Y. Shi

Available identifiers

List of research outcomes

Publication	Date of Publication	Type
The tangential \(k\)-Cauchy-Fueter operator on right-type groups and its Bochner-Martinelli type formula	2023-04-24	Paper
Hybrid strategy in multiperiod mean-variance framework	2023-03-06	Paper
Survey on multi-period mean-variance portfolio selection model	2022-09-27	Paper
https://portal.mardi4nfdi.de/entity/Q5072174	2022-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q5072166	2022-04-25	Paper
https://portal.mardi4nfdi.de/entity/Q5070507	2022-04-12	Paper
Portfolio optimization with relaxation of stochastic second order dominance constraints via conditional value at risk	2021-11-12	Paper
The Yamabe operator and invariants on octonionic contact manifolds and convex cocompact subgroups of \(F_{4(-20)}\)	2021-08-23	Paper
The Penrose transform and the exactness of the tangential \(k\)-Cauchy-Fueter complex on the Heisenberg group	2021-06-04	Paper
The tangential \(k\)-Cauchy-Fueter complexes and Hartogs' phenomenon over the right quaternionic Heisenberg group	2020-04-01	Paper
The tangential \(k\)-Cauchy-Fueter operator and \(k\)-CF functions over the Heisenberg group	2020-02-24	Paper
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise	2019-07-18	Paper
Alleviating time inconsistent behaviors via a competition scheme	2019-05-02	Paper
Time-consistent and self-coordination strategies for multi-period mean-conditional value-at-risk portfolio selection	2019-03-12	Paper
Discrete-time behavioral portfolio selection under cumulative prospect theory	2018-08-13	Paper
Time-consistent portfolio policy for asset-liability mean-variance model with state-dependent risk aversion	2018-08-10	Paper
Self-coordination in time inconsistent stochastic decision problems: a planner-doer game framework	2018-08-09	Paper
Two-stage no-wait hybrid flowshop scheduling with inter-stage flexibility	2018-02-21	Paper
The Szegö kernel for k-CF functions on the quaternionic Heisenberg group	2017-12-08	Paper
Better than pre-committed optimal mean-variance policy in a jump diffusion market	2017-10-09	Paper
Multiperiod Mean-CVaR Portfolio Selection	2017-09-12	Paper
Behavioral Portfolio Optimization with Social Reference Point	2017-09-12	Paper
https://portal.mardi4nfdi.de/entity/Q2993890	2016-08-10	Paper
Dynamic Trading with Reference Point Adaptation and Loss Aversion	2016-01-22	Paper
Fuzzy Implications: Classification and a New Class	2014-06-25	Paper
Multifractal \(q\) Rényi dimensions of Polish spaces for \(q < 1\)	2012-08-27	Paper
Implications in Fuzzy Logic: Properties and a New Class	2011-05-06	Paper
On a New Class of Implications in Fuzzy Logic	2010-10-27	Paper
On dependencies and independencies of fuzzy implication axioms	2010-05-07	Paper
Typical behavior of mixed \(L^{\mathbf q}\)-dimensions	2010-02-05	Paper
Fuzzy adjunctions and fuzzy morphological operations based on implications	2009-12-07	Paper
On the first place antitonicity in QL-implications	2009-08-28	Paper
https://portal.mardi4nfdi.de/entity/Q3637749	2009-07-14	Paper
On the characterizations of fuzzy implications satisfying \(I(x,y)=I(x,I(x,y))\)	2007-07-25	Paper

Research outcomes over time

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