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New insights and augmented Lagrangian algorithm for optimal portfolio liquidation with market impact
期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2022, 页码: 25
作者:
Xu, Fengmin
;
Li, Xuepeng
;
Dai, Yu-Hong
;
Wang, Meihua
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2023/02/07
augmented Lagrangian algorithm
equity and liability
optimal portfolio liquidation
price impact
A PRIMAL-DUAL ALGORITHM FOR UNFOLDING NEUTRON ENERGY SPECTRUM FROM MULTIPLE ACTIVATION FOILS
期刊论文
JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION, 2021, 卷号: 17, 期号: 5, 页码: 2367-2387
作者:
Dai, Yu-Hong
;
Wang, Zhouhong
;
Xu, Fengmin
收藏
  |  
浏览/下载:14/0
  |  
提交时间:2022/04/02
Boltzmann's entropy
ill-condition
interior point algorithm
analytic center
neutron spectrum unfolding
numerical stability
On some extended mixed integer optimization models of the Eisenberg-Noe model in systemic risk management
期刊论文
INTERNATIONAL TRANSACTIONS IN OPERATIONAL RESEARCH, 2021, 页码: 24
作者:
Dong, Zhi-Long
;
Peng, Jiming
;
Xu, Fengmin
;
Dai, Yu-Hong
收藏
  |  
浏览/下载:30/0
  |  
提交时间:2021/04/26
financial network
systemic risk
mixed integer programming
coefficient strengthening
sequential linear optimization
Fast algorithms for sparse portfolio selection considering industries and investment styles
期刊论文
JOURNAL OF GLOBAL OPTIMIZATION, 2020, 页码: 27
作者:
Dong, Zhi-Long
;
Xu, Fengmin
;
Dai, Yu-Hong
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2020/06/30
Portfolio selection
Industry classification
Style investment
ADMM
Sparse optimization
Molecular dynamics simulation revealed the intrinsic conformational change of cellular inhibitor of apoptosis protein-1
期刊论文
JOURNAL OF BIOMOLECULAR STRUCTURE & DYNAMICS, 2020, 卷号: 38, 期号: 4, 页码: 975-984
作者:
Xu, Heng
;
Tang, Zhengkuan
;
Zuo, Yu
;
Xiong, Fengmin
;
Chen, Kaixian
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  |  
浏览/下载:51/0
  |  
提交时间:2020/07/01
cIAP1
dimerization
conformational change
MD simulation
HLA-C*12:02 is strongly associated with Xuesaitong-induced cutaneous adverse drug reactions
期刊论文
PHARMACOGENOMICS JOURNAL, 2019, 卷号: 19, 期号: 3
作者:
Yan, Sijia
;
Xiong, Hao
;
Shao, Fengmin
;
Zhang, Wen
;
Yang, Fanping
收藏
  |  
浏览/下载:19/0
  |  
提交时间:2019/12/05
An Equation Based on Fuzzy Mathematics to Assess the Timing of Haemodialysis Initiation
期刊论文
SCIENTIFIC REPORTS, 2019, 卷号: 9
作者:
Liu, Ying
;
Wang, Degang
;
Chen, Xiangmei
;
Sun, Xuefeng
;
Song, Wenyan
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  |  
浏览/下载:51/0
  |  
提交时间:2019/12/05
An Equation Based on Fuzzy Mathematics to Assess the Timing of Haemodialysis Initiation
期刊论文
SCIENTIFIC REPORTS, 2019, 卷号: 9, 页码: 5871
作者:
Liu, Ying
;
Wang, Degang
;
Chen, Xiangmei
;
Sun, Xuefeng
;
Song, Wenyan
收藏
  |  
浏览/下载:45/0
  |  
提交时间:2019/12/02
An Equation Based on Fuzzy Mathematics to Assess the Timing of Haemodialysis Initiation
期刊论文
2019, 卷号: 9, 期号: 1, 页码: 5871
作者:
Liu, Ying
;
Wang, Degang
;
Chen, Xiangmei
;
Sun, Xuefeng
;
Song, Wenyan
收藏
  |  
浏览/下载:27/0
  |  
提交时间:2020/01/03
Solvent-dependent structural dynamics of an azido-platinum complex revealed by linear and nonlinear infrared spectroscopy
期刊论文
PHYSICAL CHEMISTRY CHEMICAL PHYSICS, 2018, 卷号: 20, 期号: 15, 页码: 9984-9996
作者:
He, Xuemei
;
Xu, Fengmin
;
Yu, Pengyun
;
Wu, Yanzhou
;
Wang, Fuyi
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  |  
浏览/下载:28/0
  |  
提交时间:2019/04/09
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