Weilin Xiao

1.3k total citations
64 papers, 884 citations indexed

About

Weilin Xiao is a scholar working on Finance, Economics and Econometrics and Statistics and Probability. According to data from OpenAlex, Weilin Xiao has authored 64 papers receiving a total of 884 indexed citations (citations by other indexed papers that have themselves been cited), including 49 papers in Finance, 27 papers in Economics and Econometrics and 15 papers in Statistics and Probability. Recurrent topics in Weilin Xiao's work include Stochastic processes and financial applications (41 papers), Financial Risk and Volatility Modeling (31 papers) and Complex Systems and Time Series Analysis (15 papers). Weilin Xiao is often cited by papers focused on Stochastic processes and financial applications (41 papers), Financial Risk and Volatility Modeling (31 papers) and Complex Systems and Time Series Analysis (15 papers). Weilin Xiao collaborates with scholars based in China, Singapore and United States. Weilin Xiao's co-authors include Xili Zhang, Weiguo Zhang, Jun Yu, Weijun Xu, Weiguo Zhang, Weiguo Zhang, XU Wei-dong, Wang Ying-luo, Wei-Guo Zhang and Weidong Xu and has published in prestigious journals such as European Journal of Operational Research, Expert Systems with Applications and Journal of Econometrics.

In The Last Decade

Weilin Xiao

58 papers receiving 827 citations

Peers

Weilin Xiao

FINAN

MSOR

CSE

Huyên Pham France

Shaolin Ji China

Dylan Possamaï France

Thilo Meyer‐Brandis Norway

Shelton Peiris Australia

Bernt Øksendal Norway

Stéphane Crépey France

Daniel Hernández–Hernández Mexico

Svetlana Borovkova Netherlands

Michael Kupper Germany

Huyên Pham France

Weilin Xiao

916 ×1.5

FINAN

488 ×1.6

310 ×1.3

MSOR

61 ×0.3

72 ×0.8

CSE

Citations per year, relative to Weilin Xiao Weilin Xiao (= 1×) peers Huyên Pham

Countries citing papers authored by Weilin Xiao

Since Specialization

Citations

This map shows the geographic impact of Weilin Xiao's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Weilin Xiao with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Weilin Xiao more than expected).

Fields of papers citing papers by Weilin Xiao

Since Specialization

Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Weilin Xiao. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Weilin Xiao. The network helps show where Weilin Xiao may publish in the future.

Co-authorship network of co-authors of Weilin Xiao

This figure shows the co-authorship network connecting the top 25 collaborators of Weilin Xiao. A scholar is included among the top collaborators of Weilin Xiao based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Weilin Xiao. Weilin Xiao is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

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20 of 20 papers shown

Li, Zhe, et al.. (2024). Volatility risk premium, good volatility and bad volatility: Evidence from SSE 50 ETF options. The North American Journal of Economics and Finance. 74. 102206–102206.

Jiang, Hui, et al.. (2024). Asymptotic theory for explosive fractional Ornstein-Uhlenbeck processes. Electronic Journal of Statistics. 18(2). 1 indexed citations

Xiao, Weilin, et al.. (2022). Maximum Likelihood Estimation for Mixed Fractional Vasicek Processes. Fractal and Fractional. 6(1). 44–44. 2 indexed citations

Xiao, Weilin, et al.. (2022). Mixed Sub-fractional Brownian Motion and Drift Estimation of Related Ornstein–Uhlenbeck Process. Communications in Mathematics and Statistics. 11(2). 229–255. 3 indexed citations

Mao, Yifan, Kai Li, Ling Wang, et al.. (2018). Discrimination of vertebral fragility fracture with lumbar spine bone mineral density measured by quantitative computed tomography. Journal of Orthopaedic Translation. 16. 33–39. 9 indexed citations

Zhang, Pu, et al.. (2014). Parameter identification in mixed Brownian–fractional Brownian motions using Powell's optimization algorithm. Economic Modelling. 40. 314–319. 11 indexed citations

Xu, Weidong, Weijun Xu, & Weilin Xiao. (2014). Pricing black-scholes options with correlated credit risk and jump risk. Applied Economics Letters. 22(2). 87–93. 10 indexed citations

Zhang, Wei-Guo, et al.. (2014). Fuzzy pricing of geometric Asian options and its algorithm. Applied Soft Computing. 28. 360–367. 19 indexed citations

Xu, Weijun, Xiaolong Peng, & Weilin Xiao. (2013). The Fuzzy Jump-Diffusion Model to Pricing European Vulnerable Options. International Journal of Fuzzy Systems. 15(3). 317–325. 7 indexed citations

10.

Xiao, Weilin, Weiguo Zhang, Xili Zhang, & Xiaohong Chen. (2013). The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate. Physica A Statistical Mechanics and its Applications. 394. 320–337. 17 indexed citations

11.

Zhang, Xili, Wei-Guo Zhang, & Weilin Xiao. (2013). Multi-period portfolio optimization under possibility measures. Economic Modelling. 35. 401–408. 17 indexed citations

12.

Xiao, Weilin, et al.. (2012). Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm. Physica A Statistical Mechanics and its Applications. 391(24). 6418–6431. 47 indexed citations

13.

Xiao, Weilin, et al.. (2011). Competitive strategy design of one-way online trading with American put option. Systems Engineering - Theory & Practice. 31(9). 1635–1651.

14.

Xiao, Weilin, Weiguo Zhang, & XU Wei-dong. (2011). Parameter estimation for fractional Ornstein–Uhlenbeck processes at discrete observation. Applied Mathematical Modelling. 35(9). 4196–4207. 63 indexed citations

15.

Xu, Weidong, Chongfeng Wu, Yucheng Dong, & Weilin Xiao. (2011). Modeling Chinese stock returns with stable distribution. Mathematical and Computer Modelling. 54(1-2). 610–617. 15 indexed citations

16.

Xu, Weidong, Weijun Xu, Hongyi Li, & Weilin Xiao. (2011). A jump-diffusion approach to modelling vulnerable option pricing. Finance research letters. 9(1). 48–56. 39 indexed citations

17.

Xiao, Weilin. (2010). Fuzzy pricing model of convertible bonds with dividends payment and its algorithm. Guanli kexue xuebao. 1 indexed citations

18.

Xiao, Weilin. (2010). Fuzzy pricing model of convertible bonds in China and its algorithm. Journal of systems engineering. 1 indexed citations

19.

Xiao, Weilin, Weiguo Zhang, Xili Zhang, & Wang Ying-luo. (2010). Pricing currency options in a fractional Brownian motion with jumps. Economic Modelling. 27(5). 935–942. 62 indexed citations

20.

Zhang, Wei-Guo & Weilin Xiao. (2008). On weighted lower and upper possibilistic means and variances of fuzzy numbers and its application in decision. Knowledge and Information Systems. 18(3). 311–330. 27 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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