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Journal Articles
- 2020
[j6]Aifan Ling
, Jie Sun, Meihua Wang:
Robust multi-period portfolio selection based on downside risk with asymmetrically distributed uncertainty set. Eur. J. Oper. Res. 285(1): 81-95 (2020)- 2017
- [j5]Ai-Fan Ling, Jie Sun, Naihua Xiu, Xiaoguang Yang:
Robust two-stage stochastic linear optimization with risk aversion. Eur. J. Oper. Res. 256(1): 215-229 (2017) - 2016
- [j4]Ai-fan Ling:
An inexact non-interior continuation method for semidefinite programming: convergence analysis and numerical results. Numer. Algorithms 73(1): 219-244 (2016) - 2012
- [j3]Ai-fan Ling, Cheng-Xian Xu:
Robust portfolio selection involving options under a " marginal+joint " ellipsoidal uncertainty set. J. Comput. Appl. Math. 236(14): 3373-3393 (2012) - [j2]Ai-fan Ling, Cheng-Xian Xu:
A new discrete filled function method for solving large scale max-cut problems. Numer. Algorithms 60(3): 435-461 (2012) - 2009
- [j1]Ai-Fan Ling, Cheng-Xian Xu, Feng-Min Xu:
A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems. Eur. J. Oper. Res. 197(2): 519-531 (2009)
Conference and Workshop Papers
- 2023
- [c2]Bingqing Shen, Yuxin Zeng, Linjing Cai, Aifan Ling, Jingzhi Guo, Lihong Jiang:
Online Investment Protection through Efficient Loan Exchange. ICEBE 2023: 31-38 - 2009
- [c1]Ai-fan Ling:
Approximation Algorithms for Max 3-Section Using Complex Semidefinite Programming Relaxation. COCOA 2009: 219-230
Coauthor Index
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