Yong Zhang

Publication Activity (10 Years)

Years Active: 2011-2024
Publications (10 Years): 10

Top Topics

Transaction Costs

Portfolio Optimization

Portfolio Selection

Top Venues

Ann. Oper. Res.

J. Comb. Optim.

Comput. Oper. Res.

Publications

Hong Lin, Yong Zhang, Xingyu Yang
Online portfolio selection of integrating expert strategies based on mean reversion and trading volume. Expert Syst. Appl. 238 (Part B) (2024)
Yong Zhang, Jiahao Li, Xingyu Yang, Hong Lin
Aggregating exponential gradient expert advice for online portfolio selection under transaction costs. J. Oper. Res. Soc. 74 (8) (2023)
Yong Zhang, Hong Lin, Lina Zheng, Xingyu Yang
Adaptive online portfolio strategy based on exponential gradient updates. J. Comb. Optim. 43 (3) (2022)
Yong Zhang, Jiahao Li, Xingyu Yang, Xiaohui Wang
Lease or financial lease? Deterministic strategies for on-line financial lease problem with the second-hand transaction. J. Comb. Optim. 44 (2) (2022)
Xingyu Yang, Weilong Liu, Sidou Chen, Yong Zhang
A multi-period fuzzy mean-minimax risk portfolio model with investor's risk attitude. Soft Comput. 25 (4) (2021)
Yong Zhang, Xingyu Yang, Weiguo Zhang, Weiwei Chen
Online ordering rules for the multi-period newsvendor problem with quantity discounts. Ann. Oper. Res. 288 (1) (2020)
Xingyu Yang, Jin'an He, Jiayi Xian, Hong Lin, Yong Zhang
Aggregating expert advice strategy for online portfolio selection with side information. Soft Comput. 24 (3) (2020)
Yong Zhang, Weiguo Zhang, Xingyu Yang, Weijun Xu
A two-product, multi-period nonstationary newsvendor problem with budget constraint. Soft Comput. 23 (12) (2019)
Xingyu Yang, Huaping Li, Yong Zhang, Jin'an He
Reversion strategy for online portfolio selection with transaction costs. Int. J. Appl. Decis. Sci. 11 (1) (2018)
Yong Zhang, Xingyu Yang
Online ordering policies for a two-product, multi-period stationary newsvendor problem. Comput. Oper. Res. 74 (2016)
Yong Zhang, Vladimir Vovk, Weiguo Zhang
Probability-free solutions to the non-stationary newsvendor problem. Ann. Oper. Res. 223 (1) (2014)
Xingyu Yang, Weiguo Zhang, Yong Zhang, Weijun Xu
Optimal randomized algorithm for a generalized ski-rental with interest rate. Inf. Process. Lett. 112 (13) (2012)
Weiguo Zhang, Yong Zhang, Xingyu Yang, Weijun Xu
A class of on-line portfolio selection algorithms based on linear learning. Appl. Math. Comput. 218 (24) (2012)
Yong Zhang, Weiguo Zhang, Weijun Xu, Xingyu Yang
Risk-reward models for on-line leasing of depreciable equipment. Comput. Math. Appl. 63 (1) (2012)
Yong Zhang, Weiguo Zhang, Weijun Xu, Hongyi Li
Competitive strategy for on-line leasing of depreciable equipment. Math. Comput. Model. 54 (1-2) (2011)
Yong Zhang, Weiguo Zhang, Weijun Xu, Hongyi Li
A risk-reward model for the on-line leasing of depreciable equipment. Inf. Process. Lett. 111 (6) (2011)