Guangwu Liu

47 papers C 1Misc 15Journal 25Unranked 6
YearRankTypeTitle / Venue / Authors
2026 J jnl
Supply chain flexibility with link disruptions.
Oper. Res. Lett.
Yuanhao Gao, Guangwu Liu, Stephen Shum
2025 J jnl
A unified robust optimization approach for problems with costly simulation-based objectives and constraints.
Comput. Oper. Res.
Liang Zheng, Yanzhan Chen, Guangwu Liu, Ji Bao
2025 J jnl
Derivative-Free Optimization via Finite Difference Approximation: An Experimental Study.
Asia Pac. J. Oper. Res.
Du-Yi Wang, Guo Liang, Guangwu Liu, Kun Zhang
2025 J jnl
Enhanced Derivative-Free Optimization Using Adaptive Correlation-Induced Finite Difference Estimators.
CoRR
Guo Liang, Guangwu Liu, Kun Zhang
2025 J jnl
Large Deviation Algorithms for Thresholding Bandit Problem.
Big Data Min. Anal.
Manjing Zhang, Guangwu Liu, Shan Dai, Jiaqi Chen, Philippe Fournier-Viger
2025 J jnl
Regular Tree Search for Simulation Optimization.
CoRR
Du-Yi Wang, Guo Liang, Guangwu Liu, Kun Zhang
2025 J jnl
Sharpe Ratio Optimization in Markov Decision Processes.
CoRR
Shuai Ma, Guangwu Liu, Li Xia
2025 J jnl
Simulating Confidence Intervals for Conditional Value-at-Risk via Least-Squares Metamodels.
INFORMS J. Comput.
Qidong Lai, Guangwu Liu, Bingfeng Zhang, Kun Zhang
2024 Misc conf
A Tutorial on Nested Simulation.
WSC
Guangwu Liu, Kun Zhang
2024 J jnl
An Efficient Finite Difference Approximation via a Double Sample-Recycling Approach.
CoRR
Guo Liang, Guangwu Liu, Kun Zhang
2024 Misc conf
An Efficient Finite-Difference Approximation.
WSC
Guo Liang, Guangwu Liu, Kun Zhang
2024 J jnl
An Upper Confidence Bound Approach to Estimating the Maximum Mean.
CoRR
Zhang Kun, Guangwu Liu, Shi Wen
2024 J jnl
Nested Simulation for Conditional Value-at-Risk with Discrete Losses.
Asia Pac. J. Oper. Res.
Yu Ge, Guangwu Liu, Houcai Shen
2024 Misc conf
Nested Simulation for Value-at-Risk with Precision Tolerance.
WSC
Xianyu Kuang, Guangwu Liu, Qianwen Zhu
2024 J jnl
SSTL-FM: Self-supervised transfer learning-based fusion model for the classification of benign-malignant lung nodules.
Knowl. Based Syst.
Lu Cao, Jiancheng Li, Junying Gan, Hao Xie, Chaoyun Mai, Xiquan He, Min Luo, Guangwu Liu
2023 Misc conf
Input Uncertainty Quantification Via Simulation Bootstrapping.
WSC
Manjing Zhang, Yulin He, Guangwu Liu, Shan Dai
2023 Misc conf
Mean-Variance Portfolio Optimization with Nonlinear Derivative Securities.
WSC
Shiyu Wang, Guowei Cai, Peiwen Yu, Guangwu Liu, Jun Luo
2023 — conf
Research on the Influence of Twin-Bow Appendage with Drum on Ship Speed and Resistance.
BIC-TA (2)
Guangwu Liu, Chao Lu, Si Chen, Lixiang Guo, Jin Wang, Zhangrui Wu
2022 J jnl
On Curvilinear Regression Analysis via Newly Proposed Entropies for Some Benzene Models.
Complex.
Guangwu Liu, Muhammad Kamran Siddiqui, Shazia Manzoor, Muhammad Naeem, Douhadji Abalo
2022 Misc conf
Portfolio Risk Measurement via Stochastic Mesh with Average Weight.
WSC
Ben Feng, Guangwu Liu, Kun Zhang
2022 — conf
Simulation of Airflow Characteristics of a Seabird Following a Ship Based on Steady State.
