Yuying Li

发表

A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables

Thomas F. Coleman, Yuying Li, T. Coleman, 1992, SIAM J. Optim..

Regularized robust optimization: the optimal portfolio execution case

Thomas F. Coleman, Yuying Li, Somayeh Moazeni, 2013, Computational Optimization and Applications.

A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems

Thomas F. Coleman, Yuying Li, Mary Ann Branch, 1999, SIAM J. Sci. Comput..

Hierarchical Double Dirichlet Process Mixture of Gaussian Processes

Pascal Poupart, Yuying Li, Aditya Tayal, 2012, AAAI.

Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization

Yuying Li, Peter A. Forsyth, Shu Tong Tse, 2014, SIAM J. Control. Optim..

RankRC: Large-Scale Nonlinear Rare Class Ranking

Thomas F. Coleman, Yuying Li, Aditya Tayal, 2015, IEEE Transactions on Knowledge and Data Engineering.

Projection Free Rank-Drop Steps

Yuying Li, Edward Cheung, Yuying Li, 2017, IJCAI.

Jordan Triple Multiplicative Maps on the Symmetric Matrices

Haifeng Zhang, Yuying Li, 2011, WISM.

Solving $L_{p}$-Norm Problems and Applications

Yuying Li, 1993 .

A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum of Euclidean Distances

Yuying Li, Yuying Li, 1995, Comput. Optim. Appl..

Segmentation of Pulmonary Nodule Images Using 1-Norm Minimization

Thomas F. Coleman, Yuying Li, Adrian Mariano, 2001, Comput. Optim. Appl..

F-disguise information and reduction of true information

Jintong Li, Yuying Li, Xiaoqing Jiang, 2016, 2016 IEEE International Conference on Cyber Technology in Automation, Control, and Intelligent Systems (CYBER).

Primal explicit max margin feature selection for nonlinear support vector machines

Thomas F. Coleman, Yuying Li, Aditya Tayal, 2014, Pattern Recognit..

Attribute conjunction characteristics and recognition of loss-redundancy data

Jintong Li, Yuying Li, Qifa Lin, 2016, 2016 IEEE International Conference on Cyber Technology in Automation, Control, and Intelligent Systems (CYBER).

The Computational Structure and Characterization of Nonlinear Discrete Chebyshev Problems

Andrew R. Conn, Yuying Li, A. Conn, 1988 .

A computational algorithm for minimizing total variation in image restoration

Yuying Li, Fadil Santosa, Yuying Li, 1996, IEEE Trans. Image Process..

Hedging a portfolio of derivatives by modeling cost

Thomas F. Coleman, Yuying Li, Katharyn A. Boyle, 2003, 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003. Proceedings..

CTRAS: Crowdsourced Test Report Aggregation and Summarization

Yang Feng, Zhenyu Chen, Yuying Li, 2019, 2019 IEEE/ACM 41st International Conference on Software Engineering (ICSE).

An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds

Thomas F. Coleman, Yuying Li, T. Coleman, 1993, SIAM J. Optim..

Implementation of MD5 Collision Attack in Program

Mohan Li, Yuying Li, Yanbin Sun, 2019, ICAIS.

Stable local volatility function calibration using spline kernel

Cheng Wang, Thomas F. Coleman, Yuying Li, 2013, Comput. Optim. Appl..

Analysis on the Evolutionary Characteristics of the Spatial Structure of Midwest City System-Take the Silk Road City Cluster as an Example

Wei Zhou, Yuying Li, 2018, 2018 26th International Conference on Geoinformatics.

Several Methods of Calculating the Distribution of Linear Combinations of Two-Dimensional Random Variables

Haifeng Zhang, Yuying Li, 2011, WISM.

Solving Separable Nonsmooth Problems Using Frank-Wolfe with Uniform Affine Approximations

Yuying Li, Edward Cheung, 2018, IJCAI.

A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans

Yuying Li, Peter A. Forsyth, P. Forsyth, 2019, Insurance: Mathematics and Economics.

EREL Selection using Morphological Relation

Yuying Li, Mehdi Faraji, Yuying Li, 2018, ICSM.

Learning Minimum Variance Discrete Hedging Directly from Market

Thomas F. Coleman, Yuying Li, Ke Nian, 2017 .

Estimating a Hedge Fund Return Model Based on a Small Number of Samples

Thomas F. Coleman, Yuying Li, Dmitriy Levchenkov, 2009, INFOR Inf. Syst. Oper. Res..

On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds

Thomas F. Coleman, Yuying Li, T. Coleman, 1994, Math. Program..

A Structure-Exploiting Algorithm for Nonlinear Minimax Problems

Andrew R. Conn, Yuying Li, 1992, SIAM J. Optim..

Convergence of the embedded mean-variance optimal points with discrete sampling

Yuying Li, Peter A. Forsyth, Duy-Minh Dang, 2016, Numerische Mathematik.

Self-training with adaptive regularization for S3VM

Yuying Li, Edward Cheung, 2017, 2017 International Joint Conference on Neural Networks (IJCNN).

F-recursive binary tree

Wen Tang, Jintong Li, Yuying Li, 2016, 2016 12th International Conference on Natural Computation, Fuzzy Systems and Knowledge Discovery (ICNC-FSKD).

Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking

Thomas F. Coleman, Yuying Li, Aditya Tayal, 2017, Data Mining and Knowledge Discovery.

Minimizing tracking error while restricting the number of assets

Thomas F. Coleman, Yuying Li, Jay Henniger, 2006 .

Outlier Detection Forest for Large-Scale Categorical Data Sets

Hongwei Du, Hui Huang, Yuying Li, 2019, CSoNet.

CTRAS: a tool for aggregating and summarizing crowdsourced test reports

Yang Feng, Yuying Li, James A. Jones, 2019, ISSTA.

Separation of dynamic data and recovery of P-abnormal data

Jintong Li, Yuying Li, Qunsheng Ruan, 2017, Int. J. Mach. Learn. Cybern..

Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters

Thomas F. Coleman, Yuying Li, Somayeh Moazeni, 2009, SIAM J. Optim..

A Study of (λ, μ)-Fuzzy Subgroups

Xuzhu Wang, Yuying Li, Liqiong Yang, 2013, J. Appl. Math..

A Globally Convergent Method for lp Problems

Yuying Li, Yuying Li, 1991, SIAM J. Optim..

Large-Scale Numerical Optimization

Thomas F. Coleman, Yuying Li, T. Coleman, 1990 .

A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints

Thomas F. Coleman, Yuying Li, T. Coleman, 1997, Math. Program..

A globally and quadratically convergent affine scaling method for linearℓ1 problems

Thomas F. Coleman, Yuying Li, T. Coleman, 1992, Math. Program..

Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy

Thomas F. Coleman, Yuying Li, Somayeh Moazeni, 2016, Ann. Oper. Res..

Regime switching model estimation: spectral clustering hidden Markov model

Yuying Li, Weidong Xu, Kai Zheng, 2019, Ann. Oper. Res..