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Scopus Author ID: 23097118000

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Data mining, Actuarial science

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Employment (4)

University of Connecticut: Storrs, Connecticut, US

2020-08-23 to present | Associate Professor (Department of Mathematics)
Employment
Source: Self-asserted source
Guojun Gan

University of Connecticut: Storrs, CT, US

2014-08-23 to 2020-08-22 | Assistant Professor (Department of Mathematics)
Employment
Source: Self-asserted source
Guojun Gan

Manulife Financial Corp: Toronto, ON, CA

2008-04-07 to 2014-04-30 | Director (Global VA Hedging)
Employment
Source: Self-asserted source
Guojun Gan

Lake Shore Group of Companies: Oakville, Ontario, CA

2007-05-01 to 2008-04-04 | Quantitative Analyst (Trading Office)
Employment
Source: Self-asserted source
Guojun Gan

Education and qualifications (3)

York University: Toronto, ON, CA

2003-09-01 to 2007-04-30 | PhD (Department of Mathematics and Statistics)
Education
Source: Self-asserted source
Guojun Gan

York University: Toronto, ON, CA

2001-01-01 to 2003-08-31 | MSc (Department of Mathematics and Statistics)
Education
Source: Self-asserted source
Guojun Gan

Jilin University: Changchun, Jilin, CN

1998-09-01 to 2001-07-31 | BS (Department of Mathematics)
Education
Source: Self-asserted source
Guojun Gan

Works (40)

Robust $k$-Means-Type Clustering for Noisy Data

IEEE Transactions on Neural Networks and Learning Systems
2024 | Journal article
DOI: 10.1109/TNNLS.2024.3392211
Contributors: Xi Xiao; Hailong Ma; Guojun Gan; Qing Li; Bin Zhang; Shutao Xia
Source: check_circle
Crossref

Variable annuity pricing, valuation, and risk management: a survey

Scandinavian Actuarial Journal
2022-11-26 | Journal article
DOI: 10.1080/03461238.2022.2049635
Contributors: Runhuan Feng; Guojun Gan; Ning Zhang
Source: check_circle
Crossref

Analysis of Prescription Drug Utilization with Beta Regression Models

North American Actuarial Journal
2022-04-03 | Journal article
DOI: 10.1080/10920277.2021.1890127
Contributors: Guojun Gan; Emiliano A. Valdez
Source: check_circle
Crossref

Applications of Clustering with Mixed Type Data in Life Insurance

Risks
2021-03-03 | Journal article
DOI: 10.3390/risks9030047
Contributors: Shuang Yin; Guojun Gan; Emiliano A. Valdez; Jeyaraj Vadiveloo
Source: check_circle
Crossref

Data Clustering with Actuarial Applications

North American Actuarial Journal
2020-04-02 | Journal article
DOI: 10.1080/10920277.2019.1575242
Contributors: Guojun Gan; Emiliano A. Valdez
Source: check_circle
Crossref

Valuation of Large Variable Annuity Portfolios with Rank Order Kriging

North American Actuarial Journal
2020-01-02 | Journal article
DOI: 10.1080/10920277.2019.1617169
Contributors: Guojun Gan; Emiliano A. Valdez
Source: check_circle
Crossref

Fast Valuation of Large Portfolios of Variable Annuities via Transfer Learning

2019 | Book chapter
DOI: 10.1007/978-3-030-29894-4_57
Contributors: Xiaojuan Cheng; Wei Luo; Guojun Gan; Gang Li
Source: check_circle
Crossref

Fat-Tailed Regression Modeling with Spliced Distributions

North American Actuarial Journal
2018-10-02 | Journal article
DOI: 10.1080/10920277.2018.1462718
Contributors: Guojun Gan; Emiliano A. Valdez
Source: check_circle
Crossref

Nested Stochastic Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets

Data
2018-09 | Journal article | Author
DOI: 10.3390/data3030031
Contributors: Guojun Gan; Emiliano A. Valdez
Source: check_circle
Multidisciplinary Digital Publishing Institute
grade
Preferred source (of 2)‎

Association Rules for Understanding Policyholder Lapses

Risks
2018-07 | Journal article
DOI: 10.3390/risks6030069
Source: check_circle
Multidisciplinary Digital Publishing Institute
grade
Preferred source (of 2)‎

Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions

Risks
2018-07-12 | Journal article
DOI: 10.3390/risks6030071
Contributors: Guojun Gan
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Nested Stochastic Valuation of Large Variable Annuity Portfolios: Monte Carlo Simulation and Synthetic Datasets

2018-06-29 | Preprint
DOI: 10.20944/preprints201806.0482.v1
Contributors: Guojun Gan; Emiliano Valdez
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Valuation of Large Variable Annuity Portfolios Using Linear Models with Interactions

2018-06-28 | Other
DOI: 10.20944/preprints201806.0467.v1
Contributors: Guojun Gan
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

Association Rules for Understanding Policyholder Lapses

2018-06-15 | Preprint
DOI: 10.20944/preprints201806.0247.v1
Contributors: Himchan Jeong; Guojun Gan; Emiliano A. Valdez
Source: check_circle
Crossref
grade
Preferred source (of 2)‎

A Spatial Interpolation Framework for Efficient Valuation of Large Portfolios of Variable Annuities

Quantitative Finance and Economics
2017 | Journal article
DOI: 10.3934/qfe.2017.2.125
Contributors: Seyed Amir Hejazi; Kenneth R. Jackson; Guojun Gan
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Modeling partial Greeks of variable annuities with dependence

Insurance: Mathematics and Economics
2017-09 | Journal article
DOI: 10.1016/j.insmatheco.2017.07.006
Contributors: Guojun Gan; Emiliano A. Valdez
Source: check_circle
Crossref

k -means clustering with outlier removal

Pattern Recognition Letters
2017-04 | Journal article
DOI: 10.1016/j.patrec.2017.03.008
Contributors: Guojun Gan; Michael Kwok-Po Ng
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Efficient Greek Calculation of Variable Annuity Portfolios for Dynamic Hedging: A Two-Level Metamodeling Approach

North American Actuarial Journal
2017-01-06 | Journal article
DOI: 10.1080/10920277.2016.1245623
Contributors: Guojun Gan; X. Sheldon Lin
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Modeling Partial Greeks of Variable Annuities with Dependence

SSRN Electronic Journal
2016 | Journal article
DOI: 10.2139/ssrn.2844509
Contributors: Guojun Gan
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Regression Modeling for the Valuation of Large Variable Annuity Portfolios

SSRN Electronic Journal
2016 | Journal article
DOI: 10.2139/ssrn.2808088
Contributors: Guojun Gan
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Scalable clustering by truncated fuzzy $c$-means

Big Data and Information Analytics
2016-09 | Journal article
DOI: 10.3934/bdia.2016007
Contributors: Shiyang Sima; Qiujun Lan; Guojun Gan
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Clustering by propagating probabilities between data points

Applied Soft Computing
2016-04 | Journal article
DOI: 10.1016/j.asoc.2016.01.034
Contributors: Guojun Gan; Yuping Zhang; Dipak K. Dey
Source: check_circle
Crossref

An empirical comparison of some experimental designs for the valuation of large variable annuity portfolios

Dependence Modeling
2016-01 | Journal article
DOI: 10.1515/demo-2016-0022
Contributors: Guojun Gan; Emiliano A. Valdez
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

A multi-asset Monte Carlo simulation model for the valuation of variable annuities

2015 Winter Simulation Conference (WSC)
2015 | Conference paper
DOI: 10.1109/wsc.2015.7408450
Contributors: Guojun Gan
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Application of metamodeling to the valuation of large variable annuity portfolios

2015 Winter Simulation Conference (WSC)
2015 | Conference paper
DOI: 10.1109/wsc.2015.7408237
Contributors: Guojun Gan
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Subspace clustering using affinity propagation

Pattern Recognition
2015 | Journal article
DOI: 10.1016/j.patcog.2014.11.003
EID:

2-s2.0-84920672964
Contributors: Gan, G.; Ng, M.K.-P.
Source: Self-asserted source
Guojun Gan via Scopus - Elsevier

Subspace clustering with automatic feature grouping

Pattern Recognition
2015 | Journal article
DOI: 10.1016/j.patcog.2015.05.016
EID:

2-s2.0-84937815800
Contributors: Gan, G.; Ng, M.K.-P.
Source: Self-asserted source
Guojun Gan via Scopus - Elsevier

Valuation of large variable annuity portfolios under nested simulation: A functional data approach

Insurance: Mathematics and Economics
2015 | Journal article
DOI: 10.1016/j.insmatheco.2015.02.007
EID:

