×
验证码:
换一张
忘记密码?
记住我
CORC
首页
科研机构
检索
知识图谱
申请加入
托管服务
登录
注册
在结果中检索
科研机构
上海财经大学 [115]
内容类型
期刊论文 [79]
会议论文 [30]
学术活动 [5]
专著章节 [1]
发表日期
2019 [5]
2018 [6]
2017 [9]
2016 [10]
2015 [11]
2014 [16]
更多...
×
知识图谱
CORC
开始提交
已提交作品
待认领作品
已认领作品
未提交全文
收藏管理
QQ客服
官方微博
反馈留言
浏览/检索结果:
共115条,第1-10条
帮助
限定条件
专题:上海财经大学
第一署名单位
第一作者单位
通讯作者单位
已选(
0
)
清除
条数/页:
5
10
15
20
25
30
35
40
45
50
55
60
65
70
75
80
85
90
95
100
排序方式:
请选择
作者升序
作者降序
题名升序
题名降序
发表日期升序
发表日期降序
提交时间升序
提交时间降序
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2019, 卷号: 276, 期号: 2, 页码: 781-789
作者:
Cui, Xiangyu
;
Gao, Jianjun
;
Shi, Yun
;
Zhu, Shushang
收藏
  |  
浏览/下载:37/0
  |  
提交时间:2019/08/22
Investment analysis
Conditional Value-at-Risk
Multi-period mean-CVaR portfolio selection
Time-consistent strategy
Self-coordination strategy
An Efficient Numerical Method for the Symmetric Positive Definite Second-Order Cone Linear Complementarity Problem
期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2019, 卷号: 79, 期号: 3, 页码: 1608-1629
作者:
Wang, Xiang
;
Li, Xing
;
Zhang, Lei-Hong
;
Li, Ren-Cang
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2019/08/22
Second-order cone
Linear complementarity problem
SOCLCP
Globally uniquely solvable property
GUS
Performance of Different Risk Indicators in a Multi-Period Polynomial Portfolio Selection Problem Based on the Credibility Measure
期刊论文
ENTROPY, 2019, 卷号: 21, 期号: 5
作者:
Zhou, Jian
;
Shen, Jie
;
Zhao, Ziheng
;
Gu, Yujie
;
Zhao, Mingxuan
收藏
  |  
浏览/下载:23/0
  |  
提交时间:2019/08/22
multi-period portfolio selection
genetic algorithm
credibility measure
risk indicator
Scenario-based heuristic to two-stage stochastic program for the parallel machine ScheLoc problem
期刊论文
INTERNATIONAL JOURNAL OF PRODUCTION RESEARCH, 2019, 卷号: 57, 期号: 6, 页码: 1706-1723
作者:
Liu, Ming
;
Liu, Xin
;
Zhang, E.
;
Chu, Feng
;
Chu, Chengbin
收藏
  |  
浏览/下载:20/0
  |  
提交时间:2019/08/22
ScheLoc problem
uncertain processing times
two-stage stochastic integer program
scenario-based heuristic
Preface: Special Issue on Optimization Algorithms and Applications
期刊论文
Journal of the Operations Research Society of China, 2019, 卷号: 7, 期号: 1, 页码: 1-3
作者:
Ge Dongdong
;
Wen Zaiwen
;
Yuan Yaxiang
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
A tractable discrete fractional programming: application to constrained assortment optimization
期刊论文
JOURNAL OF COMBINATORIAL OPTIMIZATION, 2018, 卷号: 36, 期号: 2, 页码: 400-415
作者:
Xie, Tian
;
Ge, Dongdong
收藏
  |  
浏览/下载:6/0
  |  
提交时间:2019/08/22
Fractional programming
Dynamic programming
Assortment optimization
A Nonasymptotic Approach to Analyzing Kidney Exchange Graphs
期刊论文
OPERATIONS RESEARCH, 2018, 卷号: 66, 期号: 4, 页码: 918-935
作者:
Ding, Yichuan
;
Ge, Dongdong
;
He, Simai
;
Ryan, Christopher Thomas
收藏
  |  
浏览/下载:3/0
  |  
提交时间:2019/08/22
kidney exchange
random graph
long chains
pure death process
integer programming
Quadratic convex reformulation for nonconvex binary quadratically constrained quadratic programming via surrogate constraint
期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 4, 页码: 719-735
作者:
Zheng, Xiaojin
;
Pan, Yutong
;
Cui, Xueting
收藏
  |  
浏览/下载:7/0
  |  
提交时间:2019/08/22
Binary QCQP
Semidefinite programming
Quadratic convex reformulation
Global optimization
Explicit Solution for Constrained Optimal Execution Problem with General Correlated Market Depth
期刊论文
JOURNAL OF THE OPERATIONS RESEARCH SOCIETY OF CHINA, 2018, 卷号: 6, 期号: 1, 页码: 159-174
作者:
Wu, Wei-Ping
;
Gao, Jian-Jun
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Optimal execution problem
Random market depth
Limit order book
Stochastic dynamic programming
ON DOUBLY POSITIVE SEMIDEFINITE PROGRAMMING RELAXATIONS
会议论文
作者:
Fu, Taoran
;
Ge, Dongdong
;
Ye, Yinyu
收藏
  |  
浏览/下载:4/0
  |  
提交时间:2019/08/22
Doubly nonnegative matrix
Semidefinite programming
Relaxation
quartic optimization
©版权所有 ©2017 CSpace - Powered by
CSpace