We stand with Ukraine

We stand with Ukraine

Xiangyu Cui

This page is a disambiguation page, it actually contains mutiple papers from persons of the same or a similar name.

Bibliography

2026

LTTS-GAN: A long-term time series generative adversarial network.

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Signal Process., 2026

2025

Channel Capacity Saturation Point and Beamforming Acceleration for Near-Field XL-MIMO Multiuser Communications.

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Mohamed-Slim Alouini

CoRR, March, 2025

Near-Field Analysis of Extremely Large-Scale MIMO: Power, Correlation, and User Selection.

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Mohamed-Slim Alouini

IEEE Open J. Commun. Soc., 2025

Decision Making Under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers.

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INFORMS J. Comput., 2025

2024

Limited Attention Allocation in a Stochastic Linear Quadratic System With Multiplicative Noise.

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IEEE Trans. Autom. Control., December, 2024

Effect of Random Misalignment in the Capacity of Millimeter-Wave OAM.

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Mohamed-Slim Alouini

IEEE Open J. Commun. Soc., 2024

Dual Core Portfolio Strategy: A Deep RL & Multi-Agent Portfolio Strategy.

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Zhengyong Jiang

Proceedings of the International Conference on Mathematics and Machine Learning, 2024

2023

The self-coordination mean-variance strategy in continuous time.

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RAIRO Oper. Res., November, 2023

Hybrid strategy in multiperiod mean-variance framework.

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Optim. Lett., March, 2023

Beta and Coskewness Pricing: Perspective from Probability Weighting.

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Oper. Res., March, 2023

Time consistent in efficiency dynamic mean-variance policy.

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J. Oper. Res. Soc., January, 2023

Work More Tomorrow: Resolving Present Bias in Project Management.

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Nicholas G. Hall

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Oper. Res., January, 2023

Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning.

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CoRR, 2023

2021

Multi-period mean-variance portfolio optimization with management fees.

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Oper. Res., 2021

A New Method of Insulation Detection on Electric Vehicles Based on a Variable Forgetting Factor Recursive Least Squares Algorithm.

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IEEE Access, 2021

2020

A Method of State-of-Charge Estimation for EV Power Lithium-Ion Battery Using a Novel Adaptive Extended Kalman Filter.

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IEEE Trans. Veh. Technol., 2020

Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem.

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Oper. Res. Lett., 2020

2019

Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection.

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Eur. J. Oper. Res., 2019

2018

A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time.

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J. Oper. Res. Soc., 2018

2017

Better than pre-committed optimal mean-variance policy in a jump diffusion market.

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Math. Methods Oper. Res., 2017

Time consistent behavioral portfolio policy for dynamic mean-variance formulation.

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J. Oper. Res. Soc., 2017

2016

Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion.

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Optim. Lett., 2016

2015

Classical mean-variance model revisited: pseudo efficiency.

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J. Oper. Res. Soc., 2015

Dynamic Trading with Reference Point Adaptation and Loss Aversion.

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Oper. Res., 2015

Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach.

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Autom., 2015

Behavioral Portfolio Optimization with Social Reference Point.

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Proceedings of the Modelling, Computation and Optimization in Information Systems and Management Sciences - Proceedings of the 3rd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences, 2015

Multiperiod Mean-CVaR Portfolio Selection.

[BibT_eX]

[DOI]

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Proceedings of the Modelling, Computation and Optimization in Information Systems and Management Sciences - Proceedings of the 3rd International Conference on Modelling, Computation and Optimization in Information Systems and Management Sciences, 2015

2014

Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection.

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IEEE Trans. Autom. Control., 2014

A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time.

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Oper. Res. Lett., 2014

Optimal multi-period mean-variance policy under no-shorting constraint.

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Eur. J. Oper. Res., 2014

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