RW
Ruodu Wang
q-fin.RMmath.STstat.THmath.PRecon.THstat.MEq-fin.MFmath.OCstat.MLcs.LG
On Valency
published · living versionsW_ewk6yhbw·v1 · currentpublished
Preprints & journals
106 papers in the corpus · 2012–2026Admissibility and Complete Classes for False Discovery Rate Control with E-values2607.14380v3 · Liulei Sun, Ruodu Wang2026 · 0 citationsarXiv
Probability of worthwhile effect of monotone-response treatments2607.14414v1 · Benjamin Cot'e, Ruodu Wang2026 · 0 citationsarXiv
Tiny but uniform improvements of adaptive BH procedures via compound e-values2603.21424v2 · Nikolaos Ignatiadis, Ruodu Wang, Aaditya Ramdas2026 · 0 citationsarXiv
Wasserstein Distributionally Robust Quantile Regression2603.14991v1 · Chunxu Zhang, Tiantian Mao, Ruodu Wang2026 · 0 citationsarXiv
Combining e-values using demi-supermartingales2603.10329v4 · Jiahao Ming, Aaditya Ramdas, Yi Shen et al.2026 · 0 citationsarXiv
Adaptive Window Selection for Financial Risk Forecasting2603.01157v2 · Yinhuan Li, Chenxin Lyu, Ruodu Wang2026 · 0 citationsarXiv
Submodular risk measures2603.01232v2 · Ruodu Wang, Jingcheng Yu2026 · 0 citationsarXiv
Online LLM watermark detection via e-processes2602.14286v4 · Weijie Su, Ruodu Wang, Zinan Zhao2026 · 0 citationsarXiv
Online monotone density estimation and log-optimal calibration2602.08927v3 · Rohan Hore, Ruodu Wang, Aaditya Ramdas2026 · 0 citationsarXiv
Diversification Preferences and Risk Attitudes2601.04067v2 · Xiangxin He, Fangda Liu, Ruodu Wang2026 · 0 citationsarXiv
Lambda Expected Shortfall2512.23139v4 · Fabio Bellini, Muqiao Huang, Qiuqi Wang et al.2025 · 0 citationsarXiv
Risk-insurance parity2512.09208v1 · Benjamin Cot'e, Ruodu Wang, Qinyu Wu2025 · 0 citationsarXiv
Aggregate then evaluate2512.03396v1 · Zachary Van Oosten, Ruodu Wang2025 · 0 citationsarXiv
Optimal allocations with distortion risk measures and mixed risk attitudes2510.18236v1 · Mario Ghossoub, Qinghua Ren, Ruodu Wang2025 · 0 citationsarXiv
Choquet rank-dependent utility with an exogenous unambiguous source2509.10788v2 · Zachary Van Oosten, Ruodu Wang2025 · 0 citationsarXiv
Higher-order Gini indices: An axiomatic approach2508.10663v2 · Xia Han, Ruodu Wang, Qinyu Wu2025 · 0 citationsarXiv
Validity and Power of Heavy-Tailed Combination Tests under Asymptotic Dependence2508.05818v2 · Lin Gui, Tiantian Mao, Jingshu Wang et al.2025 · 0 citationsarXiv
Eliciting reference measures of law-invariant functionals2507.13763v3 · Felix-Benedikt Liebrich, Ruodu Wang2025 · 0 citationsarXiv
Rating criteria, risk measures, and risk consistency2506.13435v2 · Nan Guo, Ruodu Wang, Chenxi Xia et al.2025 · 0 citationsarXiv
Combining exchangeable P-values.40085658 · Gasparin, Matteo, Wang, Ruodu, Ramdas, Aaditya2026 · 5 citationsProceedings of the National Academy of Sciences of the United States of America. 2025;122(11):e2410849122
On convex order and supermodular order without finite mean2502.17803v3 · Benjamin Cot'e, Ruodu Wang2025 · 0 citationsarXiv
Quadratic-form Optimal Transport2501.04658v5 · Ruodu Wang, Zhenyuan Zhang2025 · 0 citationsarXiv
A duality between utility transforms and probability distortions.41280205 · Chambers, Christopher P, Liu, Peng, Wang, Ruodu2025 · 1 citationTheory and decision. 2025;99(4):757-779
Quantiles under ambiguity and risk sharing2412.19546v1 · Peng Liu, Tiantian Mao, Ruodu Wang2024 · 0 citationsarXiv
Prudence and higher-order risk attitudes in the rank-dependent utility model2412.15350v2 · Ruodu Wang, Qinyu Wu2024 · 0 citationsarXiv
