Liyan Han

Publication Activity (10 Years)

Years Active: 2006-2022
Publications (10 Years): 6

Top Topics

Portfolio Optimization

Risk Management

Convertible Bonds

Top Venues

Ann. Oper. Res.

J. Syst. Sci. Complex.

Commun. Stat. Simul. Comput.

Publications

Liyan Han, Weixin Ling
Domain Adaptation Based on Multi-Kernel Learning. ACAI (2022)
Liyan Han, Hanhuan Yan, Chengli Zheng
Normal mixture method for stock daily returns over different sub-periods. Commun. Stat. Simul. Comput. 48 (2) (2019)
Huichen Jiang, Liyan Han
Does Income Diversification Benefit the Sustainable Development of Chinese Listed Banks? Analysis Based on Entropy and the Herfindahl-Hirschman Index. Entropy 20 (4) (2018)
Qiuna Lv, Liyan Han, Yipeng Wan, Libo Yin
Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market. Entropy 20 (10) (2018)
Libo Yin, Liyan Han
Risk management for international portfolios with basket options: A multi-stage stochastic programming approach. J. Syst. Sci. Complex. 28 (6) (2015)
Shangmei Zhao, Qing Lu, Liyan Han, Yong Liu, Fei Hu
A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution. Ann. Oper. Res. 226 (1) (2015)
Lu Han, Liyan Han, Hongwei Zhao
Credit Scoring Model Hybridizing Artificial Intelligence with Logistic Regression. J. Networks 8 (1) (2013)
Lu Han, Liyan Han, Hongwei Zhao
Orthogonal support vector machine for credit scoring. Eng. Appl. Artif. Intell. 26 (2) (2013)
Libo Yin, Liyan Han
Options strategies for international portfolios with overall risk management via multi-stage stochastic programming. Ann. Oper. Res. 206 (1) (2013)
Min Pan, Liyan Han
Knightian Uncertainty Based Option Pricing with Jump Volatility. NL-MUA (2011)
Guang Xu, Liyan Han, Xiangrui Kong, Ning Zhou
Internet Bidding and Procurement in Chinese Military Industry Enterprises. ICEE (2010)
Lan Xie, Liyan Han
The Analysis and Selection of Issuing Modules of Catastrophe Bond for China. ICEE (2010)
Zhebing Wang, Liyan Han
The Founder's Choice between Democracy and Autocracy in Corporate Governance. ICEE (2010)
Wei Li, Liyan Han
The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty. FSKD (4) (2009)
Liyan Han, Juan Zhou
European option pricing and hedges under heterogeneity with λ-fuzzy measures and choquet intergral. FUZZ-IEEE (2008)
Lei Tian, Liyan Han, Hai Huang
Multi-objective Optimal Public Investment: An Extended Model and Genetic Algorithm-Based Case Study. ICANNGA (1) (2007)
Wei Zhou, Meiying Yang, Liyan Han
A Nonparametric Approach to Pricing Convertible Bond via Neural Network. SNPD (2) (2007)
Wei Zhou, Meiying Yang, Liyan Han
Black-Scholes versus Artificial Neural Networks in Pricing Call Warrants: the Case of China Market. ICNC (1) (2007)
Liyan Han, Wenli Chen
-Fuzzy Measures with Application to the Fuzzy Option. FSKD (2006)
Tian Lei, Liu Lieli, Liyan Han, Hai Huang
A Genetic Algorithm-Based Double-Objective Multi-constraint Optimal Cross-Region Cross-Sector Public Investment Model. ICNC (2) (2006)