Edit Profile (opens in new tab) Gan, Guojun Co-Author Distance Author ID: gan.guojun Published as: Gan, Guojun External Links: MGP Documents Indexed: 21 Publications since 2007, including 5 Books Co-Authors: 11 Co-Authors with 18 Joint Publications 555 Co-Co-Authors all top 5 Co-Authors 2 single-authored 11 Valdez, Emiliano A. 3 Ma, Chaoqun 2 Lin, X. Sheldon 2 Wu, Jianhong 1 Feng, Runhuan 1 Ng, Michael Kwok-Po 1 Niu, Gao 1 Quan, Zhiyu 1 Vadiveloo, Jeyaraj 1 Wang, Zhiguo 1 Wu, Jianhong 1 Xie, Hong all top 5 Serials 6 North American Actuarial Journal 3 Insurance Mathematics & Economics 2 Pattern Recognition 2 Dependence Modeling 1 Probability in the Engineering and Informational Sciences 1 Scandinavian Actuarial Journal 1 ASA-SIAM Series on Statistics and Applied Probability 1 Mathematics in Industry (Philadelphia) 1 Chapman & Hall/CRC Financial Mathematics Series all top 5 Fields 15 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 14 Statistics (62-XX) 6 Computer science (68-XX) 2 Biology and other natural sciences (92-XX) 1 General and overarching topics; collections (00-XX) 1 Measure and integration (28-XX) 1 Probability theory and stochastic processes (60-XX) 1 Numerical analysis (65-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 16 Publications have been cited 188 times in 114 Documents Cited by ▼ Year ▼ Data clustering. Theory, algorithms, and applications. Zbl 1185.68274 Gan, Guojun; Ma, Chaoqun; Wu, Jianhong 58 2007 Application of data clustering and machine learning in variable annuity valuation. Zbl 1290.91086 Gan, Guojun 33 2013 Valuation of large variable annuity portfolios under nested simulation: a functional data approach. Zbl 1318.91112 Gan, Guojun; Lin, X. Sheldon 28 2015 A convergence theorem for the fuzzy subspace clustering (FSC) algorithm. Zbl 1134.68488 Gan, G.; Wu, J. 16 2008 Efficient Greek calculation of variable annuity portfolios for dynamic hedging: a two-level metamodeling approach. Zbl 1414.91188 Gan, Guojun; Lin, X. Sheldon 13 2017 Regression modeling for the valuation of large variable annuity portfolios. Zbl 1393.91099 Gan, Guojun; Valdez, Emiliano A. 13 2018 An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. Zbl 1382.91046 Gan, Guojun; Valdez, Emiliano A. 12 2016 Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets. Zbl 1390.91320 Gan, Guojun; Valdez, Emiliano A. 8 2017 Fat-tailed regression modeling with spliced distributions. Zbl 1417.62299 Gan, Guojun; Valdez, Emiliano A. 6 2018 Data clustering with actuarial applications. Zbl 1454.91186 Gan, Guojun; Valdez, Emiliano A. 5 2020 Data clustering in C++: an object-oriented approach. With CD-ROM. Zbl 1221.68002 Gan, Guojun 4 2011 Modeling partial Greeks of variable annuities with dependence. Zbl 1395.91251 Gan, Guojun; Valdez, Emiliano A. 3 2017 Subspace clustering with automatic feature grouping. Zbl 1394.68285 Gan, Guojun; Ng, Michael Kwok-Po 2 2015 Variable annuity pricing, valuation, and risk management: a survey. Zbl 1510.91144 Feng, Runhuan; Gan, Guojun; Zhang, Ning 1 2022 Data clustering. Theory, algorithms, and applications. 2nd edition. Zbl 1483.68001 Gan, Guojun; Ma, Chaoqun; Wu, Jianhong 1 2021 Metamodeling for variable annuities. Zbl 1416.62009 Gan, Guojun; Valdez, Emiliano A. 1 2020 Variable annuity pricing, valuation, and risk management: a survey. Zbl 1510.91144 Feng, Runhuan; Gan, Guojun; Zhang, Ning 1 2022 Data clustering. Theory, algorithms, and applications. 