Hailiang Yang

According to our database, Hailiang Yang authored at least 46 papers between 1995 and 2023.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of three.

2023

Energy-Efficient Multiprocessor-Based Computation and Communication Resource Allocation in Two-Tier Federated Learning Networks.

Rukhsana Ruby, Hailiang Yang, Felipe A. P. de Figueiredo, Thien Huynh-The, Kaishun Wu

IEEE Internet Things J., April, 2023

Anti-Jamming Strategy for Federated Learning in Internet of Medical Things: A Game Approach.

Rukhsana Ruby, Hailiang Yang, Kaishun Wu

IEEE J. Biomed. Health Informatics, February, 2023

2022

Aiding a Disaster Spot via Multi-UAV-Based IoT Networks: Energy and Mission Completion Time-Aware Trajectory Optimization.

Hailiang Yang, Rukhsana Ruby, Quoc-Viet Pham, Kaishun Wu

IEEE Internet Things J., 2022

Delay performance of priority-queue equipped UAV-based mobile relay networks: Exploring the impact of trajectories.

Hailiang Yang, Rukhsana Ruby, Kaishun Wu

Comput. Networks, 2022

A Battery-free Pavement Roughness Estimation System Based on Kinetic Energy Harvesting.

Hailiang Yang, Li Teng, Junrui Liang

Proceedings of the IEEE International Symposium on Circuits and Systems, 2022

Anti-Jamming in Federated Learning Networks under Uncertainty in Jamming Channels.

Rukhsana Ruby, Hailiang Yang, Kaishun Wu

Proceedings of the IEEE International Conference on Communications, 2022

2021

Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions.

Xiaolong Li, Yifan Shi, Sheung Chi Phillip Yam, Hailiang Yang

SIAM J. Sci. Comput., 2021

Delay Performance of UAV-Based Buffer-Aided Relay Networks under Bursty Traffic: Mobile or Static?

Rukhsana Ruby, Hailiang Yang, Quoc-Viet Pham, Kaishun Wu

Proceedings of the 22nd IEEE International Symposium on a World of Wireless, 2021

2020

Singular dividend optimization for a linear diffusion model with time-inconsistent preferences.

Jinxia Zhu, Tak Kuen Siu, Hailiang Yang

Eur. J. Oper. Res., 2020

Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models.

Zhuo Jin, Guo Liu, Hailiang Yang

Eur. J. Oper. Res., 2020

Design of Chinese Character Recognition Based on AlexNet Convolution Neural Network.

Songhua Xie, Hailiang Yang, Hui Nie

Proceedings of the AIPR 2020: 3rd International Conference on Artificial Intelligence and Pattern Recognition, 2020

2019

A martingale approach for asset allocation with derivative security and hidden economic risk.

Tak Kuen Siu, Jinxia Zhu, Hailiang Yang

J. Appl. Probab., 2019

iCast: Fine-Grained Wireless Video Streaming Over Internet of Intelligent Vehicles.

Lu Wang, Hailiang Yang, Xiaoke Qi, Jun Xu, Kaishun Wu

IEEE Internet Things J., 2019

2018

Enhanced Uplink Resource Allocation in Non-Orthogonal Multiple Access Systems.

Rukhsana Ruby, Shuxin Zhong, Hailiang Yang, Kaishun Wu

IEEE Trans. Wirel. Commun., 2018

Enabling Ultra-Dense UAV-Aided Network with Overlapped Spectrum Sharing: Potential and Approaches.

Lu Wang, Hailiang Yang, Jinfeng Long, Kaishun Wu, Jiming Chen

IEEE Netw., 2018

2017

Gerber-Shiu analysis with two-sided acceptable levels.

Jae-Kyung Woo, Ran Xu, Hailiang Yang

J. Comput. Appl. Math., 2017

A note on optimal insurance risk control with multiple reinsurers.

Hui Meng, Tak Kuen Siu, Hailiang Yang

J. Comput. Appl. Math., 2017

Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns.

Fenglong Guo, Dingcheng Wang, Hailiang Yang

J. Comput. Appl. Math., 2017

2016

Optimal insurance risk control with multiple reinsurers.

Hui Meng, Tak Kuen Siu, Hailiang Yang

J. Comput. Appl. Math., 2016

Optimal asset allocation: Risk and information uncertainty.

