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Wenbo Zhao

Publications

Citations

Publications by Year

20152023

Co-Authors:

Xiaopeng FanJingjing FuWei GaoXiangyang JiJunjun Jiang

Show All Co-Authors (14)

Wenbo Zhao

Affiliation

Faculty of Computing

Harbin Institute of Technology

Harbin, Heilongjiang, China

Publication Topics

Neural Network,
Dense Cloud,
Dense Point Cloud,
Direct Projections,
Earth Mover’s Distance,
Implicit Function,
Independent Tasks,
Iterative Scheme,
Local Structure,
Nearest Point,
Normalization Strategy,
Objective Performance

Biography

Wenbo Zhao received the B.S., M.S., and Ph.D. degrees from Harbin Institute of Technology (HIT), Harbin, China, in 2012, 2014, and 2020, respectively. He is currently a Post-Doctor at Peng Cheng Laboratory, Shenzhen, China. His current research interests are mesh denoising, point cloud compression, and deep learning.(Based on document published on 26 July 2021).

Publications

Citations

Publications by Year

20152023

Co-Authors:

Xiaopeng Fan
Jingjing Fu
Wei Gao
Xiangyang Ji
Junjun Jiang

Show All Co-Authors (14)

Author's Published Works

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Showing 1-2 of 2 results

Conferences (2)

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Chan-Yuan Wong(1)
K.L. Goh(1)
Kim-Leng Goh(1)
W.L. Beh(1)
A.H. Pooi(1)
Institute of Mathematical Sciences, Faculty of Science, University of Malaya, Kuala Lumpur, Malaysia(1)
Faculty of Economics & Administration, University of Malaya, Kuala Lumpur, Malaysia(1)
Faculty of Economics and Administration, University of Malaya, Kuala Lumpur, Malaysia(1)
2009 International Association of Computer Science and Information Technology - Spring Conference(1)
2010 Second International Conference on Computer Research and Development(1)
IEEE(2)
Kuala Lumpur, Malaysia(1)
Singapore(1)
Asset Pricing(1)
Call Option(1)
Carrying Capacity(1)
Degree Of Functionalization(1)
Development Of Science(1)

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Pricing of American Call Options

W.L. Beh;A.H. Pooi;K.L. Goh

2010 Second International Conference on Computer Research and Development

Year: 2010 | Conference Paper |

Cited by: Papers (1)

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Consider an American basket call option on two assets of which the vector (St(t) , S2(t)) of asset prices at time t follows a two-dimensional Levy process. Pricing the American call option will entail calculating the expected discounted value of its payoff. Presently, we introduce a method based on numerical integration for pricing two-dimensional American options where there is a finite, but poss...Show More

Pricing of American Call Options

W.L. Beh;A.H. Pooi;K.L. Goh

2010 Second International Conference on Computer Research and Development

Year: 2010 | Conference Paper |

Modeling the Self-Propagating Growth Function of Science and Technological Diffusion for Selected Asian Countries

Chan-Yuan Wong;Kim-Leng Goh

2009 International Association of Computer Science and Information Technology - Spring Conference

Year: 2009 | Conference Paper |

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In the transition to a knowledge-based economy, many Asian emerging countries attempt to raise the national investment to develop their science and technological capacity. Science and technological production can be the result of self-propagating growth in the process of diffusion. By theoretical analysis and empirical demonstration, this paper attempts to analyze science and technology by investi...Show More

Modeling the Self-Propagating Growth Function of Science and Technological Diffusion for Selected Asian Countries

Chan-Yuan Wong;Kim-Leng Goh

2009 International Association of Computer Science and Information Technology - Spring Conference

Year: 2009 | Conference Paper |

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