Xiangyu Cui

Publication Activity (10 Years)

Years Active: 2014-2024
Publications (10 Years): 21

Top Topics

Reference Point

Extended Kalman Filter

Unified Framework

Top Venues

J. Oper. Res. Soc.

Oper. Res. Lett.

Publications

Xiangyu Cui, Ki-Hong Park, Mohamed-Slim Alouini
Effect of Random Misalignment in the Capacity of Millimeter-Wave OAM. IEEE Open J. Commun. Soc. 5 (2024)
Yun Shi, Duan Li, Xiangyu Cui
Time consistent in efficiency dynamic mean-variance policy. J. Oper. Res. Soc. 74 (1) (2023)
Yun Shi, Xiangyu Cui, Xun Yu Zhou
Beta and Coskewness Pricing: Perspective from Probability Weighting. Oper. Res. 71 (2) (2023)
Yun Shi, Duan Li, Xiangyu Cui
The self-coordination mean-variance strategy in continuous time. RAIRO Oper. Res. 57 (6) (2023)
Xiangyu Cui, Xun Li, Yun Shi, Si Zhao
Discrete-Time Mean-Variance Strategy Based on Reinforcement Learning. CoRR (2023)
Yun Shi, Nicholas G. Hall, Xiangyu Cui
Work More Tomorrow: Resolving Present Bias in Project Management. Oper. Res. 71 (1) (2023)
Xiangyu Cui, Duan Li, Yun Shi, Mingjia Zhu
Hybrid strategy in multiperiod mean-variance framework. Optim. Lett. 17 (2) (2023)
Zhenbin Chen, Weiya Cui, Xiangyu Cui, Huimin Qiao, Hao Lu, Na Qiu
A New Method of Insulation Detection on Electric Vehicles Based on a Variable Forgetting Factor Recursive Least Squares Algorithm. IEEE Access 9 (2021)
Xiangyu Cui, Jianjun Gao, Yun Shi
Multi-period mean-variance portfolio optimization with management fees. Oper. Res. 21 (2) (2021)
Xiangyu Cui, Xun Li, Lanzhi Yang
Better than optimal mean-variance portfolio policy in multi-period asset-liability management problem. Oper. Res. Lett. 48 (6) (2020)
Zhicheng He, Ziming Yang, Xiangyu Cui, Eric Li
A Method of State-of-Charge Estimation for EV Power Lithium-Ion Battery Using a Novel Adaptive Extended Kalman Filter. IEEE Trans. Veh. Technol. 69 (12) (2020)
Xiangyu Cui, Jianjun Gao, Yun Shi, Shushang Zhu
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection. Eur. J. Oper. Res. 276 (2) (2019)
Xiangyu Cui, Xun Li, Xianping Wu, Lan Yi
A mean-field formulation for multi-period asset-liability mean-variance portfolio selection with an uncertain exit time. J. Oper. Res. Soc. 69 (4) (2018)
Xiangyu Cui, Xun Li, Duan Li, Yun Shi
Time consistent behavioral portfolio policy for dynamic mean-variance formulation. J. Oper. Res. Soc. 68 (12) (2017)
Yun Shi, Xun Li, Xiangyu Cui
Better than pre-committed optimal mean-variance policy in a jump diffusion market. Math. Methods Oper. Res. 85 (3) (2017)
Xiangyu Cui, Lu Xu, Yan Zeng
Continuous time mean-variance portfolio optimization with piecewise state-dependent risk aversion. Optim. Lett. 10 (8) (2016)
Yun Shi, Duan Li, Xiangyu Cui
Behavioral Portfolio Optimization with Social Reference Point. MCO (1) (2015)
Xiangyu Cui, Duan Li, Jiaan Yan
Classical mean-variance model revisited: pseudo efficiency. J. Oper. Res. Soc. 66 (10) (2015)
Xiangyu Cui, Yun Shi
Multiperiod Mean-CVaR Portfolio Selection. MCO (1) (2015)
Jianjun Gao, Duan Li, Xiangyu Cui, Shouyang Wang
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach. Autom. 54 (2015)
Yun Shi, Xiangyu Cui, Jing Yao, Duan Li
Dynamic Trading with Reference Point Adaptation and Loss Aversion. Oper. Res. 63 (4) (2015)
Lan Yi, Xianping Wu, Xun Li, Xiangyu Cui
A mean-field formulation for optimal multi-period mean-variance portfolio selection with an uncertain exit time. Oper. Res. Lett. 42 (8) (2014)
Xiangyu Cui, Xun Li, Duan Li
Unified Framework of Mean-Field Formulations for Optimal Multi-Period Mean-Variance Portfolio Selection. IEEE Trans. Autom. Control. 59 (7) (2014)
Xiangyu Cui, Jianjun Gao, Xun Li, Duan Li
Optimal multi-period mean-variance policy under no-shorting constraint. Eur. J. Oper. Res. 234 (2) (2014)