Yuying Li

Orcid: 0000-0001-9423-7313

Affiliations:
  • University of Waterloo, Cheriton School of Computer Science, ON, Canada
  • Cornell University, Computer Science Department, USA (1988-2005)


According to our database1, Yuying Li authored at least 29 papers between 1992 and 2024.

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

Timeline

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Bibliography

2024
Across-time risk-aware strategies for outperforming a benchmark.
Eur. J. Oper. Res., March, 2024

2023
Beating a Benchmark: Dynamic Programming May Not Be the Right Numerical Approach.
SIAM J. Financial Math., June, 2023

Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach.
CoRR, 2023

2021
Regime switching model estimation: spectral clustering hidden Markov model.
Ann. Oper. Res., 2021

2020
Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection.
Int. J. Data Sci. Anal., 2020

2018
Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking.
Data Min. Knowl. Discov., 2018

Solving Separable Nonsmooth Problems Using Frank-Wolfe with Uniform Affine Approximations.
Proceedings of the Twenty-Seventh International Joint Conference on Artificial Intelligence, 2018

2017
Self-training with adaptive regularization for S3VM.
Proceedings of the 2017 International Joint Conference on Neural Networks, 2017

Projection Free Rank-Drop Steps.
Proceedings of the Twenty-Sixth International Joint Conference on Artificial Intelligence, 2017

2016
Convergence of the embedded mean-variance optimal points with discrete sampling.
Numerische Mathematik, 2016

Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy.
Ann. Oper. Res., 2016

2015
RankRC: Large-Scale Nonlinear Rare Class Ranking.
IEEE Trans. Knowl. Data Eng., 2015

2014
Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization.
SIAM J. Control. Optim., 2014

Primal explicit max margin feature selection for nonlinear support vector machines.
Pattern Recognit., 2014

2013
Regularized robust optimization: the optimal portfolio execution case.
Comput. Optim. Appl., 2013

Stable local volatility function calibration using spline kernel.
Comput. Optim. Appl., 2013

2012
Hierarchical Double Dirichlet Process Mixture of Gaussian Processes.
Proceedings of the Twenty-Sixth AAAI Conference on Artificial Intelligence, 2012

2010
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters.
SIAM J. Optim., 2010

2009
Estimating a Hedge Fund Return Model Based on a Small Number of Samples.
INFOR Inf. Syst. Oper. Res., 2009

2003
Hedging a portfolio of derivatives by modeling cost.
Proceedings of the 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, 2003

2001
Segmentation of Pulmonary Nodule Images Using 1-Norm Minimization.
Comput. Optim. Appl., 2001

2000
A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints.
Math. Program., 2000

1999
A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems.
SIAM J. Sci. Comput., 1999

1998
A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum of Euclidean Distances.
Comput. Optim. Appl., 1998

1996
A computational algorithm for minimizing total variation in image restoration.
IEEE Trans. Image Process., 1996

A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables.
SIAM J. Optim., 1996

An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds.
SIAM J. Optim., 1996

1994
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds.
Math. Program., 1994

1992
A globally and quadratically convergent affine scaling method for linear l<sub>1</sub> problems.
Math. Program., 1992


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