Yuying Li

29 papers A* 3B 1Journal 24Unranked 1
YearRankTypeTitle / Venue / Authors
2024 J jnl
Across-time risk-aware strategies for outperforming a benchmark.
Eur. J. Oper. Res.
Pieter M. van Staden, Peter A. Forsyth, Yuying Li
2023 J jnl
Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach.
SIAM J. Financial Math.
Pieter M. van Staden, Peter A. Forsyth, Yuying Li
2023 J jnl
Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach.
CoRR
Chendi Ni, Yuying Li, Peter A. Forsyth
2021 J jnl
Regime switching model estimation: spectral clustering hidden Markov model.
Ann. Oper. Res.
Kai Zheng, Yuying Li, Weidong Xu
2020 J jnl
Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection.
Int. J. Data Sci. Anal.
Haofan Zhang, Ke Nian, Thomas F. Coleman, Yuying Li
2018 J jnl
Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking.
Data Min. Knowl. Discov.
Aditya Tayal, Thomas F. Coleman, Yuying Li
2018 A* conf
Solving Separable Nonsmooth Problems Using Frank-Wolfe with Uniform Affine Approximations.
IJCAI
Edward Cheung, Yuying Li
2017 A* conf
Projection Free Rank-Drop Steps.
IJCAI
Edward Cheung, Yuying Li
2017 B conf
Self-training with adaptive regularization for S3VM.
IJCNN
Edward Cheung, Yuying Li
2016 J jnl
Convergence of the embedded mean-variance optimal points with discrete sampling.
Numerische Mathematik
Duy-Minh Dang, Peter A. Forsyth, Yuying Li
2016 J jnl
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy.
Ann. Oper. Res.
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
2015 J jnl
RankRC: Large-Scale Nonlinear Rare Class Ranking.
IEEE Trans. Knowl. Data Eng.
Aditya Tayal, Thomas F. Coleman, Yuying Li
2014 J jnl
Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization.
SIAM J. Control. Optim.
Shu Tong Tse, Peter A. Forsyth, Yuying Li
2014 J jnl
Primal explicit max margin feature selection for nonlinear support vector machines.
Pattern Recognit.
Aditya Tayal, Thomas F. Coleman, Yuying Li
2013 J jnl
Regularized robust optimization: the optimal portfolio execution case.
Comput. Optim. Appl.
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
2013 J jnl
Stable local volatility function calibration using spline kernel.
Comput. Optim. Appl.
Thomas F. Coleman, Yuying Li, Cheng Wang
2012 A* conf
Hierarchical Double Dirichlet Process Mixture of Gaussian Processes.
AAAI
Aditya Tayal, Pascal Poupart, Yuying Li
2010 J jnl
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters.
SIAM J. Optim.
Somayeh Moazeni, Thomas F. Coleman, Yuying Li
2009 J jnl
Estimating a Hedge Fund Return Model Based on a Small Number of Samples.
INFOR Inf. Syst. Oper. Res.
Dmitriy Levchenkov, Thomas F. Coleman, Yuying Li
2003 — conf
Hedging a portfolio of derivatives by modeling cost.
CIFEr
Katharyn A. Boyle, Thomas F. Coleman, Yuying Li
2001 J jnl
Segmentation of Pulmonary Nodule Images Using 1-Norm Minimization.
Comput. Optim. Appl.
Thomas F. Coleman, Yuying Li, Adrian Mariano
2000 J jnl
A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints.
Math. Program.
Thomas F. Coleman, Yuying Li
1999 J jnl
A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems.
SIAM J. Sci. Comput.
Mary Ann Branch, Thomas F. Coleman, Yuying Li
1998 J jnl
A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum of Euclidean Distances.
Comput. Optim. Appl.
Yuying Li
1996 J jnl
A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables.
SIAM J. Optim.
Thomas F. Coleman, Yuying Li
1996 J jnl
A computational algorithm for minimizing total variation in image restoration.
IEEE Trans. Image Process.
Yuying Li, Fadil Santosa
1996 J jnl
An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds.
SIAM J. Optim.
Thomas F. Coleman, Yuying Li
1994 J jnl
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds.
Math. Program.
Thomas F. Coleman, Yuying Li
1992 J jnl
A globally and quadratically convergent affine scaling method for linear l
Math. Program.
Thomas F. Coleman, Yuying Li