The following pages link to Yuying Li (Q192568):
Displaying 50 items.
- Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (Q285995) (← links)
- Computation and analysis for a constrained entropy optimization problem in finance (Q952089) (← links)
- A globally and quadratically convergent affine scaling method for linear \(l_ 1\) problems (Q1199751) (← links)
- A Newton acceleration of the Weiszfeld algorithm for minimizing the sum of Euclidean distances (Q1273427) (← links)
- On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds (Q1341568) (← links)
- A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints (Q1591353) (← links)
- Global attractor for coupled beam equations with nonhomogeneous boundaries conditions (Q1720974) (← links)
- Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking (Q1741234) (← links)
- A study of \((\lambda,\mu)\)-fuzzy subgroups (Q1789952) (← links)
- On the index of unbalanced signed bicyclic graphs (Q2244032) (← links)
- Regularized robust optimization: the optimal portfolio execution case (Q2376119) (← links)
- Stable local volatility function calibration using spline kernel (Q2393653) (← links)
- A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (Q2415977) (← links)
- Hedging guarantees in variable annuities under both equity and interest rate risks (Q2492169) (← links)
- Primal explicit max margin feature selection for nonlinear support vector machines (Q2629859) (← links)
- Convergence of the embedded mean-variance optimal points with discrete sampling (Q2634609) (← links)
- Some Nordhaus-Gaddum type results of \(A_\alpha \)-eigenvalues of weighted graphs (Q2662603) (← links)
- Quantum walk inspired algorithm for graph similarity and isomorphism (Q2681642) (← links)
- The spectra of signed graphs obtained by \(\dot{H}\)-(generalized) join operation (Q2688148) (← links)
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- Dynamic liquidation under market impact (Q2994855) (← links)
- (Q3017273) (← links)
- A Globally Convergent Method for $l_p $ Problems (Q3140006) (← links)
- Generation and Recovery of Compressed Data and Redundant Data (Q3145807) (← links)
- Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization (Q3192132) (← links)
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- Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (Q3586151) (← links)
- Primal Methods are Better than Dual Methods for Solving Overdetermined Linear Systems in the $l_\infty $ Sense? (Q3823725) (← links)
- (Q3840114) (← links)
- (Q3975067) (← links)
- A Structure-Exploiting Algorithm for Nonlinear Minimax Problems (Q4018393) (← links)
- A Global and Quadratically Convergent Method for Linear $l_\infty $ Problems (Q4018615) (← links)
- (Q4370910) (← links)
- Learning minimum variance discrete hedging directly from the market (Q4554484) (← links)
- Self-help bank location analysis based on convolution (Q4688799) (← links)
- A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems (Q4702368) (← links)
- A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables (Q4717556) (← links)
- Erratum: Primal Methods are Better than Dual Methods for Solving Overdetermined Linear Systems in the $l_\infty $ Sense? (Q4729240) (← links)
- An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds (Q4884044) (← links)
- (Q4926653) (← links)
- (Q4980137) (← links)
- (Q4996721) (← links)
- Optimal asset allocation for outperforming a stochastic benchmark target (Q5039625) (← links)
- A surplus process involving a compound Poisson counting process and applications (Q5077255) (← links)