Ai-Fan Ling

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 closed-form solution for robust portfolio selection with worst-case CVaR risk measure Mathematical Problems in Engineering	2019-02-08	Paper
A numerical study for robust active portfolio management with worst-case downside risk measure Mathematical Problems in Engineering	2019-02-08	Paper
An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results Numerical Algorithms	2016-09-14	Paper
A VNS metaheuristic with stochastic steps for Max 3-cut and Max 3-section Mathematical Problems in Engineering	2013-06-11	Paper
A trend-switching financial time series model with level-duration dependence Mathematical Problems in Engineering	2013-06-11	Paper
A new discrete filled function method for solving large scale max-cut problems Numerical Algorithms	2012-07-31	Paper
Robust portfolio selection involving options under a ``marginal+joint ellipsoidal uncertainty set Journal of Computational and Applied Mathematics	2012-06-08	Paper
Robust portfolio selections with joint ellipsoidal uncertainty set and probability constraints Control and Decision	2012-06-01	Paper
scientific article; zbMATH DE number 5734227 (Why is no real title available?)	2010-07-08	Paper
Approximation algorithms for MAX RES CUT with limited unbalanced constraints Journal of Applied Mathematics and Computing	2010-06-29	Paper
Approximation Algorithms for Max 3-Section Using Complex Semidefinite Programming Relaxation Combinatorial Optimization and Applications	2009-07-07	Paper
A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems European Journal of Operational Research	2009-04-30	Paper
A modified VNS metaheuristic for max-bisection problems Journal of Computational and Applied Mathematics	2008-08-22	Paper
A discrete filled function algorithm for approximate global solutions of max-cut problems Journal of Computational and Applied Mathematics	2008-08-22	Paper

Research outcomes over time

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