Rui Peng Liu

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
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping Operations Research	2022-09-19	Paper
On feasibility of sample average approximation solutions SIAM Journal on Optimization	2020-08-18	Paper
Risk neutral reformulation approach to risk averse stochastic programming European Journal of Operational Research	2020-05-27	Paper
Risk averse stochastic programming: time consistency and optimal stopping	2018-08-31	Paper
MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS Advances in Complex Systems	2009-02-24	Paper

Research outcomes over time

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