The following pages link to Wei-jun Xu (Q711393):
Displaying 50 items.
- (Q299668) (redirect page) (← links)
- A fuzzy portfolio selection model with background risk (Q299669) (← links)
- A class of on-line portfolio selection algorithms based on linear learning (Q388589) (← links)
- A simple proof of distance bounds for Gaussian rough paths (Q389014) (← links)
- A uniform estimate for rough paths (Q390507) (← links)
- Risk-reward models for on-line leasing of depreciable equipment (Q418310) (← links)
- Optimal randomized algorithm for a generalized ski-rental with interest rate (Q436599) (← links)
- Hyperbolic development and inversion of signature (Q509732) (← links)
- Competitive analysis for online leasing problem with compound interest rate (Q638104) (← links)
- Competitive strategy for on-line leasing of depreciable equipment (Q646109) (← links)
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm (Q711395) (← links)
- A novel online portfolio selection strategy with multiperiodical asymmetric mean reversion (Q779095) (← links)
- Fully nonlinear investigation on water entry of a rigid paraboloid (Q785084) (← links)
- A study of Greek letters of currency option under uncertainty environments (Q984220) (← links)
- A jump-diffusion model for option pricing under fuzzy environments (Q1023093) (← links)
- Inverting the signature of a path (Q1644490) (← links)
- A risk-reward model with compound interest rate for non-additive two-option ski rental (Q1708258) (← links)
- Optimal portfolio strategy under rolling economic maximum drawdown constraints (Q1719131) (← links)
- Construction of \(\Phi^4_3\) diagrams for pedestrians (Q1752693) (← links)
- Sharp convergence of nonlinear functionals of a class of Gaussian random fields (Q1757195) (← links)
- (Q1926940) (redirect page) (← links)
- A possibilistic mean-semivariance-entropy model for multi-period portfolio selection with transaction costs (Q1926941) (← links)
- Fuzzy multi-period portfolio selection optimization models using multiple criteria (Q1932695) (← links)
- A risk-reward model for the on-line leasing of depreciable equipment (Q1944085) (← links)
- Decay of the stochastic linear Schrödinger equation in \(d\geq3\) with small multiplicative noise (Q2045418) (← links)
- Weak universality of dynamical \({\Phi_3^4}\): polynomial potential and general smoothing mechanism (Q2082693) (← links)
- Universality results for a class of nonlinear wave equations and their Gibbs measures (Q2094576) (← links)
- Global well-posedness for the defocussing mass-critical stochastic nonlinear Schrödinger equation on \(\mathbb{R}\) at \(L^2\) regularity (Q2116217) (← links)
- Large scale limit of interface fluctuation models (Q2189453) (← links)
- A two-product, multi-period nonstationary newsvendor problem with budget constraint (Q2318253) (← links)
- Subcritical approximations to stochastic defocusing mass-critical nonlinear Schrödinger equation on \(\mathbb{R}\) (Q2327419) (← links)
- A new fuzzy programming approach for multi-period portfolio optimization with return demand and risk control (Q2351435) (← links)
- Signature inversion for monotone paths (Q2411763) (← links)
- On the on-line rent-or-buy problem in probabilistic environments (Q2460108) (← links)
- Concentration and exact convergence rates for expected Brownian signatures (Q2514489) (← links)
- (Q2824858) (← links)
- An incomplete multi-granular linguistic model and its application in emergency decision of unconventional outburst incidents (Q2953537) (← links)
- (Q2987464) (← links)
- (Q3052234) (← links)
- UNCERTAINTY PORTFOLIO MODEL IN CROSS CURRENCY MARKETS (Q3070075) (← links)
- (Q3110243) (← links)
- (Q3151695) (← links)
- (Q3375146) (← links)
- (Q3408227) (← links)
- (Q3415647) (← links)
- (Q3447888) (← links)
- (Q3447931) (← links)
- (Q3598546) (← links)
- The On-Line Rental Problem with Risk and Probabilistic Forecast (Q3612582) (← links)