Fengpei Li
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Person:5087109
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 communication-efficient algorithm for federated multilevel stochastic compositional optimization IEEE Transactions on Signal Processing | 2024-09-16 | Paper |
| Parametric scenario optimization under limited data: a distributionally robust optimization view ACM Transactions on Modeling and Computer Simulation | 2024-09-08 | Paper |
| Do price trajectory data increase the efficiency of market impact estimation? Quantitative Finance | 2024-08-14 | Paper |
| General feasibility bounds for sample average approximation via Vapnik-Chervonenkis dimension SIAM Journal on Optimization | 2022-07-08 | Paper |
| Unbiased Sampling of Multidimensional Partial Differential Equations with Random Coefficients | 2018-06-08 | Paper |
Research outcomes over time
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