Jing-Rung Yu

22 papers B 1Journal 21
YearRankTypeTitle / Venue / Authors
2025 J jnl
A gain-loss portfolio model with a relative robust method.
J. Supercomput.
Jing-Rung Yu, Chen Chang, Wen-Yi Lee, Donald Lien
2023 J jnl
An omega portfolio model with dynamic return thresholds.
Int. Trans. Oper. Res.
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee
2019 J jnl
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models.
Comput. Oper. Res.
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang
2017 J jnl
Does entropy model with return forecasting enhance portfolio performance?
Comput. Ind. Eng.
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Kai-Cheng Yu
2017 J jnl
Incorporating transaction costs, weighting management, and floating required return in robust portfolios.
Comput. Ind. Eng.
Jing-Rung Yu, Wan-Jiun Paul Chiou, Renting Liu
2016 J jnl
Fuzzy Piecewise Logistic Growth Model for Innovation Diffusion: A Case Study of the TV Industry.
Int. J. Fuzzy Syst.
Jing-Rung Yu, Fang-Mei Tseng
2015 J jnl
A linearized value-at-risk model with transaction costs and short selling.
Eur. J. Oper. Res.
Jing-Rung Yu, Wan-Jiun Paul Chiou, Da-Ren Mu
2014 J jnl
A two stage fuzzy piecewise logistic model for penetration forecasting.
Appl. Soft Comput.
Fang-Mei Tseng, Jing-Rung Yu
2014 J jnl
Diversified portfolios with different entropy measures.
Appl. Math. Comput.
Jing-Rung Yu, Wen-Yi Lee, Wan-Jiun Paul Chiou
2013 J jnl
Fuzzy analytic hierarchy process and analytic network process: An integrated fuzzy logarithmic preference programming.
Appl. Soft Comput.
Jing-Rung Yu, Wei-Yuan Shing
2012 B conf
Comparison of innovation diffusion models: A case study on the DRAM industry.
FUZZ-IEEE
Jing-Rung Yu, You Wei Dong, Yi Hsuan Chang, Fang-Mei Tseng
2011 J jnl
Portfolio rebalancing model using multiple criteria.
Eur. J. Oper. Res.
Jing-Rung Yu, Wen-Yi Lee
2010 J jnl
Piecewise regression for fuzzy input-output data with automatic change-point detection by quadratic programming.
Appl. Soft Comput.
Jing-Rung Yu, Chien-Wei Lee
2009 J jnl
FIUT: A new method for mining frequent itemsets.
Inf. Sci.
Yuh-Jiuan Tsay, Tain-Jung Hsu, Jing-Rung Yu
2009 J jnl
Fuzzy Multiple Objective Programming in an Interval Piecewise Regression Model.
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
Jing-Rung Yu, Gwo-Hshiung Tzeng
2008 J jnl
A decision framework for supplier rating and purchase allocation: A case in the semiconductor industry.
Comput. Ind. Eng.
Jing-Rung Yu, Chao-Chia Tsai
2007 J jnl
An integrated approach for deriving priorities in analytic network process.
Eur. J. Oper. Res.
Jing-Rung Yu, Sheu-Ji Cheng
2005 J jnl
Interval Piecewise Regression Model with Automatic Change-point Detection by Quadratic Programming.
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li
2004 J jnl
A Fuzzy Multiple Objective Programming To Dea With Imprecise Data.
Int. J. Uncertain. Fuzziness Knowl. Based Syst.
Jing-Rung Yu, Yen-Chen Tzeng, Gwo-Hshiung Tzeng, Tzu-Yi Yu, Her-Jiun Sheu
2001 J jnl
General fuzzy piecewise regression analysis with automatic change-point detection.
Fuzzy Sets Syst.
Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li
1999 J jnl
A general piecewise necessity regression analysis based on linear programming.
Fuzzy Sets Syst.
Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li
1999 J jnl
A piecewise regression analysis with automatic change-point detection.
Intell. Data Anal.
Han-Lin Li, Jing-Rung Yu