According to our database1, Zhiping Chen authored at least 38 papers between 2004 and 2019.
Legend:Book In proceedings Article PhD thesis Other
Non-negative and local sparse coding based on l2-norm and Hessian regularization.
Inf. Sci., 2019
A novel privacy- and integrity-preserving approach for multidimensional data range queries in two-tiered wireless sensor networks.
Stability Analysis of Optimization Problems with kth order stochastic and distributionally robust dominance constraints induced by full random recourse.
SIAM Journal on Optimization, 2018
A New Strategy for Extracting ENSO Related Signals in the Troposphere and Lower Stratosphere from GNSS RO Specific Humidity Observations.
Remote Sensing, 2018
Quantitative stability of multistage stochastic programs via calm modifications.
Oper. Res. Lett., 2018
Data-Driven Robust Chance Constrained Problems: A Mixture Model Approach.
J. Optimization Theory and Applications, 2018
Time consistent multi-period robust risk measures and portfolio selection models with regime-switching.
European Journal of Operational Research, 2018
Scenario tree reduction methods through clustering nodes.
Computers & Chemical Engineering, 2018
Dynamic network DEA approach with diversification to multi-period performance evaluation of funds.
OR Spectrum, 2017
A directional distance based super-efficiency DEA model handling negative data.
Stochastic geometric optimization with joint probabilistic constraints.
Oper. Res. Lett., 2016
An equitable DEA-based approach for assigning fixed resources along with targets.
Stochastic geometric programming with joint probabilistic constraints.
Electronic Notes in Discrete Mathematics, 2016
An iterative method for determining weights in cross efficiency evaluation.
Computers & Industrial Engineering, 2016
Quantitative stability of full random two-stage stochastic programs with recourse.
Optimization Letters, 2015
Super-efficiency measurement under variable return to scale: an approach based on a new directional distance function.
Research and application of Jinggangshan geological disaster prevention system based on wireless sensor network system.
Proceedings of the 23rd International Conference on Geoinformatics, 2015
Continuity and stability of fully random two-stage stochastic programs with mixed-integer recourse.
Optimization Letters, 2014
Regime-dependent Robust Risk Measures with Application in Portfolio Selection.
Proceedings of the Second International Conference on Information Technology and Quantitative Management, 2014
LTE physical layer implementation based on GPP multi-core parallel processing and USRP platform.
Proceedings of the 9th International Conference on Communications and Networking in China, 2014
Tail nonlinearly transformed risk measure and its application.
OR Spectrum, 2012
Dynamic portfolio optimization under multi-factor model in stochastic markets.
OR Spectrum, 2012
Quantitative stability of mixed-integer two-stage quadratic stochastic programs.
Math. Meth. of OR, 2012
The quasi-arithmetic intuitionistic fuzzy OWA operators.
Knowl.-Based Syst., 2012
Scenario tree generation approaches using K-means and LP moment matching methods.
J. Computational Applied Mathematics, 2012
New aggregation operators based on the Choquet integral and 2-tuple linguistic information.
Expert Syst. Appl., 2012
A new multiple criteria decision making method based on intuitionistic fuzzy information.
Expert Syst. Appl., 2012
Postoptimality for mean-risk stochastic mixed-integer programs and its application.
Math. Meth. of OR, 2011
An MAGDM based on constrained FAHP and FTOPSIS and its application to supplier selection.
Mathematical and Computer Modelling, 2011
New DEA Performance Evaluation Indices and their Applications in the American Fund Market.
A Chance-Constrained Portfolio Selection Problem under T-Distribution.
Mutual fund performance evaluation using data envelopment analysis with new risk measures.
OR Spectrum, 2006
A preprocess algorithm of filtering irrelevant information based on the minimum class difference.
Knowl.-Based Syst., 2006
Multiperiod consumption and portfolio decisions under the multivariate GARCH model with transaction costs and CVaR-based risk control.
OR Spectrum, 2005
Optimal consumption and investment problems under GARCH with transaction costs.
Math. Meth. of OR, 2005
Using Query Expansion and Classification for Information Retrieval.
Proceedings of the 2005 International Conference on Semantics, 2005
Two-Level Classification Based on KNN.
Proceedings of the iiWAS'2005, 2005
Existence, uniqueness, and Determinacy of a Nonnegative equilibrium Price Vector in Asset Markets with General Utility Functions and an elliptical Distribution.