Sheung Chi Phillip Yam, Hailiang Yang, Fei Lung Yuen

Eur. J. Oper. Res., 2016

2015

Fourier-cosine method for ruin probabilities.

Kwok-Wing Chau, Sheung Chi Phillip Yam, Hailiang Yang

J. Comput. Appl. Math., 2015

2014

Cox risk model with variable premium rate and stochastic return on investment.

Lin Xu, Hailiang Yang, Rongming Wang

J. Comput. Appl. Math., 2014

Portfolio optimization in a regime-switching market with derivatives.

Jun Fu, Jiaqin Wei, Hailiang Yang

Eur. J. Oper. Res., 2014

A class of non-zero-sum stochastic differential investment and reinsurance games.

Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang

Autom., 2014

On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest.

Jun Cai, Hailiang Yang

Ann. Oper. Res., 2014

2013

Option valuation by a self-exciting threshold binomial model.

Fei Lung Yuen, Tak Kuen Siu, Hailiang Yang

Math. Comput. Model., 2013

Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections.

Zhuo Jin, Hailiang Yang, Gang George Yin

Autom., 2013

Model predictive controller performance monitoring based on impulse response identification.

Zhong Zhao, Feng Song, Hailiang Yang

Proceedings of the 9th Asian Control Conference, 2013

2012

The interplay between finance and actuarial science.

Hailiang Yang

Risk Decis. Anal., 2012

Elasticity approach to asset allocation in discrete time.

Jun Fu, Hailiang Yang

Risk Decis. Anal., 2012

Optimal Asset Allocation: A Worst Scenario Expectation Approach.

Fei Lung Yuen, Hailiang Yang

J. Optim. Theory Appl., 2012

Equilibruim approach of asset pricing under Lévy process.

Jun Fu, Hailiang Yang

Eur. J. Oper. Res., 2012

2011

Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs.

Dingjun Yao, Hailiang Yang, Rongming Wang

Eur. J. Oper. Res., 2011

2010

Image Autocoregistration and Interferogram Estimation Using Extended COMET-EXIP Method.

Sen Zhang, Jinsong Tang, Ming Chen, San-wen Zhu, Hailiang Yang

IEEE Trans. Geosci. Remote. Sens., 2010

Filtering a Markov Modulated Random Measure.

Robert J. Elliott, Tak Kuen Siu, Hailiang Yang

IEEE Trans. Autom. Control., 2010

Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching.

Jiaqin Wei, Hailiang Yang, Rongming Wang

J. Optim. Theory Appl., 2010

Option pricing with regime switching by trinomial tree method.

Fei Lung Yuen, Hailiang Yang

J. Comput. Appl. Math., 2010

2009

A Fast Algorithm of SAS Raw Signal Simulation Based on Point Scatterer Model.

Ming Chen, Hailiang Yang, Jinsong Tang

Proceedings of the CSIE 2009, 2009 WRI World Congress on Computer Science and Information Engineering, March 31, 2009

2007

Insurance Claims Modulated by a Hidden Marked Point Process.

Robert J. Elliott, Tak Kuen Siu, Hailiang Yang

Proceedings of the American Control Conference, 2007

2006

Ruin problems for a discrete time risk model with random interest rate.

Hailiang Yang, Lihong Zhang

Math. Methods Oper. Res., 2006

2005

Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.

Xiaotie Deng, Zhongfei Li, Shouyang Wang, Hailiang Yang

Ann. Oper. Res., 2005

1999

Exponential stabilizability of stochastic systems with Markovian jumping parameters.

El Kébir Boukas, Hailiang Yang

Autom., 1999

1998

Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters.

El Kébir Boukas, Hailiang Yang

Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1997

Robust stabilization and guaranteed cost control of large scale linear systems with jumps.

El Kébir Boukas, Andrzej Swierniak, Krzysztof Simek, Hailiang Yang

Kybernetika, 1997

1996

Optimal control of manufacturing flow and preventive maintenance.

El-Kébir Boukas, Hailiang Yang

IEEE Trans. Autom. Control., 1996

1995

Stability of discrete-time linear systems with Markovian jumping parameters.

El Kébir Boukas, Hailiang Yang

Math. Control. Signals Syst., 1995