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Mei Yu
ORCID
Publication Activity (10 Years)
Years Active: 2012-2017
Publications (10 Years): 1
Top Topics
Financial Time Series
Portfolio Optimization
Garch Model
Stock Price
Top Venues
BIFE
J. Glob. Optim.
Fuzzy Optim. Decis. Mak.
J. Syst. Sci. Complex.
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Publications
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Rong-Xi Zhou
,
Xiao Liu
,
Mei Yu
,
Kyle Huang
Properties of Risk Measures of Generalized Entropy in Portfolio Selection.
Entropy
19 (12) (2017)
Rong-Xi Zhou
,
Ze-Bin Yang
,
Mei Yu
,
Dan A. Ralescu
A portfolio optimization model based on information entropy and fuzzy time series.
Fuzzy Optim. Decis. Mak.
14 (4) (2015)
Rong-Xi Zhou
,
Sinan Du
,
Mei Yu
,
Fengmei Yang
Pricing credit spread option with Longstaff-Schwartz and GARCH models in Chinese bond market.
J. Syst. Sci. Complex.
28 (6) (2015)
Ze-Bin Yang
,
Rong-Xi Zhou
,
Qiang Zhang
,
Mei Yu
A Portfolio Optimization Model Based on Information Entropy and Fuzzy Time Series.
BIFE
(2013)
Mei Yu
,
Shouyang Wang
Dynamic optimal portfolio with maximum absolute deviation model.
J. Glob. Optim.
53 (2) (2012)