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    Chapter and Conference Paper

    Hierarchical Multi-granulation Sequential Three-Way Decisions

    In granular computing, a single conditional attribute is usually used as a view to describe the target concept, and each view can choose a specific level of granularity to describe the object in the hierarchic...

    Chengxin Hong, ** Qian, Haoying Jiang, Zhigang Tong, Ying Yu, Caihui Liu in Rough Sets (2022)

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    Article

    Estimation of the expected shortfall given an extreme component under conditional extreme value model

    For two risks, X and Y, the Marginal Expected Shortfall (MES) is defined as 𝔼 ...

    Rafał Kulik, Zhigang Tong in Extremes (2019)