Liyan Han

发表

A Nonparametric Approach to Pricing Convertible Bond via Neural Network

Wei Zhou, Meiying Yang, Liyan Han, 2007 .

The Founder's Choice between Democracy and Autocracy in Corporate Governance

Liyan Han, Zhebing Wang, 2010, 2010 International Conference on E-Business and E-Government.

Does Income Diversification Benefit the Sustainable Development of Chinese Listed Banks? Analysis Based on Entropy and the Herfindahl–Hirschman Index

Liyan Han, Huichen Jiang, Liyan Han, 2018, Entropy.

Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market

Libo Yin, Liyan Han, Qiuna Lv, 2018, Entropy.

European option pricing and hedges under heterogeneity with λ-fuzzy measures and choquet intergral

Juan Zhou, Liyan Han, 2008, 2008 IEEE International Conference on Fuzzy Systems (IEEE World Congress on Computational Intelligence).

Options strategies for international portfolios with overall risk management via multi-stage stochastic programming

Libo Yin, Liyan Han, Liyan Han, 2013, Ann. Oper. Res..

Multi-objective Optimal Public Investment: An Extended Model and Genetic Algorithm-Based Case Study

Lei Tian, Hai Huang, Liyan Han, 2007, ICANNGA.

International Assets Allocation with Risk Management via Multi-Stage Stochastic Programming

Libo Yin, Liyan Han, 2020 .

Orthogonal support vector machine for credit scoring

Lu Han, Hongwei Zhao, Liyan Han, 2013, Eng. Appl. Artif. Intell..

Knightian Uncertainty Based Option Pricing with Jump Volatility

Min Pan, Liyan Han, Liyan Han, 2011, NL-MUA.

Risk management for international portfolios with basket options: A multi-stage stochastic programming approach

Libo Yin, Liyan Han, 2015, J. Syst. Sci. Complex..

A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution

Liyan Han, Qing Lu, Shangmei Zhao, 2015, Ann. Oper. Res..

Credit Scoring Model Hybridizing Artificial Intelligence with Logistic Regression

Lu Han, Hongwei Zhao, Liyan Han, 2013, J. Networks.

The Generalization of lambda-Fuzzy Measures with Application to the Fuzzy Option

Wenli Chen, Liyan Han, 2006, FSKD.

Internet Bidding and Procurement in Chinese Military Industry Enterprises

Ning Zhou, Guang Xu, Liyan Han, 2010, 2010 International Conference on E-Business and E-Government.

Optimize International Portfolio via Stochastic Programming

Libo Yin, Liyan Han, Liyan Han, 2011, 2011 International Conference on Management and Service Science.

A Genetic Algorithm-Based Double-Objective Multi-constraint Optimal Cross-Region Cross-Sector Public Investment Model

Hai Huang, Tian Lei, Liyan Han, 2006, ICNC.

A Nonparametric Approach to Pricing Convertible Bond via Neural Network

Wei Zhou, Meiying Yang, Liyan Han, 2007, Eighth ACIS International Conference on Software Engineering, Artificial Intelligence, Networking, and Parallel/Distributed Computing (SNPD 2007).

Notice of RetractionImpacts of Hedge Funds on American Banking Industry

Fei Xie, Liyan Han, 2009, 2009 International Conference on Management and Service Science.

The Analysis and Selection of Issuing Modules of Catastrophe Bond for China

Lan Xie, Liyan Han, 2010, 2010 International Conference on E-Business and E-Government.

Study and Application of Credit Scoring Models to Appraisal of the Loan to Chinese Companies with Uncertain Linguistic Information

Lu Han, Hongwei Zhao, Liyan Han, 2012 .

Normal mixture method for stock daily returns over different sub-periods

Liyan Han, Chengli Zheng, Hanhuan Yan, 2019, Commun. Stat. Simul. Comput..

Black-Scholes versus Artificial Neural Networks in Pricing Call Warrants: the Case of China Market

Wei Zhou, Meiying Yang, Liyan Han, 2007, Third International Conference on Natural Computation (ICNC 2007).

The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty

Wei Li, Liyan Han, Wei Li, 2009, 2009 Sixth International Conference on Fuzzy Systems and Knowledge Discovery.

Applying quantile regression and Shapley decomposition to analyzing the determinants of household embedded carbon emissions: evidence from urban China

Liyan Han, Lu Han, Liyan Han, 2015 .

Systemic risk and dynamics of contagion: a duplex inter-bank network

Libo Yin, Ding Ding, Liyan Han, 2017 .

Nexus of FDI, population, energy production, and water resources in South Asia: a fresh insight from dynamic common correlated effects (DCCE)

Muhammad Saeed Meo, Liyan Han, Liyan Han, 2019, Environmental Science and Pollution Research.

Can investor attention predict oil prices

Libo Yin, Liyan Han, Qiuna Lv, 2017 .

Fuzzy options with application to default risk analysis for municipal bonds in China

Liyan Han, Chengli Zheng, Liyan Han, 2005 .

Our currency, your attention: Contagion spillovers of investor attention on currency returns

Libo Yin, Liyan Han, You Wu, 2019, Economic Modelling.