Guojun Gan (2018), "Valuation of Large Variable Annuity Portfolios using Linear Models with Interactions", Risks. Vol. 6(3), pp. 71.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2018valasso,
author = {Guojun Gan},
title = {Valuation of Large Variable Annuity Portfolios using Linear Models with Interactions},
journal = {Risks},
year = {2018},
volume = {6},
number = {3},
pages = {71},
doi = {10.3390/risks6030071}
}

Himchan Jeong, Guojun Gan and Emiliano A. Valdez (2018), "Association rules for understanding policyholder lapses", Risks. Vol. 6(3), pp. 69.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2018ar,
author = {Himchan Jeong and Guojun Gan and Emiliano A. Valdez},
title = {Association rules for understanding policyholder lapses},
journal = {Risks},
year = {2018},
volume = {6},
number = {3},
pages = {69},
doi = {10.3390/risks6030069}
}

Guojun Gan and Emiliano A Valdez (2018), "Regression Modeling for the Valuation of Large Variable Annuity Portfolios", North American Actuarial Journal. Vol. 22(1), pp. 4054.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2018gb2,
author = {Guojun Gan and Emiliano A Valdez},
title = {Regression Modeling for the Valuation of Large Variable Annuity Portfolios},
journal = {North American Actuarial Journal},
year = {2018},
volume = {22},
number = {1},
pages = {4054},
doi = {10.1080/10920277.2017.1366863}
}

Guojun Gan and Emiliano A Valdez (2017), "Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets", Dependence Modeling. Vol. 5, pp. 354374.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2017vabd,
author = {Guojun Gan and Emiliano A Valdez},
title = {Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets},
journal = {Dependence Modeling},
year = {2017},
volume = {5},
pages = {354374},
doi = {10.1515/demo20170021}
}

Guojun Gan and Jimmy Huang (2017), "A Data Mining Framework for Valuing Large Portfolios of Variable Annuities", In Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining. , pp. 14671475.
[BibTeX] [DOI] [PDF]

BibTeX:
@inproceedings{gan2017vadm,
author = {Guojun Gan and Jimmy Huang},
title = {A Data Mining Framework for Valuing Large Portfolios of Variable Annuities},
booktitle = {Proceedings of the 23rd ACM SIGKDD International Conference on Knowledge Discovery and Data Mining},
year = {2017},
pages = {14671475},
note = {\ This paper was accepted to KDD 2017 for oral presentation. In 2017, a total of 396 papers were submitted to the Applied Data Science track, of which 35 were accepted for oral presentation and 50 were accepted as posters.},
doi = {10.1145/3097983.3098013}
}

Guojun Gan and Emiliano A Valdez (2017), "Modeling Partial Greeks of Variable Annuities with Dependence", Insurance: Mathematics and Econocmics. Vol. 76, pp. 118134.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2016copula,
author = {Guojun Gan and Emiliano A Valdez},
title = {Modeling Partial Greeks of Variable Annuities with Dependence},
journal = {Insurance: Mathematics and Econocmics},
year = {2017},
volume = {76},
pages = {118134},
doi = {10.1016/j.insmatheco.2017.07.006}
}

Seyed Amir Hejazi, Kenneth R Jackson and Guojun Gan (2017), "A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities", Quantitative Finance and Economics. Vol. 1(2), pp. 125144.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2017spatial,
author = {Hejazi, Seyed Amir and Jackson, Kenneth R and Guojun Gan},
title = {A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities},
journal = {Quantitative Finance and Economics},
year = {2017},
volume = {1},
number = {2},
pages = {125144},
doi = {10.3934/QFE.2017.2.125}
}

Guojun Gan (2017), "An Introduction to Excel VBA Programming: With Application in Finance and Insurance" Boca Raton, FL, USA Chapman & Hall/CRC Press.
[BibTeX] [URL] [PDF]

BibTeX:
@book{gan2017toc,
author = {Guojun Gan},
title = {An Introduction to Excel VBA Programming: With Application in Finance and Insurance},
publisher = {Chapman & Hall/CRC Press},
year = {2017},
url = {https://amzn.com/1138197157}
}

Guojun Gan and Michael KwokPo Ng (2017), "$k$Means Clustering with Outlier Removal", Pattern Recognition Letters. Vol. 90, pp. 814.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2017kmor,
author = {Guojun Gan and Michael KwokPo Ng},
title = {$k$Means Clustering with Outlier Removal},
journal = {Pattern Recognition Letters},
year = {2017},
volume = {90},
pages = {814},
doi = {10.1016/j.patrec.2017.03.008}
}

