Yanchu Liu

15 papers Misc 3Journal 11Unranked 1
YearRankTypeTitle / Venue / Authors
2025 J jnl
Large Language Models and Futures Price Factors in China.
CoRR
Yuhan Cheng, Heyang Zhou, Yanchu Liu
2024 Misc conf
A New Approach to Sensitivity Analysis Based on Dirac Delta Family Methods.
WSC
Zhenyu Cui, Kailin Ding, Yanchu Liu, Lingjiong Zhu
2024 J jnl
Correction to: Optimal procurement strategies for contractual assembly systems with fluctuating procurement price.
Ann. Oper. Res.
Yi Yang, Jianan Wang, Youhua Chen, Zhiyuan Chen, Yanchu Liu
2024 J jnl
Information Relaxation and a Duality-Driven Algorithm for Stochastic Dynamic Programs.
Oper. Res.
Nan Chen, Xiang Ma, Yanchu Liu, Wei Yu
2023 J jnl
Value of Initial Coin Offerings in the Fashion Industry.
IEEE Trans. Engineering Management
Yulin Hu, Weili Xue, Yanchu Liu
2022 J jnl
Value of Inventory Pooling with Limited Demand Information and Risk Aversion.
Decis. Sci.
Weili Xue, Lijun Ma, Yanchu Liu, Meiyan Lin
2022 J jnl
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient.
Oper. Res. Lett.
Zhenyu Cui, Yanchu Liu, Ruodu Wang
2020 J jnl
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators.
INFORMS J. Comput.
Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu
2020 J jnl
Optimal procurement strategies for contractual assembly systems with fluctuating procurement price.
Ann. Oper. Res.
Yi Yang, Jianan Wang, Youhua Chen, Zhiyuan Chen, Yanchu Liu
2018 J jnl
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes.
Eur. J. Oper. Res.
Zhenyu Cui, Chi-Hoon Lee, Yanchu Liu
2016 — conf
Network Analysis to Uncover Stock comovement from a Chinese Financial Portal.
PACIS
Wuyue Shangguan, Xi Chen, Alvin Chung Man Leung, Yanchu Liu
2014 J jnl
A Variant of L
Asia Pac. J. Oper. Res.
Zhiyuan Chen, Yanchu Liu, Yi Yang, Yun Zhou
2014 J jnl
American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach.
Oper. Res.
Nan Chen, Yanchu Liu
2011 Misc conf
Sensitivity estimation of SABR model via derivative of random variables.
WSC
Nan Chen, Yanchu Liu
2010 Misc conf
Pathwise derivative methods on single-asset American option sensitivity estimation.
WSC
Nan Chen, Yanchu Liu