Edit Profile (opens in new tab) Shen, Yang Compute Distance To: Compute Author ID: shen.yang Published as: Shen, Yang Documents Indexed: 91 Publications since 1986 Co-Authors: 80 Co-Authors with 75 Joint Publications 3,877 Co-Co-Authors all top 5 Co-Authors 2 single-authored 14 Siu, Tak Kuen 8 Zeng, Yan 7 Meng, Qingxin 5 Fan, Kun 5 Wei, Jiaqin 4 Chen, Lv 4 Liu, Kefeng 4 Qian, Linyi 4 Wang, Rongming 4 Zhao, Qian 3 Wang, Wei 3 Zhang, Xin 3 Zhao, Hui 3 Zou, Bin 2 Barnett, David M. 2 Chen, Zhihua 2 Li, Danping 2 Liu, Hai 2 Liu, Quanhui 2 Ma, Lizhuang 2 Navlakha, Saket 2 Pinsky, Peter M. 2 Sherris, Michael 2 Shi, Peng 2 Su, Jianxi 2 Wang, Xin 2 Xiong, Jie 2 Yang, Jiazhong 2 Yang, Zhixin 2 Ziveyi, Jonathan 1 Bai, Ruiliang 1 Bao, Yanxia 1 Branscomb, David J. 1 Breig, W. F. 1 Cai, Xuan 1 Chandrashekhara, K. 1 Chen, Weizhong 1 Chen, Xiaojing 1 Chen, Yongjie 1 Chunxiang, A. 1 Dasgupta, Sanjoy 1 Dong, Jiali 1 Dong, Yuchao 1 Du, Zhao-bo 1 Füchslin, Rudolf M. 1 Gibbs, B. M. 1 Golnaraghi, M. Farid 1 Gu, Ailing 1 Hainaut, Donatien 1 Han, Yi 1 Heppler, Glenn R. 1 Huang, Wei 1 Jankowski, Daniel F. 1 Kang, Boda 1 Kang, Yuxin 1 Li, Aiqun 1 Li, Bin 1 Li, Li 1 Li, Xiang 1 Lin, Weiyao 1 Lin, Yingzhen 1 Lü, Ke 1 Meier, P. F. 1 Meng, Hui 1 Mittelmann, Hans Detlef 1 Neitzel, G. Paul 1 Oliver, L. R. 1 Paschalidis, Ioannis Ch. 1 Qian, Xinjie 1 Shen, Chi-bing 1 Tang, Shanjian 1 Vajda, Sandor 1 Vakili, Pirooz 1 Viens, Frederi G. 1 Wang, Jingdong 1 Wang, Julia 1 Wang, Meijiao 1 Wang, Pei 1 Wang, Shuai 1 Wen, Zaiwen 1 Weng, Chengguo 1 Wu, Han 1 Wu, Jianxin 1 Wu, Yaorong 1 Xu, Junhong 1 Xu, Mingliang 1 Xun, Da-Mao 1 Yan, Jiaqi 1 Yan, Junchi 1 Yoo, Myunghwan 1 Yu, Xingying 1 Zhang, Ling 1 Zhang, Lingling 1 Zhang, Wenjun 1 Zhang, Yin 1 Zhao, Guoying 1 Zhao, Yue 1 Zheng, Yaqin 1 Zhu, Dan all top 5 Serials 15 Insurance Mathematics & Economics 4 Journal of Industrial and Management Optimization 3 International Journal of Control 3 Applied Mathematics and Optimization 3 Journal of Computational and Applied Mathematics 3 Operations Research Letters 3 Scandinavian Actuarial Journal 2 International Journal of Engineering Science 2 Information Processing Letters 2 Automatica 2 IMA Journal of Management Mathematics 2 SIAM Journal on Financial Mathematics 2 Science China. Mathematics 1 Computers and Fluids 1 European Journal of Physics 1 International Journal of Non-Linear Mechanics 1 International Journal of Solids and Structures 1 Journal of Fluid Mechanics 1 Journal of Mathematical Analysis and Applications 1 Journal of Sound and Vibration 1 Physics Letters. A 1 Chaos, Solitons and Fractals 1 IEEE Transactions on Automatic Control 1 Journal of Algebra 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Systems & Control Letters 1 Statistics & Probability Letters 1 Applied Numerical Mathematics 1 Journal of Systems Science and Mathematical Sciences 1 Mathematical and Computer Modelling 1 Annals of Operations Research 1 Neural Computation 1 Economics Letters 1 Communications in Statistics. Simulation and Computation 1 Communications in Statistics. Theory and Methods 1 European Journal of Operational Research 1 Proceedings of the National Academy of Sciences of the United States of America 1 Engineering Analysis with Boundary Elements 1 Discrete and Continuous Dynamical Systems 1 Mathematical Problems in Engineering 1 Journal of Vibration and Control 