Guojun Gan and X. Sheldon Lin (2017), "Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A TwoLevel Metamodeling Approach", North American Actuarial Journal. Vol. 21(2), pp. 161177.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2015vareal,
author = {Guojun Gan and X. Sheldon Lin},
title = {Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A TwoLevel Metamodeling Approach},
journal = {North American Actuarial Journal},
year = {2017},
volume = {21},
number = {2},
pages = {161177},
doi = {10.1080/10920277.2016.1245623}
}

Jeyaraj Vadiveloo, Gao Niu, Emiliano A Valdez and Guojun Gan (2017), "Unlocking Reserve Assumptions Using Retrospective Analysis", In Actuarial Sciences and Quantitative Finance: ICASQF 2016. Vol. 214, pp. 2548.
[BibTeX] [DOI] [PDF]

BibTeX:
@inproceedings{gan2016rv,
author = {Jeyaraj Vadiveloo and Gao Niu and Emiliano A Valdez and Guojun Gan},
title = {Unlocking Reserve Assumptions Using Retrospective Analysis},
booktitle = {Actuarial Sciences and Quantitative Finance: ICASQF 2016},
year = {2017},
volume = {214},
pages = {2548},
doi = {10.1007/9783319665368_2}
}

Guojun Gan and Emiliano A Valdez (2016), "An Empirical Comparison of Some Experimental Designs for the Valuation of Large Variable Annuity Portfolios", Dependence Modeling. Vol. 4(1), pp. 382400.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2016ed,
author = {Guojun Gan and Emiliano A Valdez},
title = {An Empirical Comparison of Some Experimental Designs for the Valuation of Large Variable Annuity Portfolios},
journal = {Dependence Modeling},
year = {2016},
volume = {4},
number = {1},
pages = {382400},
doi = {10.1515/demo20160022}
}

Guojun Gan, Qiujun Lan and Shiyang Sima (2016), "Scalable Clustering by Truncated Fuzzy $c$means", Big Data and Information Analytics. Vol. 1(2\&3), pp. 247259.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2016tfcm,
author = {Guojun Gan and Qiujun Lan and Shiyang Sima},
title = {Scalable Clustering by Truncated Fuzzy $c$means},
journal = {Big Data and Information Analytics},
year = {2016},
volume = {1},
number = {2&3},
pages = {247259},
doi = {10.3934/bdia.2016007}
}

Michelle Carey, Shuang Wu, Guojun Gan and Hulin Wu (2016), "Correlationbased iterative clustering methods for time course data: the identification of temporal gene response modules for influenza infection in humans", Infectious Disease Modelling. Vol. 1(1), pp. 2839.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2015gene,
author = {Michelle Carey and Shuang Wu and Guojun Gan and Hulin Wu},
title = {Correlationbased iterative clustering methods for time course data: the identification of temporal gene response modules for influenza infection in humans},
journal = {Infectious Disease Modelling},
year = {2016},
volume = {1},
number = {1},
pages = {2839},
doi = {10.1016/j.idm.2016.07.001}
}

Guojun Gan, Yuping Zhang and Dipak K. Dey (2016), "Clustering by Propagating Probabilities between Data Points", Applied Soft Computing. Vol. 41, pp. 390399.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2016pp,
author = {Guojun Gan and Yuping Zhang and Dipak K. Dey},
title = {Clustering by Propagating Probabilities between Data Points},
journal = {Applied Soft Computing},
year = {2016},
volume = {41},
pages = {390399},
doi = {10.1016/j.asoc.2016.01.034}
}

Guojun Gan and Kun Chen (2016), "A Soft Subspace Clustering Algorithm with LogTransformed Distances", Big Data and Information Analytics. Vol. 1(1), pp. 93  109.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2015lekm,
author = {Guojun Gan and Kun Chen},
title = {A Soft Subspace Clustering Algorithm with LogTransformed Distances},
journal = {Big Data and Information Analytics},
year = {2016},
volume = {1},
number = {1},
pages = {93  109},
doi = {10.3934/bdia.2016.1.93}
}

Guojun Gan and X. Sheldon Lin (2015), "Valuation of large variable annuity portfolios under nested simulation: A functional data approach", Insurance: Mathematics and Economics. Vol. 62, pp. 138150.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2015ns,
author = {Guojun Gan and X. Sheldon Lin},
title = {Valuation of large variable annuity portfolios under nested simulation: A functional data approach},
journal = {Insurance: Mathematics and Economics},
year = {2015},
volume = {62},
pages = {138150},
doi = {10.1016/j.insmatheco.2015.02.007}
}

Guojun Gan (2015), "Application of Metamodeling to the Valuation of Large Variablbe Annuity Portfolios", In Proceedings of the 2015 Winter Simulation Conference. , pp. 11031114.
[BibTeX] [DOI] [PDF]

