| Publication | Date of Publication | Type |
|---|
| Adaptive online mean-variance portfolio selection with transaction costs | 2024-04-12 | Paper |
| A high-order norm-product regularized multiple kernel learning framework for kernel optimization | 2024-03-06 | Paper |
| State estimation of Boolean control networks under stochastic disturbances with random delay in measurements | 2024-02-06 | Paper |
| Zero-sum stochastic games with the average-value-at-risk criterion | 2023-10-26 | Paper |
| Stabilization and Reconstruction of Sampled-Data Boolean Control Networks Under Noisy Sampling Interval | 2023-09-26 | Paper |
| Online portfolio selection with state-dependent price estimators and transaction costs | 2023-07-11 | Paper |
| An average-value-at-risk criterion for Markov decision processes with unbounded costs | 2023-03-14 | Paper |
| Optimal pairs trading strategies: a stochastic mean-variance approach | 2023-01-23 | Paper |
| A Columnwise Update Algorithm for Sparse Stochastic Matrix Factorization | 2022-12-19 | Paper |
| Generalized optimal liquidation problems across multiple trading venues | 2022-08-23 | Paper |
| Pricing vulnerable options under a jump-diffusion model with fast mean-reverting stochastic volatility | 2022-06-09 | Paper |
| A modified orthogonal matching pursuit for construction of sparse probabilistic Boolean networks | 2022-05-19 | Paper |
| Stabilization of Aperiodic Sampled-Data Boolean Control Networks: A Delay Approach | 2022-02-24 | Paper |
| Channel leadership and recycling channel in closed-loop supply chain: the case of recycling price by the recycling party | 2021-11-23 | Paper |
| Discrimination of attractors with noisy nodes in Boolean networks | 2021-11-19 | Paper |
| Adaptive online portfolio selection with transaction costs | 2021-11-09 | Paper |
| Joint inspection and inventory control for deteriorating items with time-dependent demand and deteriorating rate | 2021-11-08 | Paper |
| Optimal pairs trading with dynamic mean-variance objective | 2021-11-02 | Paper |
| A Column-Wise Update Algorithm for Sparse Stochastic Matrix Factorization | 2021-10-20 | Paper |
| Effect of institutional deleveraging on option valuation problems | 2021-09-10 | Paper |
| How correlation risk in basket credit derivatives might be priced and managed? | 2021-07-13 | Paper |
| On correlated defaults and incomplete information | 2021-06-09 | Paper |
| Control of Boolean networks: hardness results and algorithms for tree structured networks | 2020-10-28 | Paper |
| A \(C\)-eigenvalue problem for tensors with applications to higher-order multivariate Markov chains | 2020-10-05 | Paper |
| A Modified Orthogonal Matching Pursuit for Construction of Sparse Probabilistic Boolean Networks | 2020-08-22 | Paper |
| Trading strategy with stochastic volatility in a limit order book market | 2020-07-08 | Paper |
| On product of positive \(L\)-\(R\) fuzzy numbers and its application to multi-period portfolio selection problems | 2020-05-06 | Paper |
| Proper orthogonal decomposition method for multiscale elliptic PDEs with random coefficients | 2020-02-18 | Paper |
| On orthogonal feature extraction model with applications in medical prognosis | 2020-02-05 | Paper |
| A Markov-Driven Portfolio Execution Strategy with Market Impact | 2019-09-20 | Paper |
| Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales | 2019-06-21 | Paper |
| On infectious model for dependent defaults | 2019-03-12 | Paper |
| GPS trajectory data segmentation based on probabilistic logic | 2019-02-20 | Paper |
| A new multivariate Markov chain model for adding a new categorical data sequence | 2019-02-08 | Paper |
| Mechanism design of fashion virtual enterprise under monitoring strategy | 2019-02-08 | Paper |
| On the number of driver nodes for controlling a Boolean network when the targets are restricted to attractors | 2019-02-06 | Paper |
| Interacting default intensity with a hidden Markov process | 2018-11-19 | Paper |
| Market-making strategy with asymmetric information and regime-switching | 2018-08-13 | Paper |
| A higher-order interactive hidden Markov model and its applications | 2018-06-20 | Paper |
| A semi-smooth Newton method for inverse problem with uniform noise | 2018-06-01 | Paper |
| Discrimination of singleton and periodic attractors in Boolean networks | 2017-11-17 | Paper |
| Optimal Strategy for Limit Order Book Submissions in High Frequency Trading | 2017-10-23 | Paper |
| Optimal Liquidation Problems in a Randomly-Terminated Horizon | 2017-09-18 | Paper |
| Minimizing equilibrium expected sojourn time via performance-based mixed threshold demand allocation in a multiple-server queueing environment | 2017-06-16 | Paper |
| A real option approach to optimal inventory management of retail products | 2017-06-16 | Paper |
| Impact of reorder option in supply chain coordination | 2017-06-15 | Paper |