1 Optimization Methods & Software 1 Advances in Theoretical and Mathematical Physics 1 Discrete Dynamics in Nature and Society 1 Qualitative Theory of Dynamical Systems 1 IEEE Transactions on Image Processing 1 Quantitative Finance 1 Discrete and Continuous Dynamical Systems. Series B 1 Journal of Systems Science and Complexity 1 ASTIN Bulletin 1 North American Actuarial Journal 1 International Journal of Geometric Methods in Modern Physics 1 Mathematical Control and Related Fields 1 Journal of the Iranian Mathematical Society all top 5 Fields 49 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 24 Probability theory and stochastic processes (60-XX) 20 Systems theory; control (93-XX) 11 Calculus of variations and optimal control; optimization (49-XX) 10 Operations research, mathematical programming (90-XX) 6 Mechanics of deformable solids (74-XX) 5 Several complex variables and analytic spaces (32-XX) 4 Ordinary differential equations (34-XX) 4 Fluid mechanics (76-XX) 3 Algebraic geometry (14-XX) 3 Statistics (62-XX) 3 Numerical analysis (65-XX) 3 Computer science (68-XX) 3 Mechanics of particles and systems (70-XX) 3 Biology and other natural sciences (92-XX) 2 Partial differential equations (35-XX) 2 Dynamical systems and ergodic theory (37-XX) 2 Optics, electromagnetic theory (78-XX) 2 Information and communication theory, circuits (94-XX) 1 Associative rings and algebras (16-XX) 1 Group theory and generalizations (20-XX) 1 Functions of a complex variable (30-XX) 1 Integral equations (45-XX) 1 Functional analysis (46-XX) 1 Differential geometry (53-XX) 1 Classical thermodynamics, heat transfer (80-XX) 1 Quantum theory (81-XX) Publications by Year all cited Publications top 5 cited Publications Citations contained in zbMATH Open 61 Publications have been cited 547 times in 375 Documents Cited by ▼ Year ▼ Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123Shen, Yang; Zeng, Yan 51 2015 Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Zbl 1296.93205Shen, Yang; Meng, Qingxin; Shi, Peng 46 2014 Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization. Zbl 1285.90068Shen, Y.; Wen, Z.; Zhang, Yin 45 2014 Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105Zhao, Hui; Shen, Yang; Zeng, Yan 38 2016 Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132Shen, Yang; Zeng, Yan 35 2014 The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem. Zbl 1279.49015Shen, Yang; Siu, Tak Kuen 32 2013 On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. Zbl 1390.91170Chen, Lv; Shen, Yang 31 2018 Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach. Zbl 1312.49028Meng, Qingxin; Shen, Yang 23 2015 Mean-variance portfolio selection under a constant elasticity of variance model. Zbl 1408.91203Shen, Yang; Zhang, Xin; Siu, Tak Kuen 21 2014 Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 20 2015 Mean-variance portfolio selection in a complete market with unbounded random coefficients. Zbl 1377.93180Shen, Yang 18 2015 Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. Zbl 1264.91129Shen, Yang; Siu, Tak Kuen 17 2013 Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. Zbl 1425.91217Chen, Lv; Shen, Yang 17 2019 Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339Li, Danping; Shen, Yang; Zeng, Yan 16 2018 Longevity bond pricing under stochastic interest rate and mortality with regime-switching. Zbl 