2nd edition. Zbl 1483.68001 Gan, Guojun; Ma, Chaoqun; Wu, Jianhong 1 2021 Data clustering with actuarial applications. Zbl 1454.91186 Gan, Guojun; Valdez, Emiliano A. 5 2020 Metamodeling for variable annuities. Zbl 1416.62009 Gan, Guojun; Valdez, Emiliano A. 1 2020 Regression modeling for the valuation of large variable annuity portfolios. Zbl 1393.91099 Gan, Guojun; Valdez, Emiliano A. 13 2018 Fat-tailed regression modeling with spliced distributions. Zbl 1417.62299 Gan, Guojun; Valdez, Emiliano A. 6 2018 Efficient Greek calculation of variable annuity portfolios for dynamic hedging: a two-level metamodeling approach. Zbl 1414.91188 Gan, Guojun; Lin, X. Sheldon 13 2017 Valuation of large variable annuity portfolios: Monte Carlo simulation and synthetic datasets. Zbl 1390.91320 Gan, Guojun; Valdez, Emiliano A. 8 2017 Modeling partial Greeks of variable annuities with dependence. Zbl 1395.91251 Gan, Guojun; Valdez, Emiliano A. 3 2017 An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios. Zbl 1382.91046 Gan, Guojun; Valdez, Emiliano A. 12 2016 Valuation of large variable annuity portfolios under nested simulation: a functional data approach. Zbl 1318.91112 Gan, Guojun; Lin, X. Sheldon 28 2015 Subspace clustering with automatic feature grouping. Zbl 1394.68285 Gan, Guojun; Ng, Michael Kwok-Po 2 2015 Application of data clustering and machine learning in variable annuity valuation. Zbl 1290.91086 Gan, Guojun 33 2013 Data clustering in C++: an object-oriented approach. With CD-ROM. Zbl 1221.68002 Gan, Guojun 4 2011 A convergence theorem for the fuzzy subspace clustering (FSC) algorithm. Zbl 1134.68488 Gan, G.; Wu, J. 16 2008 Data clustering. Theory, algorithms, and applications. Zbl 1185.68274 Gan, Guojun; Ma, Chaoqun; Wu, Jianhong 58 2007 all cited Publications top 5 cited Publications all top 5 Cited by 237 Authors 11 Gan, Guojun 7 Valdez, Emiliano A. 5 Lin, X. Sheldon 4 Feng, Runhuan 4 Scitovski, Rudolf 3 Adachi, Kohei 3 Hong, Liang 3 Sabo, Kristian 2 Ben Mabrouk, Anouar 2 Dang, Ou 2 Di Lorenzo, Emilia 2 Domeniconi, Carlotta 2 Etminan, Javad 2 Farhat, Adel 2 Feng, Mingbin 2 Fung, Tsz Chai 2 Goudenège, Ludovic 2 Gullo, Francesco 2 Gweon, Hyukjun 2 Hardy, Mary Rosalyn 2 Hejazi, Seyed Amir 2 Huang, Huaxiong 2 Jackson, Kenneth R. 2 Li, Peng 2 Li, Shu 2 Liern, Vicente 2 Mamon, Rogemar S. 2 Martínez-Rodríguez, Brian 2 Mohammadpour, Adel 2 Molent, Andrea 2 Piscopo, Gabriella 2 Reybod, Arman 2 Sibillo, Marilena 2 Tagarelli, Andrea 2 Trendafilov, Nickolay T. 2 Weng, Chengguo 2 Yang, Shuai 2 Zanette, Antonino 1 Abramowicz, Konrad 1 Almeida Pimentel, Bruno 1 Álvarez-Esteban, Pedro César 1 Alvarez, Emiliano 1 Amira, Ouafa 1 Amiri, Leila 1 Anirudh, Rushil 1 Antoine, Violaine 1 Arenas, Alex 1 Ashkboos, Saleh 1 Augustyniak, Maciej 1 Badescu, Andrei L. 1 Barman, Bandana 1 Barman, Dibyendu 1 Barreira, Noelia 1 Blackstock, Anna J. 1 Boonen, Tim J. 1 Brida, Juan Gabriel 1 Cai, Chencheng 1 Cai, Jingyu 1 Cai, Zhiling 1 Campello, Ricardo José Gabrielli Barreto 1 Carbonneau, Alexandre 1 Cerdeira, Jorge Orestes 1 Chellappa, Rama 1 Chen, Rong 1 Chen, Yuehuan 1 Choi, Kup-Sze 1 Cinar, Ozan 1 Coleman, Conrad 1 Coleman, Thomas F. 1 Contreras, Pedro 1 Cousin, Areski 1 Cristofari, Andrea 1 Cupertino, Thiago Henrique 1 de Amorim Silva, Rafael 1 De Loera, Jesús A. 1 Deelstra, Griselda 1 Deng, Zhaohong 1 Diao, Liqun 