Hailiang Yang

Publication Activity (10 Years)

Years Active: 1995-2023
Publications (10 Years): 21

Top Topics

Asset Allocation

Diffusion Model

Investment Strategies

Chinese Character Recognition

Top Venues

J. Comput. Appl. Math.

Eur. J. Oper. Res.

IEEE Internet Things J.

Publications

Rukhsana Ruby, Hailiang Yang, Felipe A. P. de Figueiredo, Thien Huynh-The, Kaishun Wu
Energy-Efficient Multiprocessor-Based Computation and Communication Resource Allocation in Two-Tier Federated Learning Networks. IEEE Internet Things J. 10 (7) (2023)
Rukhsana Ruby, Hailiang Yang, Kaishun Wu
Anti-Jamming Strategy for Federated Learning in Internet of Medical Things: A Game Approach. IEEE J. Biomed. Health Informatics 27 (2) (2023)
Hailiang Yang, Rukhsana Ruby, Quoc-Viet Pham, Kaishun Wu
Aiding a Disaster Spot via Multi-UAV-Based IoT Networks: Energy and Mission Completion Time-Aware Trajectory Optimization. IEEE Internet Things J. 9 (8) (2022)
Rukhsana Ruby, Hailiang Yang, Kaishun Wu
Anti-Jamming in Federated Learning Networks under Uncertainty in Jamming Channels. ICC (2022)
Hailiang Yang, Li Teng, Junrui Liang
A Battery-free Pavement Roughness Estimation System Based on Kinetic Energy Harvesting. ISCAS (2022)
Hailiang Yang, Rukhsana Ruby, Kaishun Wu
Delay performance of priority-queue equipped UAV-based mobile relay networks: Exploring the impact of trajectories. Comput. Networks 210 (2022)
Xiaolong Li, Yifan Shi, Sheung Chi Phillip Yam, Hailiang Yang
Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions. SIAM J. Sci. Comput. 43 (3) (2021)
Rukhsana Ruby, Hailiang Yang, Quoc-Viet Pham, Kaishun Wu
Delay Performance of UAV-Based Buffer-Aided Relay Networks under Bursty Traffic: Mobile or Static? WOWMOM (2021)
Jinxia Zhu, Tak Kuen Siu, Hailiang Yang
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences. Eur. J. Oper. Res. 285 (1) (2020)
Zhuo Jin, Guo Liu, Hailiang Yang
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Eur. J. Oper. Res. 280 (3) (2020)
Songhua Xie, Hailiang Yang, Hui Nie
Design of Chinese Character Recognition Based on AlexNet Convolution Neural Network. AIPR (2020)
Lu Wang, Hailiang Yang, Xiaoke Qi, Jun Xu, Kaishun Wu
iCast: Fine-Grained Wireless Video Streaming Over Internet of Intelligent Vehicles. IEEE Internet Things J. 6 (1) (2019)
Tak Kuen Siu, Jinxia Zhu, Hailiang Yang
A martingale approach for asset allocation with derivative security and hidden economic risk. J. Appl. Probab. 56 (3) (2019)
Lu Wang, Hailiang Yang, Jinfeng Long, Kaishun Wu, Jiming Chen
Enabling Ultra-Dense UAV-Aided Network with Overlapped Spectrum Sharing: Potential and Approaches. IEEE Netw. 32 (5) (2018)
Rukhsana Ruby, Shuxin Zhong, Hailiang Yang, Kaishun Wu
Enhanced Uplink Resource Allocation in Non-Orthogonal Multiple Access Systems. IEEE Trans. Wirel. Commun. 17 (3) (2018)
Rukhsana Ruby, Shuxin Zhong, Hailiang Yang, Kaishun Wu
Enhanced Uplink Resource Allocation in Non-Orthogonal Multiple Access Systems. CoRR (2017)
Hui Meng, Tak Kuen Siu, Hailiang Yang
A note on optimal insurance risk control with multiple reinsurers. J. Comput. Appl. Math. 319 (2017)
Fenglong Guo, Dingcheng Wang, Hailiang Yang
Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns. J. Comput. Appl. Math. 325 (2017)
Jae-Kyung Woo, Ran Xu, Hailiang Yang
Gerber-Shiu analysis with two-sided acceptable levels. J. Comput. Appl. Math. 321 (2017)
Hui Meng, Tak Kuen Siu, Hailiang Yang
Optimal insurance risk control with multiple reinsurers. J. Comput. Appl. Math. 306 (2016)
Sheung Chi Phillip Yam, Hailiang Yang, Fei Lung Yuen
Optimal asset allocation: Risk and information uncertainty. Eur. J. Oper. Res. 251 (2) (2016)