1291.91212Shen, Yang; Siu, Tak Kuen 15 2013 Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139Zhao, Qian; Shen, Yang; Wei, Jiaqin 14 2014 Torsion of a functionally graded material. Zbl 1423.74410Shen, Yang; Chen, Yongjie; Li, Li 14 2016 Energy stability of thermocapillary convection in a model of the float- zone crystal-growth process. Zbl 0706.76049Shen, Y.; Neitzel, G. P.; Jankowski, D. F.; Mittelmann, H. D. 14 1990 Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193Shen, Yang; Wei, Jiaqin 13 2016 Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan 13 2017 Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model. Zbl 1290.60066Shen, Yang; Siu, Tak Kuen 10 2013 Semi-active vibration control schemes for suspension systems using magnetorheological dampers. Zbl 1182.70074Shen, Y.; Golnaraghi, M. F.; Heppler, G. R. 9 2006 Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. Zbl 1369.91195Shen, Yang; Sherris, Michael; Ziveyi, Jonathan 9 2016 A new multiscale algorithm for solving second order boundary value problems. Zbl 1442.65135Zheng, Yaqin; Lin, Yingzhen; Shen, Yang 8 2020 Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. Zbl 1447.91139Gu, Ailing; Viens, Frederi G.; Shen, Yang 7 2020 Optimal control for stochastic delay evolution equations. Zbl 1347.49040Meng, Qingxin; Shen, Yang 7 2016 Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion. Zbl 1425.91238Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun 7 2019 Mean-variance asset-liability management problem under non-Markovian regime-switching models. Zbl 1443.91324Shen, Yang; Wei, Jiaqin; Zhao, Qian 6 2020 Pricing dynamic fund protection under hidden Markov models. Zbl 1473.91014Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 5 2018 An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 5 2017 Finite element analysis of V-ribbed belts using neural network based hyperelastic material model. Zbl 1349.74280Shen, Y.; Chandrashekhara, K.; Breig, W. F.; Oliver, L. R. 4 2005 Bond and option pricing for interest rate model with clustering effects. Zbl 1400.91626Zhang, Xin; Xiong, Jie; Shen, Yang 4 2018 Lifetime asset allocation with idiosyncratic and systematic mortality risks. Zbl 1416.91221Shen, Yang; Sherris, Michael 4 2018 A revisit to stochastic near-optimal controls: the critical case. Zbl 1327.93420Meng, Qingxin; Shen, Yang 4 2015 Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei 4 2016 Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model. Zbl 1414.91389Siu, Tak Kuen; Shen, Yang 4 2017 Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. Zbl 1362.93168Shen, Yang; Siu, Tak Kuen 4 2017 Life-cycle planning with ambiguous economics and mortality risks. Zbl 1429.91283Shen, Yang; Su, Jianxi 3 2019 An efficient algorithm to determine fractal dimensions of point sets. Zbl 0969.37529Füchslin, R. M.; Shen, Y.; Meier, P. F. 3 2001 Mean-variance investment and risk control strategies – a time-consistent approach via a forward auxiliary process. Zbl 1460.91239Shen, Yang; Zou, Bin 2 2021 On relation between geometric momentum and annihilation operators on a two-dimensional sphere. Zbl 1282.81116Liu, Q. H.; Shen, Y.; Xun, D. M.; Wang, X. 2 2013 Hodge metric completion of the moduli space of Calabi-Yau manifolds. Zbl 1387.32031Liu, Kefeng; Shen, Yang 2 2017 How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? Zbl 