Fengpei Li
From MaRDI portal
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| A communication-efficient algorithm for federated multilevel stochastic compositional optimization IEEE Transactions on Signal Processing | 2024-09-16 | Paper |
| Parametric scenario optimization under limited data: a distributionally robust optimization view ACM Transactions on Modeling and Computer Simulation | 2024-09-08 | Paper |
| Do price trajectory data increase the efficiency of market impact estimation? Quantitative Finance | 2024-08-14 | Paper |
| General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension SIAM Journal on Optimization | 2022-07-08 | Paper |
| Unbiased Sampling of Multidimensional Partial Differential Equations with Random Coefficients | 2018-06-08 | Paper |
Research outcomes over time
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