@article{gan2021vatrees,
  author = {Zhiyu Quan and Guojun Gan and Emiliano Valdez},
  title = {Tree-based models for variable annuity valuation: parameter tuning and empirical analysis},
  journal = {Annals of Actuarial Science},
  publisher = {Cambridge University Press},
  year = {2021},
  pages = {1-24},
  doi = {10.1017/S1748499521000075}
}

@book{gan2020toc,
  author = {Guojun Gan and Chaoqun Ma and Jianhong Wu},
  title = {Data Clustering: Theory, Algorithms and Applications},
  publisher = {SIAM Press},
  year = {2020},
  edition = {second},
  url = {https://my.siam.org/Store/Product/viewproduct/?ProductId=32863116}
}

@inproceedings{gan2020dnn,
  author = {Bowen Zhao and Xi Xiao and Guojun Gan and Bin Zhang and Shutao Xia},
  title = {Maintaining Discrimination and Fairness in Class Incremental Learning},
  booktitle = {2020 IEEE/CVF Conference on Computer Vision and Pattern Recognition (CVPR)},
  year = {2020},
  pages = {13205 -- 13214},
  note = {Accepted},
  doi = {10.1109/CVPR42600.2020.01322}
}

@article{gan2020vaclust,
  author = {Guojun Gan and Emiliano A Valdez},
  title = {Data Clustering with Actuarial Applications},
  journal = {North American Actuarial Journal},
  year = {2020},
  volume = {24},
  number = {2},
  pages = {168--186},
  note = {Accepted},
  doi = {10.1080/10920277.2019.1575242}
}

@inproceedings{gan2020ppca,
  author = {Bowen Zhao and Xi Xiao and Wanpeng Zhang and Bin Zhang and Guojun Gan and Shutao Xia},
  title = {Self-paced Probabilistic Principal Component Analysis For Data With Outliers},
  booktitle = {Proceedings of the 45th International Conference on Acoustics, Speech, and Signal Processing (ICASSP)},
  year = {2020},
  doi = {10.1109/ICASSP40776.2020.9054487}
}

@article{gan2019rok,
  author = {Guojun Gan and Emiliano A Valdez},
  title = {Valuation of Large Variable Annuity Portfolios with Rank Order Kriging},
  journal = {North American Actuarial Journal},
  year = {2020},
  volume = {24},
  number = {1},
  pages = {100--107},
  doi = {10.1080/10920277.2019.1617169}
}

@inproceedings{gan2019deep,
  author = {Xiaojuan Chen and Wei Luo and Guojun Gan and Gang Li},
  title = {Deep Neighbor Embedding for Accurate Evaluation of Large Portfolios of Variable Annuities},
  booktitle = {Proceedings of the 12th International Conference on Knowledge Science, Engineering and Management (KSEM 2019)},
  year = {2019},
  pages = {472 -- 480},
  doi = {10.1007/978-3-030-29551-6_42}
}

@inproceedings{gan2019tf,
  author = {Xiaojuan Chen and Wei Luo and Guojun Gan and Gang Li},
  title = {Fast Evaluation of Large Variable Annuity Portfolios via Transfer Learning},
  booktitle = {Proceedings of the 16th Pacific Rim International Conference on Artificial Intelligence (PRICAI 2019) Part III},
  year = {2019},
  pages = {716 -- 728},
  doi = {10.1007/978-3-030-29894-4_57}
}

@book{gan2019toc,
  author = {Guojun Gan and Emiliano A Valdez},
  title = {Metamodeling for Variable Annuities},
  publisher = {Chapman & Hall/CRC Press},
  year = {2019},
  url = {https://www.crcpress.com/Metamodeling-for-Variable-Annuities/Gan-Valdez/p/book/9780815348580}
}

@inproceedings{gan2018vatree,
  author = {Guojun Gan and Zhiyu Quan and Emiliano A Valdez},
  title = {Machine Learning Techniques for Variable Annuity Valuation},
  booktitle = {Proceedings of the 4th International Conference on Big Data and Information Analytics},
  year = {2018},
  pages = {1-6},
  doi = {10.1109/BigDIA.2018.8632794}
}

@article{gan2018spliced,
  author = {Guojun Gan and Emiliano A Valdez},
  title = {Fat-tailed Regression Modeling with Spliced Distributions},
  journal = {North American Actuarial Journal},
  year = {2018},
  volume = {22},
  number = {4},
  pages = {554 -- 573},
  doi = {10.1080/10920277.2018.1462718}
}

