Zhongfei Li

Publication Activity (10 Years)

Years Active: 2000-2022
Publications (10 Years): 14

Top Topics

Finding The Shortest Path

Investment Strategies

Portfolio Selection

Domain Adaptation

Top Venues

Oper. Res. Lett.

J. Optim. Theory Appl.

Comput. Oper. Res.

Publications

Zhilin Kang, Haixiang Yao, Xingyi Li, Zhongfei Li
Robust enhanced index tracking problem with mixture of distributions. Expert Syst. Appl. 201 (2022)
Ailing Shi, Xingyi Li, Zhongfei Li
Optimal Investment, Consumption, and Life Insurance Choices with Habit Formation and Inflation Risk. Complex. 2022 (2022)
Yongwu Li, Zhongfei Li, Shouyang Wang, Zuo Quan Xu
Dividend optimization for jump-diffusion model with solvency constraints. Oper. Res. Lett. 48 (2) (2020)
Wei Chen, Zhongfei Li, Jinchao Guo
Domain Adaptation Learning Based on Structural Similarity Weighted Mean Discrepancy for Credit Risk Classification. IEEE Intell. Syst. 35 (3) (2020)
Yajun Yang, Zhongfei Li, Xin Wang, Qinghua Hu
Finding the Shortest Path with Vertex Constraint over Large Graphs. Complex. 2019 (2019)
Xue Deng, Jian Song, Junfeng Zhao, Zhongfei Li
The fuzzy tri-objective mean-semivariance-entropy portfolio model with layer-by-layer tolerance evaluation method paper. J. Intell. Fuzzy Syst. 35 (2) (2018)
Shumin Chen, Zhongfei Li, Yan Zeng
Optimal Dividend Strategy for a General Diffusion Process with Time-Inconsistent Preferences and Ruin Penalty. SIAM J. Financial Math. 9 (1) (2018)
Zhilin Kang, Zhongfei Li
An exact solution to a robust portfolio choice problem with multiple risk measures under ambiguous distribution. Math. Methods Oper. Res. 87 (2) (2018)
Xue Deng, Junfeng Zhao, Zhongfei Li
Sensitivity Analysis of the Fuzzy Mean-Entropy Portfolio Model with Transaction Costs Based on Credibility Theory. Int. J. Fuzzy Syst. 20 (1) (2018)
Weiwei Zhang, Zhongfei Li, Ke Fu, Fan Wang
Effect of the Return Policy in a Continuous-Time Newsvendor Problem. Asia Pac. J. Oper. Res. 34 (6) (2017)
Haixiang Yao, Zhongfei Li, Duan Li
Multi-period mean-variance portfolio selection with stochastic interest rate and uncontrollable liability. Eur. J. Oper. Res. 252 (3) (2016)
Ailing Gu, Zhongfei Li
Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function. J. Syst. Sci. Complex. 29 (6) (2016)
Yongwu Li, Zhongfei Li, Yan Zeng
Equilibrium Dividend Strategy with Non-exponential Discounting in a Dual Model. J. Optim. Theory Appl. 168 (2) (2016)
A. Chunxiang, Zhongfei Li, Fan Wang
Optimal investment strategy under time-inconsistent preferences and high-water mark contract. Oper. Res. Lett. 44 (2) (2016)
Yonghui Huang, Zhongfei Li, Xianping Guo
Constrained optimality for finite horizon semi-Markov decision processes in Polish spaces. Oper. Res. Lett. 42 (2) (2014)
Haixiang Yao, Zhongfei Li, Yongzeng Lai
Mean-CVaR portfolio selection: A nonparametric estimation framework. Comput. Oper. Res. 40 (4) (2013)
Yan Zeng, Zhongfei Li, Huiling Wu
Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets. Int. J. Control 86 (3) (2013)
Chanjuan Li, Zhongfei Li
Multi-period portfolio optimization for asset-liability management with bankrupt control. Appl. Math. Comput. 218 (22) (2012)
Yan Zeng, Zhongfei Li
Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market. J. Syst. Sci. Complex. 24 (2) (2011)
Huiling Wu, Zhongfei Li
Multi-period mean-variance portfolio selection with Markov regime switching and uncertain time-horizon. J. Syst. Sci. Complex. 24 (1) (2011)
Huiling Long, Xiaobing Li, Yun Bao, Lingmei Huang, Zhongfei Li
Time lag analysis between vegetation and climate change in Inner Mongolia. IGARSS (2010)
Yunhui Xu, Zhongfei Li, Ken Seng Tan
Optimal Investment with Noise Trading Risk. J. Syst. Sci. Complex. 21 (4) (2008)
Mao-cheng Cai, Xiaotie Deng, Zhongfei Li
Computation of arbitrage in frictional bond markets. Theor. Comput. Sci. 363 (3) (2006)
Jing Yao, Zhongfei Li, Kai W. Ng
Model Risk in Var Estimation: an Empirical Study. Int. J. Inf. Technol. Decis. Mak. 5 (3) (2006)
Zhongfei Li, Kai W. Ng
Looking for Arbitrage or Term Structures in Frictional Markets. WINE (2005)
Mao-cheng Cai, Xiaotie Deng, Zhongfei Li
Computation of Arbitrage in a Financial Market with Various Types of Frictions. AAIM (2005)
Xiaotie Deng, Zhongfei Li, Shouyang Wang
A minimax portfolio selection strategy with equilibrium. Eur. J. Oper. Res. 166 (1) (2005)
Xiaotie Deng, Zhongfei Li, Shouyang Wang, Hailiang Yang
Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions. Ann. Oper. Res. 133 (1-4) (2005)
Xiaotie Deng, Zhongfei Li, Shouyang Wang
Computational Complexity of Arbitrage in Frictional Security Market. Int. J. Found. Comput. Sci. 13 (5) (2002)
Zhongfei Li, Shouyang Wang, Xiaotie Deng
A linear programming algorithm for optimal portfolio selection with transaction costs. Int. J. Syst. Sci. 31 (1) (2000)
Xiaotie Deng, Zhongfei Li, Shouyang Wang
On Computation of Arbitrage for Markets with Friction. COCOON (2000)