Xiangyu Cui

According to our database, Xiangyu Cui authored at least 24 papers between 2014 and 2024.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of four.

2024

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

Xiangyu Cui, Ki-Hong Park, Mohamed-Slim Alouini

IEEE Open J. Commun. Soc., 2024

2023

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

Yun Shi, Duan Li, Xiangyu Cui

RAIRO Oper. Res., November, 2023

Hybrid strategy in multiperiod mean-variance framework.

Xiangyu Cui, Duan Li, Yun Shi, Mingjia Zhu

Optim. Lett., March, 2023

Beta and Coskewness Pricing: Perspective from Probability Weighting.

Yun Shi, Xiangyu Cui, Xun Yu Zhou

Oper. Res., March, 2023

Time consistent in efficiency dynamic mean-variance policy.

Yun Shi, Duan Li, Xiangyu Cui

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

Work More Tomorrow: Resolving Present Bias in Project Management.

Yun Shi, Nicholas G. Hall, Xiangyu Cui

Oper. Res., January, 2023

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

Xiangyu Cui, Xun Li, Yun Shi, Si Zhao

CoRR, 2023

2021

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

Xiangyu Cui, Jianjun Gao, Yun Shi

Oper. Res., 2021

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

Zhenbin Chen, Weiya Cui, Xiangyu Cui, Huimin Qiao, Hao Lu, Na Qiu

IEEE Access, 2021

2020

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

Zhicheng He, Ziming Yang, Xiangyu Cui, Eric Li

IEEE Trans. Veh. Technol., 2020

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

Xiangyu Cui, Xun Li, Lanzhi Yang

Oper. Res. Lett., 2020

2019

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

Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu

Eur. J. Oper. Res., 2019

2018

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

Xiangyu Cui, Xun Li, Xianping Wu, Lan Yi

J. Oper. Res. Soc., 2018

2017

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

Yun Shi, Xun Li, Xiangyu Cui

Math. Methods Oper. Res., 2017

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

Xiangyu Cui, Xun Li, Duan Li, Yun Shi

J. Oper. Res. Soc., 2017

2016

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

Xiangyu Cui, Lu Xu, Yan Zeng

Optim. Lett., 2016

2015

Classical mean-variance model revisited: pseudo efficiency.

Xiangyu Cui, Duan Li, Jiaan Yan

J. Oper. Res. Soc., 2015

Dynamic Trading with Reference Point Adaptation and Loss Aversion.

Yun Shi, Xiangyu Cui, Jing Yao, Duan Li

Oper. Res., 2015

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

Jianjun Gao, Duan Li, Xiangyu Cui, Shouyang Wang

Autom., 2015

Behavioral Portfolio Optimization with Social Reference Point.

Yun Shi, Duan Li, Xiangyu Cui

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.

Xiangyu Cui, Yun Shi

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.

Xiangyu Cui, Xun Li, Duan Li

IEEE Trans. Autom. Control., 2014

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

Lan Yi, Xianping Wu, Xun Li, Xiangyu Cui

Oper. Res. Lett., 2014

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

Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li

Eur. J. Oper. Res., 2014