1 Dinh, Duy-Tai 1 Eiben, Eduard 1 Elliott, Robert James 1 Elsayed, Saber M. 1 Euán, Carolina 1 Fang, Xiangzhong 1 Feng, Ben Mingbin 1 Fissler, Tobias 1 Forsyth, Peter A. 1 Fraiman, Ricardo 1 Ganian, Robert 1 Ganjali, Mojtaba 1 Gençtürk, Yasemin 1 Ghattas, Badih 1 Godin, Frédéric 1 Gómez, Sergio Alejandro 1 Granell, Clara 1 Grbić, Ratko 1 Guillen, Montserrat 1 Hamel, Emmanuel 1 Hamurkaroglu, Canan 1 Has, Adela ...and 137 more Authors all top 5 Cited in 58 Serials 18 Insurance Mathematics & Economics 13 North American Actuarial Journal 4 Information Sciences 4 Communications in Statistics. Simulation and Computation 4 Advances in Data Analysis and Classification. ADAC 3 Scandinavian Actuarial Journal 3 ASTIN Bulletin 3 Croatian Operational Research Review (CRORR) 2 Journal of the American Statistical Association 2 European Journal of Operational Research 2 Pattern Recognition 2 Fractals 2 Data Mining and Knowledge Discovery 2 Decisions in Economics and Finance 2 Optimization Letters 2 Statistical Analysis and Data Mining 2 Dependence Modeling 1 Discrete Applied Mathematics 1 Psychometrika 1 Computing 1 Fuzzy Sets and Systems 1 Journal of Computational and Applied Mathematics 1 Journal of Computer and System Sciences 1 Journal of Optimization Theory and Applications 1 Topology and its Applications 1 Discrete & Computational Geometry 1 Computers & Operations Research 1 Journal of Economic Dynamics & Control 1 Multidimensional Systems and Signal Processing 1 Machine Learning 1 Neural Computation 1 Applications of Mathematics 1 Journal of Global Optimization 1 Journal of Statistical Computation and Simulation 1 Computational Statistics and Data Analysis 1 Journal of Mathematical Imaging and Vision 1 Cybernetics and Systems Analysis 1 Annals of Mathematics and Artificial Intelligence 1 Chaos 1 International Journal of Theoretical and Applied Finance 1 Journal of Applied Statistics 1 International Journal of Applied Mathematics and Computer Science 1 International Journal of Uncertainty, Fuzziness and Knowledge-Based Systems 1 Quantitative Finance 1 Advances and Applications in Statistics 1 Journal of Systems Science and Complexity 1 Sādhanā 1 Computational Management Science 1 Electronic Journal of Statistics 1 \(p\)-Adic Numbers, Ultrametric Analysis, and Applications 1 European Actuarial Journal 1 Journal of Dynamics and Games 1 İstatistik 1 Problemy Analiza. Issues of Analysis 1 Cogent Mathematics 1 Journal of Nonlinear and Variational Analysis 1 Japanese Journal of Statistics and Data Science 1 Environmetrics all top 5 Cited in 20 Fields 68 Statistics (62-XX) 51 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 29 Computer science (68-XX) 12 Operations research, mathematical programming (90-XX) 10 Probability theory and stochastic processes (60-XX) 6 Numerical analysis (65-XX) 4 Combinatorics (05-XX) 3 Measure and integration (28-XX) 3 Systems theory; control (93-XX) 2 General and overarching topics; collections (00-XX) 2 Linear and multilinear algebra; matrix theory (15-XX) 2 Operator theory (47-XX) 2 Biology and other natural sciences (92-XX) 1 Functional analysis (46-XX) 1 Calculus of variations and optimal control; optimization (49-XX) 1 Convex and discrete geometry (52-XX) 1 Differential geometry (53-XX) 1 General topology (54-XX) 1 Geophysics (86-XX) 1 Information and communication theory, circuits (94-XX) Citations by Year