Junyi Guo

Orcid: 0000-0001-6195-1828

According to our database1, Junyi Guo authored at least 20 papers between 2006 and 2023.

Collaborative distances:
  • Dijkstra number2 of four.
  • Erdős number3 of four.

Timeline

Legend:

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PhD thesis 
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Bibliography

2023
Federated benchmarking of medical artificial intelligence with MedPerf.
Nat. Mac. Intell., July, 2023

Critique of "A Parallel Framework for Constraint-Based Bayesian Network Learning via Markov Blanket Discovery" by SCC Team From Peking University.
IEEE Trans. Parallel Distributed Syst., June, 2023

2022
Understanding Water Level Changes in the Great Lakes by an ICA-Based Merging of Multi-Mission Altimetry Measurements.
Remote. Sens., 2022

Torp: Full-Coverage and Low-Overhead Profiling of Host-Side Latency.
Proceedings of the IEEE INFOCOM 2022, 2022

2021
Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion.
RAIRO Oper. Res., 2021

MedPerf: Open Benchmarking Platform for Medical Artificial Intelligence using Federated Evaluation.
CoRR, 2021

2020
Increased Low Degree Spherical Harmonic Influences on Polar Ice Sheet Mass Change Derived from GRACE Mission.
Remote. Sens., 2020

Optimal Singular Dividend Problem Under the Sparre Andersen Model.
J. Optim. Theory Appl., 2020

A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling.
J. Comput. Appl. Math., 2020

Interval estimation of the ruin probability in the classical compound Poisson risk model.
Comput. Stat. Data Anal., 2020

2019
Single Failure Recovery Method for Erasure Coded Storage System with Heterogeneous Devices.
IEICE Trans. Inf. Syst., 2019

2018
High-Resolution Interannual Mass Anomalies of the Antarctic Ice Sheet by Combining GRACE Gravimetry and ENVISAT Altimetry.
IEEE Trans. Geosci. Remote. Sens., 2018

Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility.
Math. Methods Oper. Res., 2018

Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming.
J. Optim. Theory Appl., 2018

2014
Expected discounted dividends in a discrete semi-Markov risk model.
J. Comput. Appl. Math., 2014

Survival probabilities in a discrete semi-Markov risk model.
Appl. Math. Comput., 2014

2013
Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer.
J. Optim. Theory Appl., 2013

2012
Optimal investment and proportional reinsurance in the Sparre Andersen model.
J. Syst. Sci. Complex., 2012

2011
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer.
J. Syst. Sci. Complex., 2011

2006
Strongly 2-shape-sortability of vector partitions.
J. Comb. Optim., 2006


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