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Bao Quoc Ta

Probabilistic approach to Appell polynomials
2014 · Bao Quoc Ta · Expositiones Mathematicae · 37
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Optimal stopping of strong Markov processes
2012 · Sören Christensen, Paavo Salminen, et al. · Stochastic Processes and their Applications · 34
Some properties of bivariate Schur-constant distributions
2017 · Bao Quoc Ta, Chung Pham Van · Statistics & Probability Letters · 11
Differentiability of excessive functions of one-dimensional diffusions and the principle of smooth fit
2015 · Paavo Salminen, Bao Quoc Ta · Banach Center Publications · 9
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Ulam‐Hyers Stability and Ulam‐Hyers‐Rassias Stability for Fuzzy Integrodifferential Equation
2019 · Nguyen Ngoc Phung, Bao Quoc Ta, et al. · Complexity · 7
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Portfolio Optimization Based on Artificial Neural Network and GARCH-EVT-Copula Models
2023 · Bao Quoc Ta, Nguyen H. Q. Khai · International Journal of Uncertainty Fuzziness and Knowledge-Based Systems · 6
The Black-Litterman Model for Portfolio Optimization on Vietnam Stock Market
2020 · Bao Quoc Ta, Thao Vuong · International Journal of Uncertainty Fuzziness and Knowledge-Based Systems · 6
Black–Litterman portfolio optimization based on GARCH–EVT–Copula and LSTM models
2025 · Vu Huynh, Bao Quoc Ta · Annals of Operations Research · 5
An interpretable decision tree ensemble model for imbalanced credit scoring datasets
2023 · Bui T.T. My, Bao Q. Ta · Journal of Intelligent & Fuzzy Systems · 4
Maximal Predictability Portfolio Optimization Model and Applications to Vietnam Stock Market
2022 · Bao Q. Ta, Vu T. Huynh, et al. · Studies in systems, decision and control · 3
A modification of logistic regression with imbalanced data: F-measure-oriented Lasso-logistic regression
2023 · Bui T. T. My, Bao Q. Ta · ScienceAsia · 2
On Characterizations of Bivariate Schur-constant Models and Applications
2017 · Bao Q. Ta, Dong S. Le, et al. · Studies in computational intelligence · 2
Integrated deep neural networks with Copula-ARMA-GARCH-Stable models for CVaR portfolio optimization
2025 · Nguyen Tuan Anh, Bao Quoc Ta · Annals of Operations Research · 1
Mean-Variance Portfolio Allocation Using ARMA-GARCH-Stable and Artificial Neural Network Models
2023 · Nguyen T. Anh, Mai D. Lam, et al. · Lecture notes in computer science · 1
Ruin Probabilities of Continuous-Time Risk Model with Dependent Claim Sizes and Interarrival Times
2020 · Nguyen Huy Hoang, Bao Quoc Ta · International Journal of Uncertainty Fuzziness and Knowledge-Based Systems · 1
Excessive functions, Appell polynomials and optimal stopping
2014 · Bao Quoc Ta · Doria (University of Helsinki) · 1
A note on the generalized Bernoulli and Euler Polynomials
2013 · Ta, Bao Quoc · arXiv (Cornell University) · 1
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Volatility Forecasting in the Bitcoin Market with LSTM–Realized Range GARCH Model
2026 · Gia An Nguyen, Bao Quoc Ta · Lecture notes in computer science
Averaging problems of running processes associated with Brownian motion and applications
2015 · Bao Quoc Ta · International Journal of Mathematics
Works count: 19
Citation count: 131
H-index: 6
I10-index: 3
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