BibTeX:
@inproceedings{gan2015valhs,
author = {Guojun Gan},
title = {Application of Metamodeling to the Valuation of Large Variablbe Annuity Portfolios},
booktitle = {Proceedings of the 2015 Winter Simulation Conference},
year = {2015},
pages = {11031114},
doi = {10.1109/WSC.2015.7408237}
}

Guojun Gan (2015), "A MultiAsset Monte Carlo Simulation Model for The Valuation of Variable Annuities", In Proceedings of the 2015 Winter Simulation Conference. , pp. 31623163.
[BibTeX] [DOI] [PDF]

BibTeX:
@inproceedings{gan2015vamc,
author = {Guojun Gan},
title = {A MultiAsset Monte Carlo Simulation Model for The Valuation of Variable Annuities},
booktitle = {Proceedings of the 2015 Winter Simulation Conference},
year = {2015},
pages = {31623163},
doi = {10.1109/WSC.2015.7408450}
}

Guojun Gan and Michael KwokPo Ng (2015), "Subspace Clustering with Automatic Feature Grouping", Pattern Recognition. Vol. 48(11), pp. 37033713.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2015afgkmean,
author = {Guojun Gan and Michael KwokPo Ng},
title = {Subspace Clustering with Automatic Feature Grouping},
journal = {Pattern Recognition},
year = {2015},
volume = {48},
number = {11},
pages = {37033713},
doi = {10.1016/j.patcog.2015.05.016}
}

Guojun Gan and Michael KwokPo Ng (2015), "Subspace Clustering using Affinity Propagation", Pattern Recognition. Vol. 48(4), pp. 14511460.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2015sap,
author = {Guojun Gan and Michael KwokPo Ng},
title = {Subspace Clustering using Affinity Propagation},
journal = {Pattern Recognition},
year = {2015},
volume = {48},
number = {4},
pages = {14511460},
doi = {10.1016/j.patcog.2014.11.003}
}

Guojun Gan, Chaoqun Ma and Hong Xie (2014), "Measure, Probability, and Mathematical Finance: A ProblemOriented Approach" Hoboken, NJ John Wiley & Sons, Inc..
[BibTeX] [URL] [PDF]

BibTeX:
@book{gan2014toc,
author = {Guojun Gan and Chaoqun Ma and Hong Xie},
title = {Measure, Probability, and Mathematical Finance: A ProblemOriented Approach},
publisher = {John Wiley & Sons, Inc.},
year = {2014},
url = {http://amzn.com/1118831969}
}

Guojun Gan (2013), "Application of Data Clustering and Machine Learning in Variable Annuity Valuation", Insurance: Mathematics and Economics. Vol. 53(3), pp. 795801.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2013va,
author = {Guojun Gan},
title = {Application of Data Clustering and Machine Learning in Variable Annuity Valuation},
journal = {Insurance: Mathematics and Economics},
year = {2013},
volume = {53},
number = {3},
pages = {795801},
doi = {10.1016/j.insmatheco.2013.09.021}
}

Guojun Gan, Jialun Yin, Yulia Wang and Jianhong Wu (2013), "Complex Data Clustering: From Neural Network Architecture To Theory And Applications Of Nonlinear Dynamics Of Pattern Recognition", In Proceedings of the International Symposium on Mathematical and Computational Biology. , pp. 85106. World Scientific.
[BibTeX] [DOI] [PDF]

BibTeX:
@inproceedings{gan2013clustering,
author = {Guojun Gan and Yin, Jialun and Wang, Yulia and Wu, Jianhong},
title = {Complex Data Clustering: From Neural Network Architecture To Theory And Applications Of Nonlinear Dynamics Of Pattern Recognition},
booktitle = {Proceedings of the International Symposium on Mathematical and Computational Biology},
publisher = {World Scientific},
year = {2013},
pages = {85106},
doi = {10.1142/9789814602228_0005}
}

Guojun Gan (2011), "Data Clustering in C++: An ObjectOriented Approach" Boca Raton, FL, USA Chapman & Hall/CRC Press.
[BibTeX] [DOI] [PDF]

BibTeX:
@book{gan2011toc,
author = {Guojun Gan},
title = {Data Clustering in C++: An ObjectOriented Approach},
publisher = {Chapman & Hall/CRC Press},
year = {2011},
doi = {10.1201/b10814}
}

Guojun Gan, Jianhong Wu and Zijiang Yang (2009), "A genetic fuzzy $k$Modes algorithm for clustering categorical data", Expert Systems with Applications. Vol. 36(2), pp. 16151620.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2009kmode,
author = {Guojun Gan and Jianhong Wu and Zijiang Yang},
title = {A genetic fuzzy $k$Modes algorithm for clustering categorical data},
journal = {Expert Systems with Applications},
year = {2009},
volume = {36},
number = {2},
pages = {16151620},
doi = {10.1016/j.eswa.2007.11.045}
}