Kwok-Wing Chau, Sheung Chi Phillip Yam, Hailiang Yang
Fourier-cosine method for ruin probabilities. J. Comput. Appl. Math. 281 (2015)
Jun Cai, Hailiang Yang
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. Ann. Oper. Res. 212 (1) (2014)
Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam, Hailiang Yang
A class of non-zero-sum stochastic differential investment and reinsurance games. Autom. 50 (8) (2014)
Lin Xu, Hailiang Yang, Rongming Wang
Cox risk model with variable premium rate and stochastic return on investment. J. Comput. Appl. Math. 256 (2014)
Jun Fu, Jiaqin Wei, Hailiang Yang
Portfolio optimization in a regime-switching market with derivatives. Eur. J. Oper. Res. 233 (1) (2014)
Zhuo Jin, Hailiang Yang, Gang George Yin
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Autom. 49 (8) (2013)
Zhong Zhao, Feng Song, Hailiang Yang
Model predictive controller performance monitoring based on impulse response identification. ASCC (2013)
Fei Lung Yuen, Tak Kuen Siu, Hailiang Yang
Option valuation by a self-exciting threshold binomial model. Math. Comput. Model. 58 (1-2) (2013)
Jun Fu, Hailiang Yang
Equilibruim approach of asset pricing under Lévy process. Eur. J. Oper. Res. 223 (3) (2012)
Fei Lung Yuen, Hailiang Yang
Optimal Asset Allocation: A Worst Scenario Expectation Approach. J. Optim. Theory Appl. 153 (3) (2012)
Hailiang Yang
The interplay between finance and actuarial science. Risk Decis. Anal. 3 (1-2) (2012)
Jun Fu, Hailiang Yang
Elasticity approach to asset allocation in discrete time. Risk Decis. Anal. 3 (1-2) (2012)
Dingjun Yao, Hailiang Yang, Rongming Wang
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs. Eur. J. Oper. Res. 211 (3) (2011)
Jiaqin Wei, Hailiang Yang, Rongming Wang
Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching. J. Optim. Theory Appl. 147 (2) (2010)
Fei Lung Yuen, Hailiang Yang
Option pricing with regime switching by trinomial tree method. J. Comput. Appl. Math. 233 (8) (2010)
Robert J. Elliott, Tak Kuen Siu, Hailiang Yang
Filtering a Markov Modulated Random Measure. IEEE Trans. Autom. Control. 55 (1) (2010)
Sen Zhang, Jinsong Tang, Ming Chen, San-wen Zhu, Hailiang Yang
Image Autocoregistration and Interferogram Estimation Using Extended COMET-EXIP Method. IEEE Trans. Geosci. Remote. Sens. 48 (12) (2010)
Ming Chen, Hailiang Yang, Jinsong Tang
A Fast Algorithm of SAS Raw Signal Simulation Based on Point Scatterer Model. CSIE (6) (2009)
Robert J. Elliott, Tak Kuen Siu, Hailiang Yang
Insurance Claims Modulated by a Hidden Marked Point Process. ACC (2007)
Hailiang Yang, Lihong Zhang
Ruin problems for a discrete time risk model with random interest rate. Math. Methods Oper. Res. 63 (2) (2006)
Xiaotie Deng, Zhongfei Li, Shouyang Wang, Hailiang Yang
Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions. Ann. Oper. Res. 133 (1-4) (2005)
El Kébir Boukas, Hailiang Yang
Exponential stabilizability of stochastic systems with Markovian jumping parameters. Autom. 35 (8) (1999)
El Kébir Boukas, Hailiang Yang
Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters. Control of Distributed Parameter and Stochastic Systems (1998)
El Kébir Boukas, Andrzej Swierniak, Krzysztof Simek, Hailiang Yang
Robust stabilization and guaranteed cost control of large scale linear systems with jumps. Kybernetika 33 (1) (1997)
El-Kébir Boukas, Hailiang Yang
Optimal control of manufacturing flow and preventive maintenance. IEEE Trans. Autom. Control. 41 (6) (1996)
El Kébir Boukas, Hailiang Yang
Stability of discrete-time linear systems with Markovian jumping parameters. Math. Control. Signals Syst. 8 (4) (1995)