Jing-Rung Yu

Publication Activity (10 Years)

Years Active: 1999-2023
Publications (10 Years): 5

Top Topics

Transaction Costs

Diffusion Models

Robust Optimization

Top Venues

Comput. Ind. Eng.

Appl. Soft Comput.

Comput. Oper. Res.

Int. J. Fuzzy Syst.

Publications

Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee
An omega portfolio model with dynamic return thresholds. Int. Trans. Oper. Res. 30 (5) (2023)
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Tsao-Yuan Chuang
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models. Comput. Oper. Res. 104 (2019)
Jing-Rung Yu, Wan-Jiun Paul Chiou, Renting Liu
Incorporating transaction costs, weighting management, and floating required return in robust portfolios. Comput. Ind. Eng. 109 (2017)
Jing-Rung Yu, Wan-Jiun Paul Chiou, Wen-Yi Lee, Kai-Cheng Yu
Does entropy model with return forecasting enhance portfolio performance? Comput. Ind. Eng. 114 (2017)
Jing-Rung Yu, Fang-Mei Tseng
Fuzzy Piecewise Logistic Growth Model for Innovation Diffusion: A Case Study of the TV Industry. Int. J. Fuzzy Syst. 18 (3) (2016)
Jing-Rung Yu, Wan-Jiun Paul Chiou, Da-Ren Mu
A linearized value-at-risk model with transaction costs and short selling. Eur. J. Oper. Res. 247 (3) (2015)
Jing-Rung Yu, Wen-Yi Lee, Wan-Jiun Paul Chiou
Diversified portfolios with different entropy measures. Appl. Math. Comput. 241 (2014)
Fang-Mei Tseng, Jing-Rung Yu
A two stage fuzzy piecewise logistic model for penetration forecasting. Appl. Soft Comput. 21 (2014)
Jing-Rung Yu, Wei-Yuan Shing
Fuzzy analytic hierarchy process and analytic network process: An integrated fuzzy logarithmic preference programming. Appl. Soft Comput. 13 (4) (2013)
Jing-Rung Yu, You Wei Dong, Yi Hsuan Chang, Fang-Mei Tseng
Comparison of innovation diffusion models: A case study on the DRAM industry. FUZZ-IEEE (2012)
Jing-Rung Yu, Wen-Yi Lee
Portfolio rebalancing model using multiple criteria. Eur. J. Oper. Res. 209 (2) (2011)
Jing-Rung Yu, Chien-Wei Lee
Piecewise regression for fuzzy input-output data with automatic change-point detection by quadratic programming. Appl. Soft Comput. 10 (1) (2010)
Yuh-Jiuan Tsay, Tain-Jung Hsu, Jing-Rung Yu
FIUT: A new method for mining frequent itemsets. Inf. Sci. 179 (11) (2009)
Jing-Rung Yu, Gwo-Hshiung Tzeng
Fuzzy Multiple Objective Programming in an Interval Piecewise Regression Model. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 17 (3) (2009)
Jing-Rung Yu, Chao-Chia Tsai
A decision framework for supplier rating and purchase allocation: A case in the semiconductor industry. Comput. Ind. Eng. 55 (3) (2008)
Jing-Rung Yu, Sheu-Ji Cheng
An integrated approach for deriving priorities in analytic network process. Eur. J. Oper. Res. 180 (3) (2007)
Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li
Interval Piecewise Regression Model with Automatic Change-point Detection by Quadratic Programming. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 13 (3) (2005)
Jing-Rung Yu, Yen-Chen Tzeng, Gwo-Hshiung Tzeng, Tzu-Yi Yu, Her-Jiun Sheu
A Fuzzy Multiple Objective Programming To Dea With Imprecise Data. Int. J. Uncertain. Fuzziness Knowl. Based Syst. 12 (5) (2004)
Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li
General fuzzy piecewise regression analysis with automatic change-point detection. Fuzzy Sets Syst. 119 (2) (2001)
Han-Lin Li, Jing-Rung Yu
A piecewise regression analysis with automatic change-point detection. Intell. Data Anal. 3 (1) (1999)
Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li
A general piecewise necessity regression analysis based on linear programming. Fuzzy Sets Syst. 105 (3) (1999)