Kan Chen

National University of Singapore — Singapore

Economics, Econometrics and Finance · Social Sciences

24h-index3.4kcitations145works0.42yr avg
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Research Topics

Complex Systems and Time Series Analysis(25), Theoretical and Computational Physics(16), Transportation Planning and Optimization(12), Financial Risk and Volatility Modeling(11), Quantum and electron transport phenomena(9)

Publications145 total

Bioaccumulation and trophic transfer of PAHs in the Yellow River Estuary food web: A fugacity-based model for ecological and human health risk assessment
Marine Pollution Bulletin·2025· 1 cited
Ecological carrying capacity of shellfish aquaculture: An ecosystem-quality approach in the Changshan Archipelago, China
Aquaculture Reports·2025Open Access
Predictive Uncertainty Quantification for Financial DNN Using Regular Vine Copula
2025Open Access
Tail Risk in Weather Derivatives
Commodities·2025Open Access
Environmental extreme risk modeling via sub-sampling block maxima
arXiv (Cornell University)·2025Open Access
Vine Copulas as Differentiable Computational Graphs
arXiv (Cornell University)·2025Open Access
Mind the kinematics simulation of planet-disk interactions: time evolution and numerical resolution
arXiv (Cornell University)·2024Open Access
Asymptotic properties of conditional value-at-risk estimate for asymptotic negatively associated samples
Journal of Inequalities and Applications·2024· 1 citedOpen Access
Asymptotic Properties of Conditional Value-at-risk Estimate for Asymptotic Negatively Associated Samples
2024Open Access
Unified univariate extreme risk modeling through sub-sampling block maxima
Research Square (Research Square)·2024· 4 citedOpen Access
Assessment of the Ecological Carrying Capacity of Marine Shellfish Aquaculture Based on Ecosystem Quality: A Case Study from the Changshan Archipelago, China
SSRN Electronic Journal·2024Open Access
Assessment of the Ecological Carrying Capacity of Marine Shellfish Aquaculture Based on Ecosystem Quality: A Case Study from the Changshan Archipelago, China
SSRN Electronic Journal·2024Open Access
Enhancing High-Temperature Mechanical Property of Tic/Ti2alnb Composite Via Core-Shell Microstructure
SSRN Electronic Journal·2024Open Access
Strong laws for weighted sums of widely orthant dependent random variables and applications
Open Mathematics·2024Open Access
Macau Chinese Raising Funds for the 1941 Portugal Windstorm Reconstruction during WWII: Perspective of Public Choice
Revista Portuguesa de História·2023Open Access
A general framework for portfolio construction based on generative models of asset returns
The Journal of Finance and Data Science·2023· 12 citedOpen Access
A General Framework for Portfolio Construction Based on Generative Models of Asset Returns
SSRN Electronic Journal·2023· 1 citedOpen Access
Spatial pattern and interannual variation characteristics of rainstorms and flood disasters in Southern Xinjiang
2022
Measuring tail risks
The Journal of Finance and Data Science·2022· 5 citedOpen Access
Measuring Tail Risks
arXiv (Cornell University)·2022Open Access
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Frequent Co-authors

Per Bak(11), C. Jayaprakash(11), Bing-Hong Wang(3), Fuke Wu(3), Xuerong Mao(3), Rahul Pandit(3), Pei-Pei Zhang(2), Yue He(2), Tao Zhou(2), Bei-Bei Su(2), Ying-Di Jin(2), Da-Ren He(2), Yizeng Tu(2), Chuanyue Wu(2), C. Ebner(2), Yun Fong Lim(2), Elena G. Irwin(2), Keith Warren(2), H. R. Krishnamurthy(2), Chao Tang(1)