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Self-adaptive support vector machines: modelling and experiments
Du, Peng
;
Peng, Jiming
;
Terlaky, Tamás
- In:
Computational Management Science : CMS
6
(
2009
)
1
,
pp. 41-51
Persistent link: https://www.econbiz.de/10003800309
Saved in:
2
Optimal deleveraging with nonlinear temporary price impact
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
- In:
European journal of operational research : EJOR
244
(
2015
)
1
,
pp. 240-247
Persistent link: https://www.econbiz.de/10010531946
Saved in:
3
New analysis on sparse solutions to random standard quadratic optimization problems and extensions
Chen, Xin
;
Peng, Jiming
- In:
Mathematics of operations research
40
(
2015
)
3
,
pp. 725-738
Persistent link: https://www.econbiz.de/10011338691
Saved in:
4
Analytical results and efficient algorithm for optimal portfolio deleveraging with market impact
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
;
Ye, Yinyu
- In:
Operations research
62
(
2014
)
1
,
pp. 195-206
Persistent link: https://www.econbiz.de/10010338535
Saved in:
5
Generalized median graphs and applications
Mukherjee, Lopamudra
;
Singh, Vikas
;
Peng, Jiming
;
Xu, Jinhui
- In:
Journal of combinatorial optimization
17
(
2009
)
1
,
pp. 21-44
Persistent link: https://www.econbiz.de/10009517532
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6
Complexity results and effective algorithms for worst-case linear optimization under uncertainties
Luo, Hezhi
;
Ding, Xiaodong
;
Peng, Jiming
;
Jiang, Rujun
; …
- In:
INFORMS journal on computing : JOC
33
(
2021
)
1
,
pp. 180-197
Persistent link: https://www.econbiz.de/10012496371
Saved in:
7
Vulnerability analysis of the financial network
Khabazian, Aein
;
Peng, Jiming
- In:
Management science : journal of the Institute for …
65
(
2019
)
7
,
pp. 3302-3321
Persistent link: https://www.econbiz.de/10012039993
Saved in:
8
Optimal portfolio execution with a Markov chain approximation approach
Chen, Jingnan
;
Feng, Liming
;
Peng, Jiming
;
Zhang, Yu
- In:
IMA journal of management mathematics
34
(
2023
)
1
,
pp. 165-186
Persistent link: https://www.econbiz.de/10013541854
Saved in:
9
Comments on: Recent progress on the cominatorial diameter of polytopes and simplicial complexes
Terlaky, Tamás
- In:
Top : transactions in operations research
21
(
2013
)
3
,
pp. 461-467
Persistent link: https://www.econbiz.de/10010194386
Saved in:
10
András Prékopa 1929-2016
Terlaky, Tamás
- In:
European journal of operational research : EJOR
258
(
2017
)
1
,
pp. 1
Persistent link: https://www.econbiz.de/10011641411
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