Lingfei Li

Publication Activity (10 Years)

Years Active: 2013-2024
Publications (10 Years): 22

Top Topics

Exponential Stability

Top Venues

Finance Stochastics

Oper. Res. Lett.

Eur. J. Oper. Res.

Appl. Math. Lett.

Publications

Lingfei Li, Xiaoyi Zhang, Xiuxiang Zhou
The Necessary and Sufficient Conditions of Exponential Stability for Heat and Wave Equations with Memory. J. Syst. Sci. Complex. 37 (3) (2024)
Xuefeng Gao, Lingfei Li, Xun Yu Zhou
Reinforcement Learning for Jump-Diffusions. CoRR (2024)
Shun Zhang, Yupeng Li, Xiao Wu, Zunheng Chu, Lingfei Li
MRG-T: Mask-Relation-Guided Transformer for Remote Vision-Based Pedestrian Attribute Recognition in Aerial Imagery. Remote. Sens. 16 (7) (2024)
Jie Chen, Lingfei Li
Data-driven hedging of stock index options via deep learning. Oper. Res. Lett. 51 (4) (2023)
Christian Meier, Lingfei Li, Gongqiu Zhang
Simulation of multidimensional diffusions with sticky boundaries via Markov chain approximation. Eur. J. Oper. Res. 305 (3) (2023)
Lingfei Li, Shun Zhang, Guanshu Ao, Zunheng Chu, Shaohui Mei
RGB-Infrared Paired-Images Generation Based on Feature Disentangle and Cross-Modality Reconstruction. IGARSS (2023)
Lingfei Li, Yongsheng Yan, Yingying Xie
Variable separation solution for an extended (3+1)-dimensional Boiti-Leon-Manna-Pempinelli equation. Appl. Math. Lett. 132 (2022)
Gongqiu Zhang, Lingfei Li
Analysis of Markov Chain Approximation for Diffusion Models with Nonsmooth Coefficients. SIAM J. Financial Math. 13 (3) (2022)
Yingying Xie, Lingfei Li
Multiple-order breathers for a generalized (3+1)-dimensional Kadomtsev-Petviashvili Benjamin-Bona-Mahony equation near the offshore structure. Math. Comput. Simul. 193 (2022)
Xiang Zhang, Lingfei Li, Gongqiu Zhang
Pricing American drawdown options under Markov models. Eur. J. Oper. Res. 293 (3) (2021)
Jiahang Yuan, Yun Li, Xinggang Luo, Lingfei Li, Zhongliang Zhang, Cunbin Li
Regional integrated energy system schemes selection based on risk expectation and Mahalanobis-Taguchi system. J. Intell. Fuzzy Syst. 40 (6) (2021)
Lingfei Li, Yingying Xie, Liquan Mei
Multiple-order rogue waves for the generalized (2+1)-dimensional Kadomtsev-Petviashvili equation. Appl. Math. Lett. 117 (2021)
Lingfei Li, Hang Gao
Approximate Controllability for Degenerate Heat Equation with Bilinear Control. J. Syst. Sci. Complex. 34 (2) (2021)
Wei Yang, Jian Liu, Lingfei Li, Qing Zhou, Lixia Ji
How Could Policies Facilitate Digital Transformation of Innovation Ecosystem: A Multiagent Model. Complex. 2021 (2021)
Lingfei Li, Qing Zhou, Wei Yang, Yuanchun Jiang
Uncovering information diffusion patterns in different networks using the L-metric. Enterp. Inf. Syst. 15 (10) (2021)
Lingfei Li, Yezheng Liu, Qing Zhou, Wei Yang, Jiahang Yuan
Targeted influence maximization under a multifactor-based information propagation model. Inf. Sci. 519 (2020)
Yezheng Liu, Lingfei Li
How to maximize advertising performance in online social networks. J. Oper. Res. Soc. 70 (8) (2019)
Gongqiu Zhang, Lingfei Li
Analysis of Markov Chain Approximation for Option Pricing and Hedging: Grid Design and Convergence Behavior. Oper. Res. 67 (2) (2019)
Jing Li, Lingfei Li, Rafael Mendoza-Arriaga
Additive subordination and its applications in finance. Finance Stochastics 20 (3) (2016)
Lingfei Li, Gongqiu Zhang
Option Pricing in Some Non-Lévy Jump Models. SIAM J. Sci. Comput. 38 (4) (2016)
Lingfei Li, Rafael Mendoza-Arriaga, Daniel Mitchell
Analytical representations for the basic affine jump diffusion. Oper. Res. Lett. 44 (1) (2016)
Lingfei Li, Xianjun Qu, Gongqiu Zhang
An efficient algorithm based on eigenfunction expansions for some optimal timing problems in finance. J. Comput. Appl. Math. 294 (2016)
Lingfei Li, Vadim Linetsky
Discretely monitored first passage problems and barrier options: an eigenfunction expansion approach. Finance Stochastics 19 (4) (2015)
Lingfei Li, Rafael Mendoza-Arriaga
Ornstein-Uhlenbeck processes time changed with additive subordinators and their applications in commodity derivative models. Oper. Res. Lett. 41 (5) (2013)
Lingfei Li, Vadim Linetsky
Optimal Stopping and Early Exercise: An Eigenfunction Expansion Approach. Oper. Res. 61 (3) (2013)