Fengmin Xu

30 papers C 1Journal 29
YearRankTypeTitle / Venue / Authors
2026 J jnl
Network-based index tracking using asset dependency structures.
Int. Trans. Oper. Res.
Fengmin Xu, Benchu Li, Jieao Ma, Xuepeng Li
2024 J jnl
Robust enhanced indexation optimization with sparse industry layout constraint.
Comput. Oper. Res.
Zhihua Allen-Zhao, Fengmin Xu, Yu-Hong Dai, Sanyang Liu
2023 J jnl
Data-trading coordination with government subsidy.
J. Glob. Optim.
Kui Jing, Xin Liu, Fengmin Xu, Donglei Du
2023 J jnl
New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact.
Int. Trans. Oper. Res.
Fengmin Xu, Xuepeng Li, Yu-Hong Dai, Meihua Wang
2022 J jnl
A bi-level programming framework for identifying optimal parameters in portfolio selection.
Int. Trans. Oper. Res.
Kui Jing, Fengmin Xu, Xuepeng Li
2021 J jnl
On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management.
Int. Trans. Oper. Res.
Zhi-Long Dong, Jiming Peng, Fengmin Xu, Yu-Hong Dai
2021 J jnl
Sparse portfolio selection with uncertain probability distribution.
Appl. Intell.
Ripeng Huang, Shaojian Qu, Xiaoguang Yang, Fengmin Xu, Zeshui Xu, Wei Zhou
2020 J jnl
Fast algorithms for sparse portfolio selection considering industries and investment styles.
J. Glob. Optim.
Zhi-Long Dong, Fengmin Xu, Yu-Hong Dai
2020 J jnl
Preface: special issue of MOA 2018.
J. Glob. Optim.
Ya-Feng Liu, Fengmin Xu, Neng Fan, Jiming Peng
2019 J jnl
A sparse enhanced indexation model with norm and its alternating quadratic penalty method.
J. Oper. Res. Soc.
Zhihua Zhao, Fengmin Xu, Meihua Wang, Cheng-Yi Zhang
2019 J jnl
Convergence Revisit on Generalized Symmetric ADMM.
CoRR
Jianchao Bai, Xiaokai Chang, Jicheng Li, Fengmin Xu
2018 J jnl
A Smoothing Direct Search Method for Monte Carlo-Based Bound Constrained Composite Nonsmooth Optimization.
SIAM J. Sci. Comput.
Xiaojun Chen, C. T. Kelley, Fengmin Xu, Zaikun Zhang
2018 J jnl
A novel method for a class of structured low-rank minimizations with equality constraint.
J. Comput. Appl. Math.
Jianchao Bai, Jicheng Li, Fengmin Xu, Pingfan Dai
2018 J jnl
A sparse enhanced indexation model with chance and cardinality constraints.
J. Glob. Optim.
Fengmin Xu, Meihua Wang, Yu-Hong Dai, Dachuan Xu
2018 J jnl
Generalized symmetric ADMM for separable convex optimization.
Comput. Optim. Appl.
Jianchao Bai, Jicheng Li, Fengmin Xu, Hongchao Zhang
2017 J jnl
An adaptive Lagrangian algorithm for optimal portfolio deleveraging with cross-impact.
J. Syst. Sci. Complex.
Fengmin Xu, Min Sun, Yuhong Dai
2016 J jnl
An efficient optimization approach for a cardinality-constrained index tracking problem.
Optim. Methods Softw.
Fengmin Xu, Zhaosong Lu, Zongben Xu
2016 J jnl
Probabilistic graphical model for detecting spammers in microblog websites.
Int. J. Embed. Syst.
Zhongming Han, Ke Yang, Fengmin Xu, Dagao Duan
2014 J jnl
A New Portfolio Rebalancing Model with Transaction Costs.
J. Appl. Math.
Meihua Wang, Cheng Li, Honggang Xue, Fengmin Xu
2014 J jnl
Sparse portfolio rebalancing model based on inverse optimization.
Optim. Methods Softw.
Meihua Wang, Fengmin Xu, Guan Wang
2014 J jnl
The Local Linear M-Estimation with Missing Response Data.
J. Appl. Math.
Shuanghua Luo, Cheng-Yi Zhang, Fengmin Xu
2013 J jnl
A hybrid simulated annealing thresholding algorithm for compressed sensing.
Signal Process.
Fengmin Xu, Shanhe Wang
2012 J jnl
A mixed 0-1 LP for index tracking problem with CVaR risk constraints.
Ann. Oper. Res.
Meihua Wang, Chengxian Xu, Fengmin Xu, Honggang Xue
2012 J jnl
L
IEEE Trans. Neural Networks Learn. Syst.
Zongben Xu, Xiangyu Chang, Fengmin Xu, Hai Zhang
2011 J jnl
A new Lagrangian net algorithm for solving max-bisection problems.
J. Comput. Appl. Math.
Fengmin Xu, Xusheng Ma, Baili Chen
2010 J jnl
Lower Bound Theory of Nonzero Entries in Solutions of ℓ
SIAM J. Sci. Comput.
Xiaojun Chen, Fengmin Xu, Yinyu Ye
2009 J jnl
A Continuation Approach Using NCP Function for Solving Max-Cut Problem.
Asia Pac. J. Oper. Res.
Fengmin Xu, Chengxian Xu, Jiuquan Ren
2006 J jnl
A multiple penalty function method for solving Max-Bisection problems.
Appl. Math. Comput.
Fengmin Xu, Chengxian Xu, Honggang Xue
2005 C conf
A Continuous Method for Solving Multiuser Detection in CDMA.
AAIM
Fengmin Xu, Chengxian Xu
2003 J jnl
A Tight Semidefinite Relaxation of the MAX CUT Problem.
J. Comb. Optim.
Hongwei Liu, Sanyang Liu, Fengmin Xu