Items where Author is "Wang, R."
Asimit, V. 
ORCID: 0000-0002-7706-0066, Wang, R. ORCID: 0009-0003-5539-0149, Zhou, F. ORCID: 0000-0002-9851-8312 & Zhu, R. ORCID: 0000-0002-9944-0369 (2025).
Efficient Positive Semidefinite Matrix Approximation by Iterative Optimisations and Gradient Descent Method.
Risks, 13(2),
article number 28.
doi: 10.3390/risks13020028
Yu, S., Ransley, E., Qian, L. , Zhou, Y., Brown, S., Greaves, D., Hann, M., Holcombe, A., Edwards, E., Tosdevin, T., Jagdale, S., Li, Q., Zhang, Y., Zhang, N., Yan, S. ORCID: 0000-0001-8968-6616, Ma, Q. ORCID: 0000-0001-5579-6454, Tagliafierro, B., Capasso, S., Martínez-Estévez, I., Göteman, M., Bernhoff, H., Karimirad, M., Domínguez, J. M., Altomare, C., Viccione, G., Crespo, A. J. C., Goméz-Gesteira, M., Eskilsson, C., Fernandez, G. V., Andersen, J., Palm, J., Niosi, F., Dell'Edera, O., Sirigu, M., Ghigo, A., Bracco, G., Cui, F., Chen, S., Wang, W., Zhuo, Y., Li, Y., Peyrard, C., Benguigui, W., Barcet, M., Robaux, F., Benoit, M., Teles, M., Ntouras, D., Manolas, D., Papadakis, G., Riziotis, V., Zheng, Z., Lei, W., Wang, R., Chen, J., Shao, Y., Visbech, J., Bingham, H. B., Engsig-Karup, A. P., Zhou, Y., Cai, Y., Zhao, H., Shi, W., Li, X., Zeng, X., Xue, Y., Zhuang, T., Wan, D., Engel, G., Tierno, M., Ducrozet, G., Bouscasse, B., Leroy, V., Ferrant, P., Barajas, G. & Lara, J. L. (2025).
Modelling the hydrodynamic response of a floating offshore wind turbine – a comparative study.
Applied Ocean Research, 155,
article number 104441.
doi: 10.1016/j.apor.2025.104441
Wang, R., Cleland, C. L., Weir, R. ORCID: 0000-0002-5554-801X , McManus, S. ORCID: 0000-0003-2711-0819, Martire, A., Grekousis, G., Bryan, D. & Hunter, R. F. (2024).
Rethinking the association between green space and crime using spatial quantile regression modelling: Do vegetation type, crime type, and crime rates matter?.
Urban Forestry & Urban Greening, 101,
article number 128523.
doi: 10.1016/j.ufug.2024.128523
Millossovich, P. ORCID: 0000-0001-8269-7507, Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2024).
A theory of multivariate stress testing.
European Journal of Operational Research, 318(3),
pp. 851-866.
doi: 10.1016/j.ejor.2024.06.002
Wang, R., Asimit, V. ORCID: 0000-0002-7706-0066, Zhu, R. ORCID: 0000-0002-9944-0369 & Zhou, F. (2024).
Efficient PSD Matrix Approximation by Iterative Optimisations and Gradient Descent Method.
Millossovich, P. ORCID: 0000-0001-8269-7507, Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2022).
A theory of multivariate stress testing.
.
Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2022).
An impossibility theorem on capital allocation.
Scandinavian Actuarial Journal, 2023(3),
pp. 290-302.
doi: 10.1080/03461238.2022.2094718
Guan, Y., Tsanakas, A. ORCID: 0000-0003-4552-5532 & Wang, R. (2021).
An impossibility theorem on capital allocation.
.
Asimit, A.V. ORCID: 0000-0002-7706-0066, Peng, L., Wang, R. & Yu, A. (2019).
An efficient approach to quantile capital allocation and sensitivity analysis.
Mathematical Finance, 29(4),
pp. 1131-1156.
doi: 10.1111/mafi.12211
Wang, R., Bignozzi, V. & Tsanakas, A. (2015). How Superadditive Can a Risk Measure Be?. SIAM Journal on Financial Mathematics, 6(1), pp. 776-803. doi: 10.1137/140981046