Shuang Chen

Publication Activity (10 Years)

Years Active: 2012-2022
Publications (10 Years): 3

Top Topics

Portfolio Optimization

Bilevel Programming

Risk Management

Top Venues

Asia Pac. J. Oper. Res.

Appl. Math. Comput.

Math. Methods Oper. Res.

Optim. Methods Softw.

Publications

Dan Li, Shuang Chen, Li-Ping Pang
Proximal Gradient-Type Algorithms for a Class of Bilevel Programming Problems. Asia Pac. J. Oper. Res. 39 (5) (2022)
Shuang Chen, Li-Ping Pang, Xuefei Ma, Dan Li
SAA method based on modified Newton method for stochastic variational inequality with second-order cone constraints and application in portfolio optimization. Math. Methods Oper. Res. 84 (1) (2016)
Li-Ping Pang, Shuang Chen, Jin-He Wang
Risk management in portfolio applications of non-convex stochastic programming. Appl. Math. Comput. 258 (2015)
Dan Li, Li-Ping Pang, Shuang Chen
A proximal alternating linearization method for nonconvex optimization problems. Optim. Methods Softw. 29 (4) (2014)
Shuang Chen, Li-Ping Pang, Fang-Fang Guo, Zun-Quan Xia
Stochastic methods based on Newton method to the stochastic variational inequality problem with constraint conditions. Math. Comput. Model. 55 (3-4) (2012)