez-Vega, Laureano 2 Kotz, Samuel 2 Li, Ronghua 2 Li, Xiong 2 Ma, Weijun 2 Mahmoudzadeh, Houra 2 Mao, Xuerong 2 Meng, Xuejing 2 Moghaddass, Mahsa 2 Nagatsuka, Hideki 2 Niculescu, Silviu-Iulian 2 Parolya, Nestor R. 2 Ren, Jie 2 Schmid, Wolfgang 2 Soliman, Ahmed Abo-Elmagd 2 Tian, Jing 2 Wang, Hongli 2 Yang, Hongfu 2 Yang, Xuetao 2 Zhang, Mengqing 2 Zhou, Shaobo 1 Abd-Elmougod, Gamal A. 1 Ahmad, Ishfaq 1 Almanjahie, Ibrahim Mufrah 1 Amiri, Saeid 1 Anke, Meyer-Baese 1 Aquilanti, Vincenzo 1 Aslam, Muhammad 1 Aslam, Muhammad 1 Aswani, Anil 1 Balachandran, Krishnan 1 Bao, Jianhai 1 Bodur, Merve 1 Brand, Steven 1 Butcher, John C. 1 Cao, Boqiang 1 Cao, Honglei 1 Chang, Ching-Ter 1 Cheema, Ammara Nawaz 1 Chen, Huabin 1 Chen, Jihong 1 Chong, Zhi Lin 1 Chou, Tom 1 Chu, Lap Keung 1 Coates, Graham 1 Corless, Robert Malcolm 1 Craig, Tim 1 Critchley, Frank 1 Dai, Jiajia 1 Demchuk, Eugene 1 Deng, Shounian 1 Díaz-Toca, Gema María 1 Ding, Chunmei 1 Ding, Feng 1 Du, Qinghui 1 Ehie, Ike C. 1 Fan, Zhencheng 1 Fang, Jianyin 1 Fang, Kai-Tai 1 Fei, Weiyin 1 Feng, Juanting 1 Fulga, Cristinca 1 Gao, Chuanhou 1 Gao, Wenhua 1 Gatzert, Nadine 1 Ghate, Archis 1 Greenman, Chris D. 1 Guo, Lifang 1 Guo, Qian 1 Gupta, Rishabh ...and 126 more Authors all top 5 Cited in 67 Serials 18 Applied Mathematics and Computation 14 European Journal of Operational Research 5 Abstract and Applied Analysis 4 Journal of Multivariate Analysis 3 Journal of Mathematical Physics 3 Journal of Computational and Applied Mathematics 3 Operations Research Letters 3 Applied Mathematical Modelling 3 Communications in Statistics. Theory and Methods 3 Mathematical Problems in Engineering 2 Computers & Mathematics with Applications 2 Operations Research 2 Acta Applicandae Mathematicae 2 Applied Numerical Mathematics 2 Applied Mathematics Letters 2 Communications in Statistics. Simulation and Computation 2 Journal of Dynamics and Differential Equations 2 INFORMS Journal on Computing 2 Journal of Applied Statistics 2 Communications in Nonlinear Science and Numerical Simulation 2 Mathematical Biosciences and Engineering 2 Optimization Letters 1 Indian Journal of Pure & Applied Mathematics 1 Journal of the Franklin Institute 1 Journal of Mathematical Analysis and Applications 1 Journal of Statistical Physics 1 Linear and Multilinear Algebra 1 Mathematical Methods in the Applied Sciences 1 Scandinavian Journal of Statistics 1 Information Sciences 1 Journal of Statistical Planning and Inference 1 Mathematics and Computers in Simulation 1 Quarterly of Applied Mathematics 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Stochastic Analysis and Applications 1 Acta Mathematicae Applicatae Sinica. English Series 1 Statistics 1 Computers & Operations Research 1 Numerical Methods for Partial Differential Equations 1 Mathematical and Computer Modelling 1 Annals of Operations Research 1 Numerical Algorithms 1 Journal of Statistical Computation and Simulation 1 Mathematical Programming. Series A. Series B 1 Applicable Algebra in Engineering, Communication and Computing 1 Electronic Journal of Differential Equations (EJDE) 1 Top 1 Engineering Analysis with Boundary Elements 1 Journal of Difference Equations and Applications 1 Bernoulli 1 Journal of Nonparametric Statistics 1 Differential Equations and Dynamical Systems 1 Nonlinear Dynamics 1 Studies in Nonlinear Dynamics and Econometrics 1 Regular and Chaotic Dynamics 1 Nonlinear Analysis. Real World Applications 1 Discrete and Continuous Dynamical Systems. Series B 1 Advances in Difference Equations 1 Journal of Statistical Mechanics: Theory and Experiment 1 Nonlinear Analysis. Hybrid Systems 1 Journal of Nonlinear Science and Applications 1 Journal of Control Science and Engineering 1 Science China. Mathematics 1 Asian Journal of Control 1 The Scientific World Journal. Probability and Statistics 1 Computational Methods for Differential Equations all top 5 Cited in 20 Fields 54 Probability theory and stochastic processes (60-XX) 48 Numerical analysis (65-XX) 26 Statistics (62-XX) 23 Biology and other natural sciences (92-XX) 21 Operations research, mathematical programming (90-XX) 18 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 12 Ordinary differential equations (34-XX) 12 Partial differential equations (35-XX) 11 Systems theory; control (93-XX) 5 Linear and multilinear algebra; matrix theory (15-XX) 4 Dynamical systems and ergodic theory (37-XX) 2 Approximations and expansions (41-XX) 2 Integral equations (45-XX) 2 Mechanics of particles and systems (70-XX) 2 Fluid mechanics (76-XX) 2 Statistical mechanics, structure of matter (82-XX) 1 Number theory (11-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 Computer science (68-XX) Citations by Year