@article{gan2018vabdns,
  author = {Guojun Gan and Emiliano A Valdez},
  title = {Nested Stochastic Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets},
  journal = {Data},
  year = {2018},
  volume = {3},
  number = {3},
  pages = {31},
  doi = {10.3390/data3030031}
}

@book{gan2018toc,
  author = {Guojun Gan and Emiliano Valdez},
  title = {Actuarial Statistics with R: Theory and Case Studies},
  publisher = {ACTEX Learning},
  year = {2018},
  url = {https://www.actexmadriver.com/product.aspx?id=453143268}
}

@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}
}

@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}
}

@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 = {40--54},
  doi = {10.1080/10920277.2017.1366863}
}

@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 = {354--374},
  doi = {10.1515/demo-2017-0021}
}

@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 = {1467--1475},
  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}
}

@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 = {118--134},
  doi = {10.1016/j.insmatheco.2017.07.006}
}

@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 = {125-144},
  doi = {10.3934/QFE.2017.2.125}
}

@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}
}

@article{gan2017kmor,
  author = {Guojun Gan and Michael Kwok-Po Ng},
  title = {k-Means Clustering with Outlier Removal},
  journal = {Pattern Recognition Letters},
  year = {2017},
  volume = {90},
  pages = {8--14},
  doi = {10.1016/j.patrec.2017.03.008}
}

@article{gan2015vareal,
  author = {Guojun Gan and X. Sheldon Lin},
  title = {Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach},
  journal = {North American Actuarial Journal},
  year = {2017},
  volume = {21},
  number = {2},
  pages = {161--177},
  doi = {10.1080/10920277.2016.1245623}
}

@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 = {25--48},
  doi = {10.1007/978-3-319-66536-8_2}
}

@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 = {382--400},
  doi = {10.1515/demo-2016-0022}
}

@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 = {247--259},
  doi = {10.3934/bdia.2016007}
}

@article{gan2015gene,
  author = {Michelle Carey and Shuang Wu and Guojun Gan and Hulin Wu},
  title = {Correlation-based 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 = {28--39},
  doi = {10.1016/j.idm.2016.07.001}
}

@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 = {390--399},
  doi = {10.1016/j.asoc.2016.01.034}
}

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

@inproceedings{gan2015vamc,
  author = {Guojun Gan},
  title = {A Multi-Asset Monte Carlo Simulation Model for The Valuation of Variable Annuities},
  booktitle = {Proceedings of the 2015 Winter Simulation Conference},
  year = {2015},
  pages = {3162--3163},
  doi = {10.1109/WSC.2015.7408450}
}

@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 = {1103--1114},
  doi = {10.1109/WSC.2015.7408237}
}

@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 = {138--150},
  doi = {10.1016/j.insmatheco.2015.02.007}
}

@article{gan2015afgkmean,
  author = {Guojun Gan and Michael Kwok-Po Ng},
  title = {Subspace Clustering with Automatic Feature Grouping},
  journal = {Pattern Recognition},
  year = {2015},
  volume = {48},
  number = {11},
  pages = {3703-3713},
  doi = {10.1016/j.patcog.2015.05.016}
}

@article{gan2015sap,
  author = {Guojun Gan and Michael Kwok-Po Ng},
  title = {Subspace Clustering using Affinity Propagation},
  journal = {Pattern Recognition},
  year = {2015},
  volume = {48},
  number = {4},
  pages = {1451-1460},
  doi = {10.1016/j.patcog.2014.11.003}
}

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

@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 = {795--801},
  doi = {10.1016/j.insmatheco.2013.09.021}
}

@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 = {85-106},
  doi = {10.1142/9789814602228_0005}
}

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

@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 = {1615--1620},
  doi = {10.1016/j.eswa.2007.11.045}
}

@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 = {1939--1947},
  doi = {10.1016/j.patcog.2007.11.011}
}

@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 = {921--928},
  doi = {10.1007/978-3-540-87442-3_113}
}

@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}
}

@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 = {Springer-Verlag},
  year = {2006},
  volume = {4093},
  pages = {271--278},
  doi = {10.1007/11811305_30}
}

@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 = {4406--4412},
  doi = {10.1109/IJCNN.2006.247041}
}

@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 = {Springer-Verlag},
  year = {2005},
  volume = {3584},
  pages = {195--202},
  doi = {10.1007/11527503_23}
}

@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 = {87--94},
  doi = {10.1145/1046456.1046468}
}