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Robust two-stage stochastic linear optimization with risk aversion 期刊论文
EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2017, 卷号: 256, 期号: 1, 页码: 215-229
Authors:  Ling, Aifan;  Sun, Jie;  Xiu, Naihua;  Yang, Xiaoguang
Favorite  |  View/Download:6/0  |  Submit date:2018/07/30
Uncertainty modeling  Stochastic programming  Robust optimization  Conditional value-at-risk  Semidefinite programming  
具有多元权值约束的鲁棒LPM积极投资组合 期刊论文
管理科学学报, 2013, 卷号: 016, 期号: 008, 页码: 31
Authors:  凌爱凡;  杨晓光;  唐乐
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10
基于Google Trends注意力配置的金融传染渠道 期刊论文
管理科学学报, 2012, 卷号: 015, 期号: 011, 页码: 104
Authors:  凌爱凡;  杨晓光
Favorite  |  View/Download:2/0  |  Submit date:2020/01/10