Liu Yang

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Liu Yang Q555392



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
Distributionally robust portfolio selection model with transaction costs under shortfall risk measure
Pacific Journal of Optimization
2026-03-26Paper
The sparse portfolio optimization with stochastic dominance and background risk and the slqpso algorithm
Journal of Industrial and Management Optimization
2026-02-23Paper
Global optimization for the portfolio selection model with high-order moments
Journal of the Operations Research Society of China
2025-12-17Paper
Optimal transport-based distributionally robust optimization with polynomial uncertainty
Journal of Global Optimization
2025-10-06Paper
A smoothing algorithm for two-stage portfolio model with second-order stochastic dominance constraints
Computational and Applied Mathematics
2025-04-29Paper
Robust approximation of chance constrained optimization with polynomial perturbation
Computational Optimization and Applications
2024-11-25Paper
Correction to: ``Robust approximation of chance constrained optimization with polynomial perturbation''
Computational Optimization and Applications
2024-11-25Paper
Solitary wave solution, traveling wave solution and other solutions of variable-coefficients chiral Schrödinger equation
International Journal of Geometric Methods in Modern Physics
2024-06-18Paper
Global optimization for the portfolio selection model with high-order moments2022-11-23Paper
Research on classification of network pseudo-public opinion based on \(K\)-means clustering in the environment of big data2021-07-01Paper
A stochastic dual dynamic programming method for two-stage distributionally robust optimization problems
Optimization Methods & Software
2021-04-15Paper
Distributionally Robust Optimization with Moment Ambiguity Sets
(available as arXiv preprint)
2021-03-23Paper
Grey correlation analysis model of influencing factors of overseas tourism based on public opinion big data2021-01-14Paper
A united method for sensitivity analysis of the locational marginal price based on the optimal power flow
Mathematical Problems in Engineering
2019-02-08Paper
The CVaR convex approximation and SAA method for optimal re-manufacturing production planning
Natural Science Journal of Xiangtan University
2016-10-06Paper
A bond portfolio optimization model based on CVaR and the numerical methods
Natural Science Journal of Xiangtan University
2014-11-03Paper
A note on local sensitivity analysis for parametric optimization problem2013-02-07Paper
A new smoothing Newton method for solving constrained nonlinear equations
Applied Mathematics and Computation
2011-07-22Paper
scientific article; zbMATH DE number 5733829 (Why is no real title available?)2010-07-08Paper
scientific article; zbMATH DE number 5670395 (Why is no real title available?)2010-02-12Paper
A new globally convergent Levenberg-Marquardt method for solving nonlinear system of equations2009-07-22Paper
Local sensitivity analysis for linear programs based on semismooth equations2009-07-22Paper
scientific article; zbMATH DE number 5060310 (Why is no real title available?)2006-10-04Paper
scientific article; zbMATH DE number 2185972 (Why is no real title available?)2005-07-04Paper
Robust approximation of chance constrained optimization with polynomial perturbation
(available as arXiv preprint)
N/APaper


Research outcomes over time


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