The following pages link to Shou-Yang Wang (Q322402):
Displaying 50 items.
- (Q199336) (redirect page) (← links)
- (Q218870) (redirect page) (← links)
- A descent method for mixed variational inequalities (Q256735) (← links)
- Distributed continuous-time approximate projection protocols for shortest distance optimization problems (Q286313) (← links)
- Buyback contracts with price-dependent demands: effects of demand uncertainty (Q297374) (← links)
- More than a second channel? Supply chain strategies in B2B spot markets (Q297382) (← links)
- Heterogeneity, nonlinearity and endogenous market volatility (Q300996) (← links)
- Granger causality in risk and detection of extreme risk spillover between financial markets (Q302200) (← links)
- A mean-shift algorithm for large-scale planar maximal covering location problems (Q322404) (← links)
- Approximate representation of the Pareto frontier in multiparty negotiations: decentralized methods and privacy preservation (Q323444) (← links)
- A factor decomposing model of water use efficiency at sector level and its application in Beijing (Q328078) (← links)
- The effect of corporate governance on debt financing cost of listed companies (Q328225) (← links)
- The impact of warrants introduction: sign effect or magnitude effect? (Q394483) (← links)
- A new approach to model financial markets (Q394485) (← links)
- (Q439519) (redirect page) (← links)
- Optimal order lot sizing and pricing with free shipping (Q439520) (← links)
- Dynamic optimal portfolio with maximum absolute deviation model (Q454257) (← links)
- Stochastic stability in one-way flow networks (Q459418) (← links)
- Fuzzy-based network bandwidth design under demand uncertainty (Q469629) (← links)
- A weighted product method for bidding strategies in multi-attribute auctions (Q469645) (← links)
- Did speculative activities contribute to high crude oil prices during 1993 to 2008? (Q473047) (← links)
- (Q490797) (redirect page) (← links)
- Time cardinality constrained mean-variance dynamic portfolio selection and market timing: a stochastic control approach (Q490798) (← links)
- Risk management of supply and cash flows in supply chains (Q549284) (← links)
- (Q557363) (redirect page) (← links)
- Duality in vector optimization in Banach spaces with generalized convexity (Q557364) (← links)
- (Q588418) (redirect page) (← links)
- Stability of international environmental agreements in leadership model (Q611070) (← links)
- Generalized convexity and vector optimization. (Q625355) (← links)
- A unified framework for population-based metaheuristics (Q646652) (← links)
- Canonical d. c. programming techniques for solving a convex program with an additional constraint of multiplicative type (Q685859) (← links)
- On fuzzy portfolio selection problems (Q702287) (← links)
- A globally convergent approximately active search algorithm for solving mathematical programs with linear complementarity constraints (Q704808) (← links)
- Second order symmetric duality for nonlinear multiobjective mixed integer programming (Q706954) (← links)
- From hedging to speculation -- an explanation based on prospect theory (Q732795) (← links)
- Designing a hybrid intelligent mining system for credit risk evaluation (Q732812) (← links)
- Finite convergence of algorithms for nonlinear programs and variational inequalities (Q809897) (← links)
- A B-differentiable equation-based, globally and locally quadratically convergent algorithm for nonlinear programs, complementarity and variational inequality problems (Q810375) (← links)
- Optimal starting price for eBay-like online auctions (Q863009) (← links)
- Testing for long memory in the Asian foreign exchange rates (Q863018) (← links)
- On managerial decision problem of the auction sites (Q882519) (← links)
- Characterizations of semi-prequasi-invexity (Q890627) (← links)
- The ``six-element'' analysis method for the research on the characteristics of terrorist activities (Q893041) (← links)
- A novel mode-characteristic-based decomposition ensemble model for nuclear energy consumption forecasting (Q893045) (← links)
- Time-consistent investment strategy under partial information (Q896762) (← links)
- The role of Japanese candlestick in DVAR model (Q905156) (← links)
- A gap between multiobjective optimization and scalar optimization (Q911476) (← links)
- Continuous-time portfolio selection with liability: mean-variance model and stochastic LQ approach (Q931178) (← links)
- Fuzzy portfolio optimization. Theory and methods (Q932089) (← links)
- Generalized convexity and vector optimization (Q951139) (← links)
