Jingnan Chen

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 8

Top Topics

Evaluation Method

Portfolio Optimization

Top Venues

Eur. J. Oper. Res.

Ann. Oper. Res.

Asia Pac. J. Oper. Res.

Publications

Yaqiong Guo, Jingnan Chen, Zichao Xu
Android Application Reinforcement Method Based on 5G Terminal Device. IDS (2024)
Chanaka Edirisinghe, Jingnan Chen, Jaehwan Jeong
Optimal Leveraged Portfolio Selection Under Quasi-Elastic Market Impact. Oper. Res. 71 (5) (2023)
Ning Zhang, Jingnan Chen, Gengling Dai
Portfolio Selection with Regularization. Asia Pac. J. Oper. Res. 39 (2) (2022)
Chanaka Edirisinghe, Jaehwan Jeong, Jingnan Chen
Optimal portfolio deleveraging under market impact and margin restrictions. Eur. J. Oper. Res. 294 (2) (2021)
Jingnan Chen, Gengling Dai, Ning Zhang
An application of sparse-group lasso regularization to equity portfolio optimization and sector selection. Ann. Oper. Res. 284 (1) (2020)
Chuyang Ye, Xiuli Li, Jingnan Chen
A deep network for tissue microstructure estimation using modified LSTM units. Medical Image Anal. 55 (2019)
Maomao Hou, Zhiyuan Lin, Jingnan Chen, Yaming Zhai, Qiu Jin, Fenglin Zhong
Optimization on theBuried Depth of Subsurface Drainage under Greenhouse Condition Based on Entropy Evaluation Method. Entropy 20 (11) (2018)
Jingnan Chen, Liming Feng, Jiming Peng
Optimal deleveraging with nonlinear temporary price impact. Eur. J. Oper. Res. 244 (1) (2015)
Jingnan Chen, Liming Feng, Jiming Peng, Yinyu Ye
Analytical Results and Efficient Algorithm for Optimal Portfolio Deleveraging with Market Impact. Oper. Res. 62 (1) (2014)