1416.91396Hainaut, Donatien; Shen, Yang; Zeng, Yan 2 2018 A probability distribution and convergence of the consistency index u in the analytic hierarchy process. Zbl 0714.60012Shen, Y. 2 1990 SDU: a semidefinite programming-based underestimation method for stochastic global optimization in protein docking. Zbl 1366.90233Paschalidis, Ioannis Ch.; Shen, Yang; Vakili, Pirooz; Vajda, Sandor 2 2007 Portfolio selection with regime-switching and state-dependent preferences. Zbl 1426.91259Wei, Jiaqin; Shen, Yang; Zhao, Qian 1 2020 A dynamic pricing game for general insurance market. Zbl 1457.91332Li, Danping; Li, Bin; Shen, Yang 1 2021 Simulation of crack propagation in fiber-reinforced bulk metallic glasses. Zbl 1183.74243Zheng, G. P.; Shen, Y. 1 2010 Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin 1 2019 Hearing the shape of right triangle billiard tables. Zbl 1490.37040Shen, Yang; Yang, Jiazhong 1 2021 Invariant algebraic curves and hyperelliptic limit cycles of Liénard systems. Zbl 1478.34041Qian, Xinjie; Shen, Yang; Yang, Jiazhong 1 2021 Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework. Zbl 1476.91165Zhao, Qian; Shen, Yang; Wei, Jiaqin 1 2021 Equilibrium investment strategy for a DC pension plan with learning about stock return predictability. Zbl 1471.91486Wang, Pei; Shen, Yang; Zhang, Ling; Kang, Yuxin 1 2021 Applications of the affine structures on the Teichmüller spaces. Zbl 1408.32015Liu, Kefeng; Shen, Yang; Chen, Xiaojing 1 2016 Nakayama automorphisms of graded Ore extensions of Koszul Artin-Schelter regular algebras. Zbl 1490.16061Shen, Y.; Guo, Y. 1 2021 Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method. Zbl 1492.91303Kang, Boda; Shen, Yang; Zhu, Dan; Ziveyi, Jonathan 1 2022 On a Markov chain approximation method for option pricing with regime switching. Zbl 1325.91052Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 1 2016 Learning correspondence structures for person re-identification. Zbl 1409.94359Lin, Weiyao; Shen, Yang; Yan, Junchi; Xu, Mingliang; Wu, Jianxin; Wang, Jingdong; Lu, Ke 1 2017 A continuous-time theory of reinsurance chains. Zbl 1452.91266Chen, Lv; Shen, Yang; Su, Jianxi 1 2020 Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion. Zbl 07331195Yu, Xingying; Shen, Yang; Li, Xiang; Fan, Kun 1 2020 \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching. Zbl 1460.93028Wang, Meijiao; Meng, Qingxin; Shen, Yang 1 2021 Valuation of guaranteed minimum maturity benefits under generalised regime-switching models using the Fourier cosine method. Zbl 1492.91303Kang, Boda; Shen, Yang; Zhu, Dan; Ziveyi, Jonathan 1 2022 Mean-variance investment and risk control strategies – a time-consistent approach via a forward auxiliary process. Zbl 1460.91239Shen, Yang; Zou, Bin 2 2021 A dynamic pricing game for general insurance market. Zbl 1457.91332Li, Danping; Li, Bin; Shen, Yang 1 2021 Hearing the shape of right triangle billiard tables. Zbl 1490.37040Shen, Yang; Yang, Jiazhong 1 2021 Invariant algebraic curves and hyperelliptic limit cycles of Liénard systems. Zbl 1478.34041Qian, Xinjie; Shen, Yang; Yang, Jiazhong 1 2021 Mean-variance investment and contribution decisions for defined benefit pension plans in a stochastic framework. Zbl 1476.91165Zhao, Qian; Shen, Yang; Wei, Jiaqin 1 2021 Equilibrium investment strategy for a DC pension plan with learning about stock