2-s2.0-84926430716
Contributors: Gan, G.; Lin, X.S.
Source: Self-asserted source
Guojun Gan via Scopus - Elsevier

A soft subspace clustering algorithm with log-transformed distances

Big Data and Information Analytics
2015-09 | Journal article
DOI: 10.3934/bdia.2016.1.93
Contributors: Guojun Gan; Kun Chen
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

COMPLEX DATA CLUSTERING: FROM NEURAL NETWORK ARCHITECTURE TO THEORY AND APPLICATIONS OF NONLINEAR DYNAMICS OF PATTERN RECOGNITION

BIOMAT 2013
2014-05 | Conference paper
DOI: 10.1142/9789814602228_0005
Part of ISBN: 978-981-4602-21-1
Contributors: GUOJUN GAN; JIALUN YIN; YULIA WANG; JIANHONG WU
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Application of data clustering and machine learning in variable annuity valuation

Insurance: Mathematics and Economics
2013-11 | Journal article
DOI: 10.1016/j.insmatheco.2013.09.021
Part of ISSN: 0167-6687
Contributors: Guojun Gan
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search
grade
Preferred source (of 2)‎

Data Clustering in C++

Chapman & Hall/CRC Data Mining and Knowledge Discovery Series
2011-03 | Book
DOI: 10.1201/b10814
ISSN: 2154-5286
ISBN: 978-1-4398-6223-0
Contributors: Guojun Gan
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

A genetic fuzzy k-Modes algorithm for clustering categorical data

Expert Systems with Applications
2009-03 | Journal article
DOI: 10.1016/j.eswa.2007.11.045
Part of ISSN: 0957-4174
Contributors: G. Gan; J. Wu; Z. Yang
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search
grade
Preferred source (of 2)‎

A convergence theorem for the fuzzy subspace clustering (FSC) algorithm

Pattern Recognition
2008 | Journal article
DOI: 10.1016/j.patcog.2007.11.011
EID:

2-s2.0-38949102340
Contributors: Gan, G.; Wu, J.
Source: Self-asserted source
Guojun Gan via Scopus - Elsevier

Application of Fuzzy Classification in Bankruptcy Prediction

Advanced Intelligent Computing Theories and Applications. With Aspects of Theoretical and Methodological Issues
2008 | Other
DOI: 10.1007/978-3-540-87442-3_113
Part of ISSN: 0302-9743
ISBN: 978-3-540-87440-9
Contributors: Zijiang Yang; Guojun Gan
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search
grade
Preferred source (of 2)‎

Data Clustering: Theory, Algorithms, and Applications

2007-01 | Book
DOI: 10.1137/1.9780898718348
ISBN: 978-0-89871-623-8
Contributors: Guojun Gan; Chaoqun Ma; Jianhong Wu
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

A fuzzy subspace algorithm for clustering high dimensional data

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
2006 | Book
EID:

2-s2.0-33749402881
Contributors: Gan, G.; Wu, J.; Yang, Z.
Source: Self-asserted source
Guojun Gan via Scopus - Elsevier

PARTCAT: A subspace clustering algorithm for high dimensional categorical data

IEEE International Conference on Neural Networks - Conference Proceedings
2006 | Conference paper
EID:

2-s2.0-40649124522
Contributors: Gan, G.; Wu, J.; Yang, Z.
Source: Self-asserted source
Guojun Gan via Scopus - Elsevier

A genetic k-modes algorithm for clustering categorical data

Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics)
2005 | Book
EID:

2-s2.0-26944482711
Contributors: Gan, G.; Yang, Z.; Wu, J.
Source: Self-asserted source
Guojun Gan via Scopus - Elsevier

Subspace clustering for high dimensional categorical data

ACM SIGKDD Explorations Newsletter
2004 | Journal article
DOI: 10.1145/1046456.1046468
Contributors: Guojun Gan; Jianhong Wu
Source: Self-asserted source
Guojun Gan via Crossref Metadata Search

Peer review (19 reviews for 10 publications/grants)

Review activity for Applied sciences. (1)
Review activity for Applied soft computing. (1)
Review activity for Computers & electrical engineering. (1)
Review activity for European actuarial journal. (2)
Review activity for Financial innovation. (1)
Review activity for Machine learning. (2)
Review activity for Neurocomputing. (7)
Review activity for Pattern recognition. (1)
Review activity for PloS one. (2)
Review activity for Sustainability. (1)
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