Author/Creator: Xu, Fengmin - British Library Electronic Legal Deposit Catalogue-Journal Issues and Articles Search Results

Author/Creator Xu, Fengmin

1. An efficient optimization approach for a cardinality-constrained index tracking problem. (3rd March 2016)

Authors:: Xu, Fengmin; Lu, Zhaosong; Xu, Zongben
Journal:: Optimization methods and software
Issue:: Volume 31:Number 2(2016)
Page Start:: 258
Record Type:: Journal Article
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2. Generalized symmetric ADMM for separable convex optimization. Issue 1 (May 2018)

Authors:: Bai, Jianchao; Li, Jicheng; Xu, Fengmin; Zhang, Hongchao
Journal:: Computational optimization and applications
Issue:: Volume 70:Issue 1(2018)
Page Start:: 129
Record Type:: Journal Article
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3. A sparse enhanced indexation model with norm and its alternating quadratic penalty method. Issue 3 (4th March 2019)

Authors:: Zhao, Zhihua; Xu, Fengmin; Wang, Meihua; Zhang, Cheng-yi
Journal:: Journal of the Operational Research Society
Issue:: Volume 70:Issue 3(2019)
Page Start:: 433
Record Type:: Journal Article
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4. A bi‐level programming framework for identifying optimal parameters in portfolio selection. (21st August 2020)

Authors:: Jing, Kui; Xu, Fengmin; Li, Xuepeng
Other Names:: Bian Wei guestEditor.; Dai Yu‐Hong guestEditor.; Ding Chao guestEditor.; Wang Xiao guestEditor.
Journal:: International transactions in operational research
Issue:: Volume 29:Number 1(2022)
Page Start:: 87
Record Type:: Journal Article
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5. Robust portfolio rebalancing with cardinality and diversification constraints. Issue 10 (3rd October 2021)

Authors:: Zhao, Zhihua; Xu, Fengmin; Du, Donglei; Meihua, Wang
Journal:: Quantitative finance
Issue:: Volume 21:Issue 10(2021)
Page Start:: 1707
Record Type:: Journal Article
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6. CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints. Issue 3 (6th February 2021)

Authors:: Zhao, Zhihua; Wang, Hao; Yang, Xiangyu; Xu, Fengmin
Journal:: Applied economics letters
Issue:: Volume 28:Issue 3(2021)
Page Start:: 201
Record Type:: Journal Article
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7. Convergence revisit on generalized symmetric ADMM. (2nd January 2021)

Authors:: Bai, Jianchao; Chang, Xiaokai; Li, Jicheng; Xu, Fengmin
Journal:: Optimization
Issue:: Volume 70:Number 1(2021)
Page Start:: 149
Record Type:: Journal Article
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8. The Local Linear M-Estimation with Missing Response Data. (29th June 2014)

Authors:: Luo, Shuanghua; Zhang, Cheng-Yi; Xu, Fengmin
Other Names:: Wu Shi-Liang Academic Editor.
Journal:: Journal of applied mathematics
Issue:: Volume 2014(2014)
Page Start:
Record Type:: Journal Article
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9. Group sparse enhanced indexation model with adaptive beta value. Issue 10 (3rd October 2022)

Authors:: Xu, Fengmin; Ma, Jieao; Lu, Haibing
Journal:: Quantitative finance
Issue:: Volume 22:Issue 10(2022)
Page Start:: 1905
Record Type:: Journal Article
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10. A Branch-and-Bound Algorithm Embedded with DCA for DC Programming. (12th July 2012)

Authors:: Wang, Meihua; Xu, Fengmin; Xu, Chengxian
Other Names:: Liu Wanquan Academic Editor.
Journal:: Mathematical problems in engineering
Issue:: Volume 2012(2012)
Page Start:
Record Type:: Journal Article
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