| Predicting employee attrition using tree-based models N El-Rayes, M Fang, M Smith, SM Taylor International Journal of Organizational Analysis 28 (6), 1273-1291, 2020 | 61 | 2020 |
| Peer-to-peer risk sharing with an application to flood risk pooling R Feng, C Liu, S Taylor Annals of Operations Research 321 (1), 813-842, 2023 | 32 | 2023 |
| On equity market inefficiency during the COVID-19 pandemic R Navratil, S Taylor, J Vecer International Review of Financial Analysis 77, 101820, 2021 | 19 | 2021 |
| Clustering financial return distributions using the Fisher information metric S Taylor Entropy 21 (2), 110, 2019 | 19 | 2019 |
| A machine learning based asset pricing factor model comparison on anomaly portfolios M Fang, S Taylor Economics Letters 204, 109919, 2021 | 17 | 2021 |
| Detecting and identifying arbitrage in the spot foreign exchange market Z Cui, W Qian, S Taylor, L Zhu Quantitative Finance 20 (1), 119-132, 2020 | 17* | 2020 |
| Pricing discretely monitored barrier options under Markov processes through Markov chain approximation Z Cui, S Taylor Journal of Derivatives 28 (3), 8-33, 2021 | 16* | 2021 |
| A novel reduction of the simple Asian option and Lie-group invariant solutions S Taylor, S Glasgow International Journal of Theoretical and Applied Finance 12 (08), 1197-1212, 2009 | 13 | 2009 |
| Graph theoretical representations of equity indices and their centrality measures LF Di Cerbo, S Taylor Quantitative Finance 21 (4), 523-537, 2021 | 12 | 2021 |
| An Explicative and Predictive Study of Employee Attrition Using Tree-based Models S Taylor, N El-Rayes, M Smith | 9* | 2020 |
| A Closed-Form Model-Free Implied Volatility Formula through Delta Families Z Cui, J Kirkby, D Nguyen, SM Taylor Journal of Derivatives, forthcoming, 2020 | 7 | 2020 |
| Unbiased weighted variance and skewness estimators for overlapping returns S Taylor, M Fang Swiss Journal of Economics and Statistics 154, 1-8, 2018 | 6 | 2018 |
| Perturbation and symmetry techniques applied to finance S Taylor Frankfurt (Main), Frankfurt School of Finance & Management, Diss., 2010, 2010 | 6 | 2010 |
| On the utility maximization of the discrepancy between a perceived and market implied risk neutral distribution R Navratil, S Taylor, J Vecer European Journal of Operational Research 302 (3), 1215-1229, 2022 | 5 | 2022 |
| Locally isometric families of minimal surfaces A Peterson, S Taylor arXiv preprint math/0609654, 2006 | 5 | 2006 |
| The network structure of overnight index swap rates M Fang, S Taylor, A Uddin Finance Research Letters 46, 102425, 2022 | 2 | 2022 |
| Arbitrage detection using max plus product iteration on foreign exchange rate graphs Z Cui, S Taylor Finance Research Letters 35, 101279, 2020 | 2 | 2020 |
| Social security benefit valuation, risk, and optimal retirement Y Ali, M Fang, PAA Sota, S Taylor, X Wang Risks 7 (4), 124, 2019 | 2 | 2019 |
| Explicit density approximations for local volatility models using heat kernel expansions SM Taylor Available at SSRN 1800415, 2011 | 2 | 2011 |
| Asymptotic curvature bounds for conformally flat metrics on the plane M Mateljević, I Anić, S Taylor Filomat 24 (2), 93-100, 2010 | 2 | 2010 |
Ming FangAssistant Professor, New Jersey Institute of Technology確認したメール アドレス: njit.edu