| Hidden Markov models with threshold effects and their applications to oil price forecasting | 2017-06-12 | Paper |
| Salesforce contract design, joint pricing and production planning with asymmetric overconfidence sales agent | 2017-06-12 | Paper |
| A real option approach for investment opportunity valuation | 2017-05-22 | Paper |
| Inducing high service capacities in outsourcingviapenalty and competition | 2017-03-01 | Paper |
| Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model | 2016-11-14 | Paper |
| Sparse solution of nonnegative least squares problems with applications in the construction of probabilistic Boolean networks | 2016-07-19 | Paper |
| A Riemannian Fletcher--Reeves Conjugate Gradient Method for Doubly Stochastic Inverse Eigenvalue Problems | 2016-04-04 | Paper |
| On eigen-matrix translation method for classification of biological data | 2016-01-14 | Paper |
| Credit portfolio management using two-level particle swarm optimization | 2015-09-23 | Paper |
| On using physico-chemical properties of amino acids in string kernels for protein classification via support vector machines | 2015-08-14 | Paper |
| On modeling credit defaults: A probabilistic Boolean network approach | 2014-08-22 | Paper |
| Construction of Probabilistic Boolean Networks from a Prescribed Transition Probability Matrix: A Maximum Entropy Rate Approach | 2014-04-04 | Paper |
| Incentive Effects of Multiple-Server Queueing Networks: The Principal-Agent Perspective | 2014-04-04 | Paper |
| On Construction of Sparse Probabilistic Boolean Networks | 2014-04-04 | Paper |
| On Generating Optimal Sparse Probabilistic Boolean Networks with Maximum Entropy from a Positive Stationary Distribution | 2014-04-04 | Paper |
| On Perturbation Bounds for the Joint Stationary Distribution of Multivariate Markov Chain Models | 2014-04-04 | Paper |
| On Optimal Cash Management under a Stochastic Volatility Model | 2014-04-04 | Paper |
| Optimal insurance in a changing economy | 2014-03-11 | Paper |
| On pricing basket credit default swaps | 2014-03-04 | Paper |
| Modeling genetic regulatory networks: a delay discrete dynamical model approach | 2014-01-27 | Paper |
| Optimal investment-reinsurance with dynamic risk constraint and regime switching | 2013-12-17 | Paper |
| Markov chains. Models, algorithms and applications | 2013-08-09 | Paper |
| Repulsion pressure model and numerical simulation for spiral phyllotactic patterns of plants | 2013-03-12 | Paper |
| Risk measures and behaviors for bonds under stochastic interest rate models | 2013-01-24 | Paper |
| Correlation kernels for support vector machines classification with applications in cancer data | 2012-10-10 | Paper |
| Perturbation analysis for the sign functions of regular matrix pairs | 2012-06-07 | Paper |
| Regularized orthogonal linear discriminant analysis | 2012-05-02 | Paper |
| Simultaneous cartoon and texture reconstruction for image restoration by bivariate function | 2011-08-16 | Paper |
| A smoothing Newton's method for the construction of a damped vibrating system from noisy test eigendata | 2011-06-29 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3005267 | 2011-06-07 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3002915 | 2011-05-24 | Paper |
| Approximate inverse-free preconditioners for Toeplitz matrices | 2011-04-19 | Paper |
| On network-based kernel methods for protein-protein interactions with applications in protein functions prediction | 2011-04-05 | Paper |
| A matrix perturbation method for computing the steady-state probability distributions of probabilistic Boolean networks with gene perturbations | 2011-03-09 | Paper |
| Backward errors for eigenproblem of two kinds of structured matrices | 2010-10-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3585217 | 2010-08-19 | Paper |
| Generating probabilistic Boolean networks from a prescribed stationary distribution | 2010-07-20 | Paper |
| Optimal portfolios with regime switching and value-at-risk constraint | 2010-06-17 | Paper |
| On optimal screening and quarantining policy in a network of prisons | 2010-03-12 | Paper |
| Optimal service capacity in a multiple-server queueing system: a game theory approach | 2010-03-11 | Paper |
| Modeling default data via an interactive hidden Markov model | 2010-02-01 | Paper |
| A higher-order Markov model for the Newsboy's problem | 2009-10-15 | Paper |
| Iterative Algorithms Based on Decoupling of Deblurring and Denoising for Image Restoration | 2009-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5324097 | 2009-08-03 | Paper |
| A tandem queueing system with applications to pricing strategy | 2009-04-20 | Paper |
| Inverse Toeplitz preconditioners for Hermitian Toeplitz systems | 2009-02-09 | Paper |
| Super‐resolution image reconstruction using multisensors | 2009-02-09 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3539480 | 2008-11-18 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3537604 | 2008-11-10 | Paper |
