Yanchu Liu

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 8

Top Topics

Likelihood Ratio

Chinese Stock Market

Inventory Models

Assembly Systems

Top Venues

Ann. Oper. Res.

Asia Pac. J. Oper. Res.

Oper. Res. Lett.

IEEE Trans. Engineering Management

Publications

Yi Yang, Jianan Wang, Youhua Chen, Zhiyuan Chen, Yanchu Liu
Correction to: Optimal procurement strategies for contractual assembly systems with fluctuating procurement price. Ann. Oper. Res. 332 (1) (2024)
Yulin Hu, Weili Xue, Yanchu Liu
Value of Initial Coin Offerings in the Fashion Industry. IEEE Trans. Engineering Management 70 (4) (2023)
Weili Xue, Lijun Ma, Yanchu Liu, Meiyan Lin
Value of Inventory Pooling with Limited Demand Information and Risk Aversion. Decis. Sci. 53 (1) (2022)
Zhenyu Cui, Yanchu Liu, Ruodu Wang
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. Oper. Res. Lett. 50 (2) (2022)
Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. INFORMS J. Comput. 32 (2) (2020)
Yi Yang, Jianan Wang, Youhua Chen, Zhiyuan Chen, Yanchu Liu
Optimal procurement strategies for contractual assembly systems with fluctuating procurement price. Ann. Oper. Res. 291 (1) (2020)
Zhenyu Cui, Chi-Hoon Lee, Yanchu Liu
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes. Eur. J. Oper. Res. 266 (3) (2018)
Wuyue Shangguan, Xi Chen, Alvin Chung Man Leung, Yanchu Liu
Network Analysis to Uncover Stock comovement from a Chinese Financial Portal. PACIS (2016)
Zhiyuan Chen, Yanchu Liu, Yi Yang, Yun Zhou
-Convexity and its Application to Inventory Models with Batch Ordering. Asia Pac. J. Oper. Res. 31 (6) (2014)
Nan Chen, Yanchu Liu
American Option Sensitivities Estimation via a Generalized Infinitesimal Perturbation Analysis Approach. Oper. Res. 62 (3) (2014)
Nan Chen, Yanchu Liu
Sensitivity estimation of SABR model via derivative of random variables. WSC (2011)
Nan Chen, Yanchu Liu
Pathwise derivative methods on single-asset American option sensitivity estimation. WSC (2010)