Jing-Rung Yu

According to our database, Jing-Rung Yu authored at least 21 papers between 1999 and 2023.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2023

An omega portfolio model with dynamic return thresholds.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee

Int. Trans. Oper. Res., 2023

2019

Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang

Comput. Oper. Res., 2019

2017

Does entropy model with return forecasting enhance portfolio performance?

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Kai-Cheng Yu

Comput. Ind. Eng., 2017

Incorporating transaction costs, weighting management, and floating required return in robust portfolios.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Renting Liu

Comput. Ind. Eng., 2017

2016

Fuzzy Piecewise Logistic Growth Model for Innovation Diffusion: A Case Study of the TV Industry.

Jing-Rung Yu, Fang-Mei Tseng

Int. J. Fuzzy Syst., 2016

2015

A linearized value-at-risk model with transaction costs and short selling.

Jing-Rung Yu, Wan-Jiun Paul Chiou, Da-Ren Mu

Eur. J. Oper. Res., 2015

2014

A two stage fuzzy piecewise logistic model for penetration forecasting.

Fang-Mei Tseng, Jing-Rung Yu

Appl. Soft Comput., 2014

Diversified portfolios with different entropy measures.

Jing-Rung Yu, Wen-Yi Lee, Wan-Jiun Paul Chiou

Appl. Math. Comput., 2014

2013

Fuzzy analytic hierarchy process and analytic network process: An integrated fuzzy logarithmic preference programming.

Jing-Rung Yu, Wei-Yuan Shing

Appl. Soft Comput., 2013

2012

Comparison of innovation diffusion models: A case study on the DRAM industry.

Jing-Rung Yu, You Wei Dong, Yi Hsuan Chang, Fang-Mei Tseng

Proceedings of the FUZZ-IEEE 2012, 2012

2011

Portfolio rebalancing model using multiple criteria.

Jing-Rung Yu, Wen-Yi Lee

Eur. J. Oper. Res., 2011

2010

Piecewise regression for fuzzy input-output data with automatic change-point detection by quadratic programming.

Jing-Rung Yu, Chien-Wei Lee

Appl. Soft Comput., 2010

2009

FIUT: A new method for mining frequent itemsets.

Yuh-Jiuan Tsay, Tain-Jung Hsu, Jing-Rung Yu

Inf. Sci., 2009

Fuzzy Multiple Objective Programming in an Interval Piecewise Regression Model.

Jing-Rung Yu, Gwo-Hshiung Tzeng

Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2009

2008

A decision framework for supplier rating and purchase allocation: A case in the semiconductor industry.

Jing-Rung Yu, Chao-Chia Tsai

Comput. Ind. Eng., 2008

2007

An integrated approach for deriving priorities in analytic network process.

Jing-Rung Yu, Sheu-Ji Cheng

Eur. J. Oper. Res., 2007

2005

Interval Piecewise Regression Model with Automatic Change-point Detection by Quadratic Programming.

Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li

Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2005

2004

A Fuzzy Multiple Objective Programming To Dea With Imprecise Data.

Jing-Rung Yu, Yen-Chen Tzeng, Gwo-Hshiung Tzeng, Tzu-Yi Yu, Her-Jiun Sheu

Int. J. Uncertain. Fuzziness Knowl. Based Syst., 2004

2001

General fuzzy piecewise regression analysis with automatic change-point detection.

Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li

Fuzzy Sets Syst., 2001

1999

A piecewise regression analysis with automatic change-point detection.

Han-Lin Li, Jing-Rung Yu

Intell. Data Anal., 1999

A general piecewise necessity regression analysis based on linear programming.

Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li

Fuzzy Sets Syst., 1999