Guojun Gan and Jianhong Wu (2008), "A Convergence Theorem for the Fuzzy Subspace Clustering (FSC) Algorithm", Pattern Recognition. Vol. 41(6), pp. 19391947.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2008fsc,
author = {Guojun Gan and Jianhong Wu},
title = {A Convergence Theorem for the Fuzzy Subspace Clustering (FSC) Algorithm},
journal = {Pattern Recognition},
year = {2008},
volume = {41},
number = {6},
pages = {19391947},
doi = {10.1016/j.patcog.2007.11.011}
}

Zijiang Yang and Guoju Gan (2008), "Application of Fuzzy Classification in Bankruptcy Prediction", In Proceedings of the 4th international conference on Intelligent Computing. , pp. 921928.
[BibTeX] [DOI] [PDF]

BibTeX:
@inproceedings{gan2008fuzzy,
author = {Zijiang Yang and Guoju Gan},
title = {Application of Fuzzy Classification in Bankruptcy Prediction},
booktitle = {Proceedings of the 4th international conference on Intelligent Computing},
year = {2008},
pages = {921928},
doi = {10.1007/9783540874423_113}
}

Guojun Gan, Chaoqun Ma and Jianhong Wu (2007), "Data Clustering: Theory, Algorithms and Applications" Philadelphia, PA, USA SIAM Press.
[BibTeX] [DOI] [PDF]

BibTeX:
@book{gan2007toc,
author = {Guojun Gan and Chaoqun Ma and Jianhong Wu},
title = {Data Clustering: Theory, Algorithms and Applications},
publisher = {SIAM Press},
year = {2007},
doi = {10.1137/1.9780898718348}
}

Guojun Gan, Jianhong Wu and Zijiang Yang (2006), "A Fuzzy Subspace Algorithm for Clustering High Dimensional Data", In Lecture Notes in Artificial Intelligence. Vol. 4093, pp. 271278. SpringerVerlag.
[BibTeX] [DOI] [PDF]

BibTeX:
@inproceedings{gan2006fuzzy,
author = {Guojun Gan and Jianhong Wu and Zijiang Yang},
editor = {X. Li and S. Wang and Z. Dong},
title = {A Fuzzy Subspace Algorithm for Clustering High Dimensional Data},
booktitle = {Lecture Notes in Artificial Intelligence},
publisher = {SpringerVerlag},
year = {2006},
volume = {4093},
pages = {271278},
doi = {10.1007/11811305_30}
}

Guojun Gan, Jianhong Wu and Zijiang Yang (2006), "PARTCAT: A Subspace Clustering Algorithm for High Dimensional Categorical Data", In IEEE International Joint Conference on Neural Networks. , pp. 44064412.
[BibTeX] [DOI] [PDF]

BibTeX:
@inproceedings{gan2006partcat,
author = {Guojun Gan and Jianhong Wu and Zijiang Yang},
title = {PARTCAT: A Subspace Clustering Algorithm for High Dimensional Categorical Data},
booktitle = {IEEE International Joint Conference on Neural Networks},
year = {2006},
pages = {44064412},
doi = {10.1109/IJCNN.2006.247041}
}

Guojun Gan, Zijiang Yang and Jianhong Wu (2005), "A genetic $k$modes algorithm for clustering categorical data", In Lecture Notes in Computer Science. Vol. 3584, pp. 195202. SpringerVerlag.
[BibTeX] [DOI] [PDF]

BibTeX:
@inproceedings{gan2005kmode,
author = {Guojun Gan and Zijiang Yang and Jianhong Wu},
editor = {X. Li and S. Wang and Z. Dong},
title = {A genetic $k$modes algorithm for clustering categorical data},
booktitle = {Lecture Notes in Computer Science},
publisher = {SpringerVerlag},
year = {2005},
volume = {3584},
pages = {195202},
doi = {10.1007/11527503_23}
}

Guojun Gan and Jianhong Wu (2004), "Subspace clustering for high dimensional categorical data", ACM SIGKDD Explorations Newsletter. Vol. 6(2), pp. 8794.
[BibTeX] [DOI] [PDF]

BibTeX:
@article{gan2004cat,
author = {Guojun Gan and Jianhong Wu},
title = {Subspace clustering for high dimensional categorical data},
journal = {ACM SIGKDD Explorations Newsletter},
year = {2004},
volume = {6},
number = {2},
pages = {8794},
doi = {10.1145/1046456.1046468}
}