BIC-TA
Chao Lu, Guangwu Liu, Wenguo Zhang, Jian Wang
2022 J jnl
Technical Note - Bootstrap-based Budget Allocation for Nested Simulation.
Oper. Res.
Kun Zhang, Guangwu Liu, Shiyu Wang
2021 — conf
A Formation Control Method of AUV Group Combining Consensus Theory and Leader-Follower Method Under Communication Delay.
BIC-TA (2)
Xuan Guo, Yuepeng Chen, Guangyu Luo, Guangwu Liu
2019 Misc conf
An Upper Confidence Bound Approach to Estimating Coherent Risk Measures.
WSC
Guangwu Liu, Wen Shi, Kun Zhang
2017 Misc conf
A misspecification test for simulation metamodels.
WSC
Shiyu Wang, Guangwu Liu, Kun Zhang
2017 J jnl
Kernel Smoothing for Nested Estimation with Application to Portfolio Risk Measurement.
Oper. Res.
L. Jeff Hong, Sandeep Juneja, Guangwu Liu
2017 Misc conf
Portfolio risk measurement via stochastic mesh.
WSC
Kun Zhang, Guangwu Liu, Shiyu Wang
2016 J jnl
Importance Sampling for Option Greeks with Discontinuous Payoffs.
INFORMS J. Comput.
Shaolong Tong, Guangwu Liu
2015 J jnl
Simulating Risk Contributions of Credit Portfolios.
Oper. Res.
Guangwu Liu
2015 — conf
Synthesis and characterization of silica aerogel and its composite materials.
NEMS
Guangwu Liu, Xingyuan Ni, Yangang Liu
2014 J jnl
Monte Carlo Methods for Value-at-Risk and Conditional Value-at-Risk: A Review.
ACM Trans. Model. Comput. Simul.
L. Jeff Hong, Zhaolin Hu, Guangwu Liu
2013 Misc conf
A nonparametric method for pricing and hedging American options.
WSC
Guiyun Feng, Guangwu Liu, Lihua Sun
2011 Misc conf
A reflection-based variance reduction technique for sum of random variables.
WSC
Guangwu Liu
2011 J jnl
Kernel Estimation of the Greeks for Options with Discontinuous Payoffs.
Oper. Res.
Guangwu Liu, L. Jeff Hong
2011 Misc conf
Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities.
WSC
L. Jeff Hong, Guangwu Liu
2010 Misc conf
Importance sampling for risk contributions of credit portfolios.
WSC
Guangwu Liu
2010 J jnl
Pathwise Estimation of Probability Sensitivities Through Terminating or Steady-State Simulations.
Oper. Res.
L. Jeff Hong, Guangwu Liu
2009 J jnl
Estimation of state complexity of combined operations.
Theor. Comput. Sci.
Zoltán Ésik, Yuan Gao, Guangwu Liu, Sheng Yu
2009 J jnl
Revisit of stochastic mesh method for pricing American options.
Oper. Res. Lett.
Guangwu Liu, L. Jeff Hong
2009 J jnl
Simulating Sensitivities of Conditional Value at Risk.
Manag. Sci.
L. Jeff Hong, Guangwu Liu
2008 — conf
Estimation of State Complexity of Combined Operations.
DCFS
Zoltán Ésik, Yuan Gao, Guangwu Liu, Sheng Yu
2008 Misc conf
Revisit of stochastic mesh method for pricing American options.
WSC
Guangwu Liu, L. Jeff Hong
2008 J jnl
State complexity of basic language operations combined with reversal.
Inf. Comput.
Guangwu Liu, Carlos Martín-Vide, Arto Salomaa, Sheng Yu
2007 J jnl
Fuzzy tree automata.
Fuzzy Sets Syst.
Zoltán Ésik, Guangwu Liu
2007 Misc conf
Kernel estimation for quantile sensitivities.
WSC
Guangwu Liu, L. Jeff Hong
2007 C conf
State Complexity of Basic Operations Combined with Reversal.
LATA
Guangwu Liu, Carlos Martín-Vide, Arto Salomaa, Sheng Yu
2005 — conf
DNA Computing Model of Graph Isomorphism Based on Three Dimensional DNA Graph Structures.
ICIC (2)
Zhixiang Yin, Jianzhong Cui, Jing Yang, Guangwu Liu