Liming Feng

15 papers Misc 1Journal 14
YearRankTypeTitle / Venue / Authors
2026 J jnl
New intent discovery with syntactic structure masking pretraining and density-aware contrastive learning.
Neurocomputing
Di Wu, Liming Feng, Xiaoyu Wang
2025 J jnl
Multiple feature-anisotropic regularization for out-of-domain intent detection.
Knowl. Inf. Syst.
Di Wu, Xiaoyu Wang, Liming Feng
2025 J jnl
Semi-Supervised New Intention Discovery for Syntactic Elimination and Fusion in Elastic Neighborhoods.
Comput. Mater. Continua
Di Wu, Liming Feng, Xiaoyu Wang
2024 J jnl
A Risk Diversification Strategy for Integrated Demand Response Under Imperfect Rationality.
IEEE Trans. Smart Grid
Shunlin Zheng, Qi Qi, Yi Sun, Yaliang Liu, Liming Feng, Chao Quan
2021 J jnl
Diversity Evolutionary Policy Deep Reinforcement Learning.
Comput. Intell. Neurosci.
Jian Liu, Liming Feng
2015 J jnl
Optimal deleveraging with nonlinear temporary price impact.
Eur. J. Oper. Res.
Jingnan Chen, Liming Feng, Jiming Peng
2014 J jnl
Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact.
Oper. Res.
Jingnan Chen, Liming Feng, Jiming Peng, Yinyu Ye
2013 J jnl
Inverting Analytic Characteristic Functions and Financial Applications.
SIAM J. Financial Math.
Liming Feng, Xiong Lin
2013 J jnl
Pricing Bermudan Options in Lévy Process Models.
SIAM J. Financial Math.
Liming Feng, Xiong Lin
2013 J jnl
Subspace Accelerated Matrix Splitting Algorithms for Asymmetric and Symmetric Linear Complementarity Problems.
SIAM J. Optim.
Daniel P. Robinson, Liming Feng, Jorge Nocedal, Jong-Shi Pang
2012 J jnl
Simulating Lévy Processes from Their Characteristic Functions and Financial Applications.
ACM Trans. Model. Comput. Simul.
Zisheng Chen, Liming Feng, Xiong Lin
2011 Misc conf
Inverse transform method for simulating Levy processes and discrete Asian options pricing.
WSC
Zisheng Chen, Liming Feng, Xiong Lin
2011 J jnl
On the solution of complementarity problems arising in American options pricing.
Optim. Methods Softw.
Liming Feng, Vadim Linetsky, José Luis Morales, Jorge Nocedal
2009 J jnl
Computing exponential moments of the discrete maximum of a Lévy process and lookback options.
Finance Stochastics
Liming Feng, Vadim Linetsky
2008 J jnl
Pricing Options in Jump-Diffusion Models: An Extrapolation Approach.
Oper. Res.
Liming Feng, Vadim Linetsky