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Ben-Zhang Yang
Publication Activity (10 Years)
Years Active: 2016-2020
Publications (10 Years): 3
Top Topics
Robust Optimization
Stochastic Programming
Chance Constrained
Stock Price
Top Venues
FSDM
J. Optim. Theory Appl.
Appl. Math. Comput.
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Publications
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Ben-Zhang Yang
,
Xiaoping Lu
,
Guiyuan Ma
,
Song-Ping Zhu
Robust Portfolio Optimization with Multi-Factor Stochastic Volatility.
J. Optim. Theory Appl.
186 (1) (2020)
Ben-Zhang Yang
,
Jia Yue
,
Ming-hui Wang
,
Nan-Jing Huang
Volatility swaps valuation under stochastic volatility with jumps and stochastic intensity.
Appl. Math. Comput.
355 (2019)
Ben-Zhang Yang
,
Yi-bin Xiao
,
Nan-Jing Huang
,
Qi-Lin Cao
Chance Constrained Twin Support Vector Machine for Uncertain Pattern Classification.
FSDM
(2016)