Liyan Han

21 papers B 1Journal 9Unranked 11
YearRankTypeTitle / Venue / Authors
2026 J jnl
Knowledge graph modeling for data asset pricing.
Adv. Eng. Informatics
Shiqi Ren, Wenhu Wang, Shengyin Jia, Shujie Wang, Liyan Han
2022 — conf
Domain Adaptation Based on Multi-Kernel Learning.
ACAI
Liyan Han, Weixin Ling
2019 J jnl
Normal mixture method for stock daily returns over different sub-periods.
Commun. Stat. Simul. Comput.
Liyan Han, Hanhuan Yan, Chengli Zheng
2018 J jnl
Does Income Diversification Benefit the Sustainable Development of Chinese Listed Banks? Analysis Based on Entropy and the Herfindahl-Hirschman Index.
Entropy
Huichen Jiang, Liyan Han
2018 J jnl
Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market.
Entropy
Qiuna Lv, Liyan Han, Yipeng Wan, Libo Yin
2015 J jnl
A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution.
Ann. Oper. Res.
Shangmei Zhao, Qing Lu, Liyan Han, Yong Liu, Fei Hu
2015 J jnl
Risk management for international portfolios with basket options: A multi-stage stochastic programming approach.
J. Syst. Sci. Complex.
Libo Yin, Liyan Han
2013 J jnl
Credit Scoring Model Hybridizing Artificial Intelligence with Logistic Regression.
J. Networks
Lu Han, Liyan Han, Hongwei Zhao
2013 J jnl
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming.
Ann. Oper. Res.
Libo Yin, Liyan Han
2013 J jnl
Orthogonal support vector machine for credit scoring.
Eng. Appl. Artif. Intell.
Lu Han, Liyan Han, Hongwei Zhao
2011 — conf
Knightian Uncertainty Based Option Pricing with Jump Volatility.
NL-MUA
Min Pan, Liyan Han
2010 — conf
Internet Bidding and Procurement in Chinese Military Industry Enterprises.
ICEE
Guang Xu, Liyan Han, Xiangrui Kong, Ning Zhou
2010 — conf
The Analysis and Selection of Issuing Modules of Catastrophe Bond for China.
ICEE
Lan Xie, Liyan Han
2010 — conf
The Founder's Choice between Democracy and Autocracy in Corporate Governance.
ICEE
Zhebing Wang, Liyan Han
2009 — conf
The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty.
FSKD (4)
Wei Li, Liyan Han
2008 B conf
European option pricing and hedges under heterogeneity with λ-fuzzy measures and choquet intergral.
FUZZ-IEEE
Liyan Han, Juan Zhou
2007 — conf
A Nonparametric Approach to Pricing Convertible Bond via Neural Network.
SNPD (2)
Wei Zhou, Meiying Yang, Liyan Han
2007 — conf
Black-Scholes versus Artificial Neural Networks in Pricing Call Warrants: the Case of China Market.
ICNC (1)
Wei Zhou, Meiying Yang, Liyan Han
2007 — conf
Multi-objective Optimal Public Investment: An Extended Model and Genetic Algorithm-Based Case Study.
ICANNGA (1)
Lei Tian, Liyan Han, Hai Huang
2006 — conf
A Genetic Algorithm-Based Double-Objective Multi-constraint Optimal Cross-Region Cross-Sector Public Investment Model.
ICNC (2)
Tian Lei, Liu Lieli, Liyan Han, Hai Huang
2006 — conf
The Generalization of
FSKD
Liyan Han, Wenli Chen