Liyan Han

According to our database1, Liyan Han authored at least 18 papers between 2006 and 2018.

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



In proceedings 
PhD thesis 




Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market.
Entropy, 2018

Does Income Diversification Benefit the Sustainable Development of Chinese Listed Banks? Analysis Based on Entropy and the Herfindahl-Hirschman Index.
Entropy, 2018

Risk management for international portfolios with basket options: A multi-stage stochastic programming approach.
J. Systems Science & Complexity, 2015

A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution.
Annals OR, 2015

Credit Scoring Model Hybridizing Artificial Intelligence with Logistic Regression.
JNW, 2013

Orthogonal support vector machine for credit scoring.
Eng. Appl. of AI, 2013

Options strategies for international portfolios with overall risk management via multi-stage stochastic programming.
Annals OR, 2013

Knightian Uncertainty Based Option Pricing with Jump Volatility.
Proceedings of the Nonlinear Mathematics for Uncertainty and its Applications, 2011

Internet Bidding and Procurement in Chinese Military Industry Enterprises.
Proceedings of the International Conference on E-Business and E-Government, 2010

The Analysis and Selection of Issuing Modules of Catastrophe Bond for China.
Proceedings of the International Conference on E-Business and E-Government, 2010

The Founder's Choice between Democracy and Autocracy in Corporate Governance.
Proceedings of the International Conference on E-Business and E-Government, 2010

The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty.
Proceedings of the Sixth International Conference on Fuzzy Systems and Knowledge Discovery, 2009

European option pricing and hedges under heterogeneity with λ-fuzzy measures and choquet intergral.
Proceedings of the FUZZ-IEEE 2008, 2008

A Nonparametric Approach to Pricing Convertible Bond via Neural Network.
Proceedings of the 8th ACIS International Conference on Software Engineering, 2007

Black-Scholes versus Artificial Neural Networks in Pricing Call Warrants: the Case of China Market.
Proceedings of the Third International Conference on Natural Computation, 2007

Multi-objective Optimal Public Investment: An Extended Model and Genetic Algorithm-Based Case Study.
Proceedings of the Adaptive and Natural Computing Algorithms, 8th International Conference, 2007

A Genetic Algorithm-Based Double-Objective Multi-constraint Optimal Cross-Region Cross-Sector Public Investment Model.
Proceedings of the Advances in Natural Computation, Second International Conference, 2006

The Generalization of lambda-Fuzzy Measures with Application to the Fuzzy Option.
Proceedings of the Fuzzy Systems and Knowledge Discovery, Third International Conference, 2006