Rui Peng Liu

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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
Factored Sparse Approximate Inverse Preconditioning via Spectral Optimization
(available as arXiv preprint)
2026-06-22Paper
Hybrid Digital-Analog Approximate Inverse Preconditioning for Krylov Methods
(available as arXiv preprint)
2026-06-15Paper
Hybrid Digital-Analog Approximate Inverse Preconditioning for Krylov Methods
(available as arXiv preprint)
2026-01-01Paper
Supply chain constraints and the predictability of the conditional distribution of international stock market returns and volatility
Economics Letters
2025-07-16Paper
Risk-Averse Stochastic Programming: Time Consistency and Optimal Stopping
Operations Research
2022-09-19Paper
On feasibility of sample average approximation solutions
SIAM Journal on Optimization
2020-08-18Paper
Risk neutral reformulation approach to risk averse stochastic programming
European Journal of Operational Research
2020-05-27Paper
Risk averse stochastic programming: time consistency and optimal stopping
(available as arXiv preprint)
2018-08-31Paper
MULTIFRACTALITY AND LONG-RANGE DEPENDENCE OF ASSET RETURNS: THE SCALING BEHAVIOR OF THE MARKOV-SWITCHING MULTIFRACTAL MODEL WITH LOGNORMAL VOLATILITY COMPONENTS
Advances in Complex Systems
2009-02-24Paper


Research outcomes over time


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