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On Efficient Second Order Stabilized Semi-implicit Schemes for the Cahn-Hilliard Phase-Field Equation 期刊论文
JOURNAL OF SCIENTIFIC COMPUTING, 2018, 卷号: 77, 期号: 2, 页码: 1185-1209
作者:  Wang, Lin;  Yu, Haijun
收藏  |  浏览/下载:152/0  |  提交时间:2018/11/16
Phase field model  Cahn-Hilliard equation  Energy stable  Stabilized semi-implicit scheme  Second order time marching  
An index tracking model with stratified sampling and optimal allocation 期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2018, 卷号: 34, 期号: 2, 页码: 144-157
作者:  Wang, Meihua;  Xu, Fengmin;  Dai, Yu-Hong
收藏  |  浏览/下载:163/0  |  提交时间:2018/07/30
index tracking  out-of-sample performance  stratified sampling  stratified hybrid genetic algorithm  s-rar crossover  
A sparse enhanced indexation model with chance and cardinality constraints 期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2018, 卷号: 70, 期号: 1, 页码: 5-25
作者:  Xu, Fengmin;  Wang, Meihua;  Dai, Yu-Hong;  Xu, Dachuan
收藏  |  浏览/下载:133/0  |  提交时间:2018/07/30
Enhanced indexation  Chance constraint  Mixed integer programming  Distributionally robust approach