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ORCIDXiangyu Cui
This is just a disambiguation page, and is not intended to be the bibliography of an actual person. Any publication listed on this page has not been assigned to an actual author yet. If you know the true author of one of the publications listed below, you are welcome to contact us.
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2020 – today
- 2024
[j22]Xiangyu Cui
, Ki-Hong Park, Mohamed-Slim Alouini:
Effect of Random Misalignment in the Capacity of Millimeter-Wave OAM. IEEE Open J. Commun. Soc. 5: 1141-1154 (2024)- [j21]Xiangyu Cui, Jianjun Gao, Lingjie Kong, Yun Shi:
Limited Attention Allocation in a Stochastic Linear Quadratic System With Multiplicative Noise. IEEE Trans. Autom. Control. 69(12): 8798-8803 (2024) - 2023
- [j20]Yun Shi, Nicholas G. Hall, Xiangyu Cui:
Work More Tomorrow: Resolving Present Bias in Project Management. Oper. Res. 71(1): 314-340 (2023) - [j19]Yun Shi, Xiangyu Cui, Xun Yu Zhou:
Beta and Coskewness Pricing: Perspective from Probability Weighting. Oper. Res. 71(2): 776-790 (2023) - [j18]Yun Shi, Duan Li, Xiangyu Cui:
Time consistent in efficiency dynamic mean-variance policy. J. Oper. Res. Soc. 74(1): 195-208 (2023) - [j17]Xiangyu Cui, Duan Li, Yun Shi, Mingjia Zhu:
Hybrid strategy in multiperiod mean-variance framework. Optim. Lett. 17(2): 493-509 (2023) - [j16]Yun Shi, Duan Li, Xiangyu Cui:
The self-coordination mean-variance strategy in continuous time. RAIRO Oper. Res. 57(6): 3073-3092 (2023) - [i1]Xiangyu Cui, Xun Li, Yun Shi, Si Zhao:
Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning. CoRR abs/2312.15385 (2023) - 2021
- [j15]Zhenbin Chen, Weiya Cui, Xiangyu Cui, Huimin Qiao, Hao Lu, Na Qiu:
A New Method of Insulation Detection on Electric Vehicles Based on a Variable Forgetting Factor Recursive Least Squares Algorithm. IEEE Access 9: 73590-73607 (2021) - [j14]Xiangyu Cui, Jianjun Gao, Yun Shi:
Multi-period mean-variance portfolio optimization with management fees. Oper. Res. 21(2): 1333-1354 (2021) - 2020
- [j13]Xiangyu Cui, Xun Li, Lanzhi Yang:
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem. Oper. Res. Lett. 48(6): 693-696 (2020) - [j12]Zhicheng He, Ziming Yang, Xiangyu Cui, Eric Li:
A Method of State-of-Charge Estimation for EV Power Lithium-Ion Battery Using a Novel Adaptive Extended Kalman Filter. IEEE Trans. Veh. Technol. 69(12): 14618-14630 (2020)
2010 – 2019
- 2019
- [j11]Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu:
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. Eur. J. Oper. Res. 276(2): 781-789 (2019) - 2018
- [j10]Xiangyu Cui, Xun Li, Xianping Wu, Lan Yi:
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time. J. Oper. Res. Soc. 69(4): 487-499 (2018) - 2017
- [j9]Xiangyu Cui, Xun Li, Duan Li, Yun Shi:
Time consistent behavioral portfolio policy for dynamic mean-variance formulation. J. Oper. Res. Soc. 68(12): 1647-1660 (2017) - [j8]Yun Shi, Xun Li, Xiangyu Cui:
Better than pre-committed optimal mean-variance policy in a jump diffusion market. Math. Methods Oper. Res. 85(3): 327-347 (2017) - 2016
- [j7]Xiangyu Cui, Lu Xu, Yan Zeng:
Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion. Optim. Lett. 10(8): 1681-1691 (2016) - 2015
- [j6]Jianjun Gao, Duan Li, Xiangyu Cui, Shouyang Wang:
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach. Autom. 54: 91-99 (2015) - [j5]Yun Shi, Xiangyu Cui, Jing Yao, Duan Li:
Dynamic Trading with Reference Point Adaptation and Loss Aversion. Oper. Res. 63(4): 789-806 (2015) - [j4]Xiangyu Cui, Duan Li, Jiaan Yan:
Classical mean-variance model revisited: pseudo efficiency. J. Oper. Res. Soc. 66(10): 1646-1655 (2015) - [c2]Yun Shi, Duan Li, Xiangyu Cui:
Behavioral Portfolio Optimization with Social Reference Point. MCO (1) 2015: 269-280 - [c1]Xiangyu Cui, Yun Shi:
Multiperiod Mean-CVaR Portfolio Selection. MCO (1) 2015: 293-304 - 2014
- [j3]Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li:
Optimal multi-period mean-variance policy under no-shorting constraint. Eur. J. Oper. Res. 234(2): 459-468 (2014) - [j2]Lan Yi, Xianping Wu, Xun Li, Xiangyu Cui:
A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time. Oper. Res. Lett. 42(8): 489-494 (2014) - [j1]Xiangyu Cui, Xun Li, Duan Li:
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection. IEEE Trans. Autom. Control. 59(7): 1833-1844 (2014)
Coauthor Index
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