Symmetric Adjustable Tail-Risk Measure for Distributionally Robust Optimization in Portfolio Allocation.
- Published in:
- Symmetry (20738994), 2025, v. 17, n. 6, p. 959, doi. 10.3390/sym17060959
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- Publication type:
- Article
Works matching AU Liu, Changhe
Results: 14
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New complexity analysis of a Mehrotra-type predictor–corrector algorithm for semidefinite programming.
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- Optimization Methods & Software, 2013, v. 28, n. 6, p. 1179, doi. 10.1080/10556788.2012.679270
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- Article
3
Joint Estimation of SOC and Available Capacity of Power Lithium-Ion Battery.
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- Electronics (2079-9292), 2022, v. 11, n. 1, p. 151, doi. 10.3390/electronics11010151
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- Article
4
Freeway Traffic Safety Evaluation Using Virtual Reality: Focus on Compound Curve.
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- Sustainability (2071-1050), 2022, v. 14, n. 22, p. 15170, doi. 10.3390/su142215170
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- Article
5
Infeasible Mehrotra-Type Predictor-Corrector Interior-Point Algorithm for the Cartesian P * (κ)-LCP Over Symmetric Cones.
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- Numerical Functional Analysis & Optimization, 2014, v. 35, n. 5, p. 588, doi. 10.1080/01630563.2013.836107
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- Article
6
Abundant Interaction Solutions of Sine-Gordon Equation.
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- Journal of Applied Mathematics, 2012, p. 1, doi. 10.1155/2012/842394
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- Article
7
Experimental study of the dust-removal performance of a wet scrubber.
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- International Journal of Coal Science & Technology, 2021, v. 8, n. 2, p. 228, doi. 10.1007/s40789-021-00410-y
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- Publication type:
- Article
8
Predictive Significance of High-Sensitivity C-Reactive Protein Combined with Homocysteine for Coronary Heart Disease in Patients with Anxiety Disorders.
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- BioMed Research International, 2022, p. 1, doi. 10.1155/2022/7657347
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- Article
9
A novel method for cleaning coal-dust-laden air and its application.
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- Process Safety & Environmental Protection: Transactions of the Institution of Chemical Engineers Part B, 2021, v. 153, p. 311, doi. 10.1016/j.psep.2021.07.029
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- Publication type:
- Article
10
Does the Dietary Pattern of Shanghai Residents Change across Seasons and Area of Residence: Assessing Dietary Quality Using the Chinese Diet Balance Index (DBI).
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- Nutrients, 2017, v. 9, n. 3, p. 251, doi. 10.3390/nu9030251
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- Article
11
A New Wide Neighborhood Primal-Dual Infeasible-Interior-Point Method for Symmetric Cone Programming.
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- Journal of Optimization Theory & Applications, 2013, v. 158, n. 3, p. 796, doi. 10.1007/s10957-013-0303-y
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- Publication type:
- Article
12
Polynomial Convergence of Second-Order Mehrotra-Type Predictor-Corrector Algorithms over Symmetric Cones.
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- Journal of Optimization Theory & Applications, 2012, v. 154, n. 3, p. 949, doi. 10.1007/s10957-012-0018-5
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- Publication type:
- Article
13
A new second-order corrector interior-point algorithm for semidefinite programming.
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- Mathematical Methods of Operations Research, 2012, v. 75, n. 2, p. 165, doi. 10.1007/s00186-012-0379-4
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- Article
14
Dai-Kou type conjugate gradient methods with a line search only using gradient.
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- Journal of Inequalities & Applications, 2017, v. 2017, n. 1, p. 1, doi. 10.1186/s13660-017-1341-z
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- Publication type:
- Article