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Xili zhang
Xili zhang
Associate Professor, School of Management, Zhejiang University
Verified email at zju.edu.cn - Homepage
Title
Cited by
Cited by
Year
Portfolio selection under possibilistic mean–variance utility and a SMO algorithm
WG Zhang, XL Zhang, WL Xiao
European Journal of Operational Research 197 (2), 693-700, 2009
1022009
Pricing currency options in a fractional Brownian motion with jumps
WL Xiao, WG Zhang, XL Zhang, YL Wang
Economic Modelling 27 (5), 935-942, 2010
832010
Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm
WL Xiao, WG Zhang, X Zhang, X Zhang
Physica A: Statistical Mechanics and its Applications 391 (24), 6418-6431, 2012
592012
A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments
WG Zhang, XL Zhang, WJ Xu
Insurance: Mathematics and Economics 46 (3), 493-499, 2010
472010
Portfolio adjusting optimization with added assets and transaction costs based on credibility measures
WG Zhang, X Zhang, Y Chen
Insurance: Mathematics and Economics 49 (3), 353-360, 2011
452011
Portfolio adjusting optimization under credibility measures
X Zhang, WG Zhang, R Cai
Journal of computational and applied mathematics 234 (5), 1458-1465, 2010
422010
Multi-period portfolio optimization under possibility measures
X Zhang, W Zhang, W Xiao
Economic Modelling 35, 401-408, 2013
302013
An optimization model of the portfolio adjusting problem with fuzzy return and a SMO algorithm
X Zhang, WG Zhang, WJ Xu
Expert Systems with Applications 38 (4), 3069-3074, 2011
302011
The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate
W Xiao, W Zhang, X Zhang, X Chen
Physica A: Statistical Mechanics and its Applications 394, 320-337, 2014
292014
The valuation of equity warrants in a fractional Brownian environment
W Xiao, W Zhang, W Xu, X Zhang
Physica A: Statistical Mechanics and its Applications 391 (4), 1742-1752, 2012
292012
Maximum-likelihood estimators in the mixed fractional Brownian motion
WL Xiao, WG Zhang, XL Zhang
Statistics 45 (1), 73-85, 2011
282011
Arbitrage with fractional Gaussian processes
X Zhang, W Xiao
Physica A: Statistical Mechanics and its Applications 471, 620-628, 2017
182017
A time complexity analysis of ACO for linear functions
Z Hao, H Huang, X Zhang, K Tu
Asia-Pacific Conference on Simulated Evolution and Learning, 513-520, 2006
182006
Loss-aversion with kinked linear utility functions
MJ Best, RR Grauer, J Hlouskova, X Zhang
Computational Economics 44 (1), 45-65, 2014
172014
Parameter identification for the discretely observed geometric fractional Brownian motion
W Xiao, W Zhang, X Zhang
Journal of Statistical Computation and Simulation 85 (2), 269-283, 2015
132015
Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes
WL Xiao, WG Zhang, XL Zhang
Science China Mathematics 55 (7), 1497-1511, 2012
112012
Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm
X Zhang, WG Zhang, W Xu, WL Xiao
Computational Economics 36 (3), 191-200, 2010
82010
Parameter identification for drift fractional brownian motions with application to the chinese stock markets
W Xiao, W Zhang, X Zhang
Communications in Statistics-Simulation and Computation 44 (8), 2117-2136, 2015
72015
Degeneracy resolution for bilinear utility functions
MJ Best, X Zhang
Journal of optimization theory and applications 150 (3), 615-634, 2011
62011
Pricing equity warrants with a promised lowest price in Merton’s jump–diffusion model
W Xiao, X Zhang
Physica A: Statistical Mechanics and its Applications 458, 219-238, 2016
52016
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