| Block Diagonal and Schur Complement Preconditioners for Block-Toeplitz Systems with Small Size Blocks | 2008-11-06 | Paper |
| Pricing exotic options under a high-order Markovian regime switching model | 2008-07-28 | Paper |
| Efficient Reconstruction of Piecewise Constant Images Using Nonsmooth Nonconvex Minimization | 2008-04-01 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5444107 | 2008-02-22 | Paper |
| A fast algorithm for the spread of HIV in a system of prisons | 2008-02-22 | Paper |
| Higher-order multivariate Markov chains and their applications | 2008-01-03 | Paper |
| A Control Model for Markovian Genetic Regulatory Networks | 2007-09-10 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3436650 | 2007-05-11 | Paper |
| A semi-supervised regression model for mixed numerical and categorical variables | 2007-04-19 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3416543 | 2007-01-22 | Paper |
| A direct method for solving block-Toeplitz with near-circulant-block systems with applications to hybrid manufacturing systems | 2006-12-06 | Paper |
| Extracting information from spot interest rates and credit ratings using double higher-order hidden Markov models | 2006-10-25 | Paper |
| A hybrid algorithm for queueing systems | 2006-09-28 | Paper |
| Boundary value methods for solving transient solutions of Markovian queueing networks | 2006-04-28 | Paper |
| Markov chains: models, algorithms and applications | 2006-04-06 | Paper |
| A linear programming approach for determining optimal advertising policy | 2006-04-06 | Paper |
| On a multivariate Markov chain model for credit risk measurement | 2006-03-08 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5714552 | 2006-01-03 | Paper |
| Iterative methods for manufacturing systems of two stations in tandem | 2005-09-27 | Paper |
| Factorized Banded Inverse Preconditioners for Matrices with Toeplitz Structure | 2005-09-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4671735 | 2005-04-26 | Paper |
| Hidden Markov models and their applications to customer relationship management | 2005-04-11 | Paper |
| Customer lifetime value: stochastic optimization approach | 2005-04-04 | Paper |
| An inventory model with returns and lateral transshipments | 2005-04-04 | Paper |
| A note on the stability of Toeplitz matrix inversion formulas. | 2005-03-07 | Paper |
| Exact algorithms for singular tridiagonal systems with applications to Markov chains | 2005-01-17 | Paper |
| Higher-order Markov chain models for categorical data sequences | 2005-01-11 | Paper |
| Preconditioning regularized least squares problems arising from high-resolution image reconstruction from low-resolution frames | 2004-11-23 | Paper |
| An optimization algorithm for clustering using weighted dissimilarity measures | 2004-11-22 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4818263 | 2004-09-28 | Paper |
| https://portal.mardi4nfdi.de/entity/Q3046576 | 2004-08-12 | Paper |
| Fast inversion of triangular Toeplitz matrices | 2004-08-06 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4463360 | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4463370 | 2004-05-27 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4461702 | 2004-05-18 | Paper |
| A multivariate Markov chain model for categorical data sequences and its applications in demand predictions | 2004-05-18 | Paper |
| Building higher-order Markov chain models with EXCEL | 2004-01-01 | Paper |
| Iterative methods for queuing systems with batch arrivals and negative customers | 2003-12-04 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4430992 | 2003-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431030 | 2003-10-13 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4431068 | 2003-10-13 | Paper |
| Iterative methods for flexible manufacturing systems | 2003-09-15 | Paper |
| An inventory model for manufacturing systems with delivery time guarantees. | 2003-09-07 | Paper |
| Discrete wavelet transforms for Toeplitz matrices. | 2003-08-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4781774 | 2002-11-13 | Paper |
| Circulant preconditioners for stochastic automata networks | 2001-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2720363 | 2001-06-26 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2708226 | 2001-04-17 | Paper |
| https://portal.mardi4nfdi.de/entity/Q2703763 | 2001-03-14 | Paper |
| Circulant approximation for preconditioning in stochastic automata networks | 2000-09-20 | Paper |
| https://portal.mardi4nfdi.de/entity/Q5687206 | 1997-05-25 | Paper |
| Toeplitz-Circulant Preconditioners for Toeplitz Systems and their Applications to Queueing Networks with Batch Arrivals | 1997-03-25 | Paper |
| https://portal.mardi4nfdi.de/entity/Q4887260 | 1997-01-19 | Paper |
| Optimal trigonometric preconditioners for elliptic and queueing problems | 1996-12-15 | Paper |
