Fengpei Li

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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!

PublicationDate of PublicationType
A communication-efficient algorithm for federated multilevel stochastic compositional optimization
IEEE Transactions on Signal Processing
2024-09-16Paper
Parametric scenario optimization under limited data: a distributionally robust optimization view
ACM Transactions on Modeling and Computer Simulation
2024-09-08Paper
Do price trajectory data increase the efficiency of market impact estimation?
Quantitative Finance
2024-08-14Paper
General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension
SIAM Journal on Optimization
2022-07-08Paper
Unbiased Sampling of Multidimensional Partial Differential Equations with Random Coefficients2018-06-08Paper


Research outcomes over time


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