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Wei Liu

Orcid: 0000-0002-9524-4360

Affiliations:
  • Beijing Normal University, School of Applied Mathematics, Zhuhai, China


According to our database1, Wei Liu authored at least 4 papers between 2021 and 2023.

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

Timeline

Legend:

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Article 
PhD thesis 
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Links

Online presence:

On csauthors.net:

Bibliography

2023
Distributionally Robust Optimization Based on Kernel Density Estimation and Mean-Entropic Value-at-Risk.
[BibTeX]
[DOI]
Wei Liu
,
Li Yang
,
Bo Yu
INFORMS J. Optim., January, 2023

2022
Worst-Case Higher Moment Coherent Risk Based on Optimal Transport with Application to Distributionally Robust Portfolio Optimization.
[BibTeX]
[DOI]
Wei Liu
,
Yang Liu
Symmetry, 2022

Kernel density estimation based distributionally robust mean-CVaR portfolio optimization.
[BibTeX]
[DOI]
Wei Liu
,
Li Yang
,
Bo Yu
J. Glob. Optim., 2022

2021
KDE distributionally robust portfolio optimization with higher moment coherent risk.
[BibTeX]
[DOI]
Wei Liu
,
Li Yang
,
Bo Yu
Ann. Oper. Res., 2021


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