The reference interval in higher-order stochastic dominance2411.15401v4 · Ruodu Wang, Qinyu Wu2024 · 2 citationsarXiv
Diversification quotient based on expectiles2411.14646v2 · Xia Han, Liyuan Lin, Hao Wang et al.2024 · 0 citationsarXiv
Hypothesis testing with e-values2410.23614v6 · Aaditya Ramdas, Ruodu Wang2024 · 24 citationsarXiv
The only admissible way of merging arbitrary e-values2409.19888v2 · Ruodu Wang2024 · 6 citationsarXiv
Asymptotic and compound e-values: multiple testing and empirical Bayes2409.19812v4 · Nikolaos Ignatiadis, Ruodu Wang, Aaditya Ramdas2024 · 0 citationsarXiv
Improved thresholds for e-values2408.11307v2 · Christopher Blier-Wong, Ruodu Wang2024 · 0 citationsarXiv
Infinite-mean models in risk management: Discussions and recent advances2408.08678v2 · Yuyu Chen, Ruodu Wang2024 · 10 citationsarXiv
Counter-monotonic risk allocations and distortion risk measures2407.16099v1 · Mario Ghossoub, Qinghua Ren, Ruodu Wang2024 · 1 citationarXiv
Newsvendor under Ambiguity and Misspecification2405.07008v3 · Feng Liu, Zhi Chen, Ruodu Wang et al.2024 · 0 citationsarXiv
Sub-uniformity of harmonic mean p-values2405.01368v2 · Yuyu Chen, Ruodu Wang, Yuming Wang et al.2024 · 2 citationsarXiv
Diversification for infinite-mean Pareto models without risk aversion2404.18467v3 · Yuyu Chen, Taizhong Hu, Ruodu Wang et al.2024 · 2 citationsarXiv
Disappointment concordance and duet expectiles2404.17751v2 · Fabio Bellini, Tiantian Mao, Ruodu Wang et al.2024 · 0 citationsarXiv
The checkerboard copula and dependence concepts2404.15023v3 · Liyuan Lin, Ruodu Wang, Ruixun Zhang et al.2024 · 2 citationsarXiv
Elicitability and identifiability of tail risk measures2404.14136v3 · Tobias Fissler, Fangda Liu, Ruodu Wang et al.2024 · 1 citationMathematical Finance, 2025
Allocation Mechanisms in Decentralized Exchange Markets with Frictions2404.10900v2 · Mario Ghossoub, Giulio Principi, Ruodu Wang2024 · 1 citationarXiv
Risk exchange under infinite-mean Pareto models2403.20171v2 · Yuyu Chen, Paul Embrechts, Ruodu Wang2024 · 3 citationsarXiv
Max- and min-stability under first-order stochastic dominance2403.13138v3 · Christopher Chambers, Alan Miller, Ruodu Wang et al.2024 · 1 citationarXiv
A new characterization of second-order stochastic dominance2402.13355v3 · Yuanying Guan, Muqiao Huang, Ruodu Wang2024 · 0 citationsarXiv
Partial Law Invariance and Risk Measures2401.17265v5 · Yi Shen, Zachary Van Oosten, Ruodu Wang2024 · 0 citationsarXiv
Risk Aversion and Insurance Propensity2310.09173v3 · Fabio Maccheroni, Massimo Marinacci, Ruodu Wang et al.2023 · 3 citationsarXiv
Distorted optimal transport2308.11238v2 · Haiyan Liu, Bin Wang, Ruodu Wang et al.2023 · 1 citationarXiv
Anticomonotonicity for Preference Axioms: The Natural Counterpart to Comonotonicity2307.08542v3 · Giulio Principi, Peter P. Wakker, Ruodu Wang2023 · 2 citationsarXiv
Invariant correlation under marginal transforms2306.11188v4 · Takaaki Koike, Liyuan Lin, Ruodu Wang2023 · 2 citationsarXiv
On the existence of powerful p-values and e-values for composite hypotheses2305.16539v4 · Zhenyuan Zhang, Aaditya Ramdas, Ruodu Wang2023 · 6 citationsarXiv
Composite Sorting2303.06701v4 · Job Boerma, Aleh Tsyvinski, Ruodu Wang et al.2023 · 0 citationsarXiv
Career total: 239 works. 106 are in this corpus.Showing the 50 most recent.
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