An empirical comparison between nonlinear programming optimization and simulated annealing (SA) algorithm under a higher moments Bayesian portfolio selection framework. - Jingjing Lu; Merrill W. Liechty (WSC, 2007)

Multivariate sufficient statistics using Kronecker products. - Merrill W. Liechty; Matthew M. Tibbits (Stat. Comput., 2010)

A fuzzy multi-criteria group decision making method for individual research output evaluation with maximum consensus. - Zongmin Li; Merrill W. Liechty; Jiuping Xu; Benjamin Lev (Knowl. Based Syst., 2014)