return predictability. Zbl 1471.91486Wang, Pei; Shen, Yang; Zhang, Ling; Kang, Yuxin 1 2021 Nakayama automorphisms of graded Ore extensions of Koszul Artin-Schelter regular algebras. Zbl 1490.16061Shen, Y.; Guo, Y. 1 2021 \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching. Zbl 1460.93028Wang, Meijiao; Meng, Qingxin; Shen, Yang 1 2021 A new multiscale algorithm for solving second order boundary value problems. Zbl 1442.65135Zheng, Yaqin; Lin, Yingzhen; Shen, Yang 8 2020 Optimal excess-of-loss reinsurance contract with ambiguity aversion in the principal-agent model. Zbl 1447.91139Gu, Ailing; Viens, Frederi G.; Shen, Yang 7 2020 Mean-variance asset-liability management problem under non-Markovian regime-switching models. Zbl 1443.91324Shen, Yang; Wei, Jiaqin; Zhao, Qian 6 2020 Portfolio selection with regime-switching and state-dependent preferences. Zbl 1426.91259Wei, Jiaqin; Shen, Yang; Zhao, Qian 1 2020 A continuous-time theory of reinsurance chains. Zbl 1452.91266Chen, Lv; Shen, Yang; Su, Jianxi 1 2020 Portfolio selection with parameter uncertainty under \(\alpha\) maxmin mean-variance criterion. Zbl 07331195Yu, Xingying; Shen, Yang; Li, Xiang; Fan, Kun 1 2020 Stochastic Stackelberg differential reinsurance games under time-inconsistent mean-variance framework. Zbl 1425.91217Chen, Lv; Shen, Yang 17 2019 Robust equilibrium excess-of-loss reinsurance and CDS investment strategies for a mean-variance insurer with ambiguity aversion. Zbl 1425.91238Zhao, Hui; Shen, Yang; Zeng, Yan; Zhang, Wenjun 7 2019 Life-cycle planning with ambiguous economics and mortality risks. Zbl 1429.91283Shen, Yang; Su, Jianxi 3 2019 Valuation of risk-based premium of DB pension plan with terminations. Zbl 1411.91310Qian, Linyi; Shen, Yang; Wang, Wei; Yang, Zhixin 1 2019 On a new paradigm of optimal reinsurance: a stochastic Stackelberg differential game between an insurer and a reinsurer. Zbl 1390.91170Chen, Lv; Shen, Yang 31 2018 Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility. Zbl 1398.91339Li, Danping; Shen, Yang; Zeng, Yan 16 2018 Pricing dynamic fund protection under hidden Markov models. Zbl 1473.91014Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 5 2018 Bond and option pricing for interest rate model with clustering effects. Zbl 1400.91626Zhang, Xin; Xiong, Jie; Shen, Yang 4 2018 Lifetime asset allocation with idiosyncratic and systematic mortality risks. Zbl 1416.91221Shen, Yang; Sherris, Michael 4 2018 How do capital structure and economic regime affect fair prices of bank’s equity and liabilities? Zbl 1416.91396Hainaut, Donatien; Shen, Yang; Zeng, Yan 2 2018 Time-consistent investment-reinsurance strategies towards joint interests of the insurer and the reinsurer under CEV models. Zbl 1367.60088Zhao, Hui; Weng, ChengGuo; Shen, Yang; Zeng, Yan 13 2017 An FFT approach for option pricing under a regime-switching stochastic interest rate model. Zbl 1369.91178Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 5 2017 Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model. Zbl 1414.91389Siu, Tak Kuen; Shen, Yang 4 2017 Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model. Zbl 1362.93168Shen, Yang; Siu, Tak Kuen 4 2017 Hodge metric completion of the moduli space of Calabi-Yau manifolds. Zbl 1387.32031Liu, Kefeng; Shen, Yang 2 2017 Learning correspondence structures for person re-identification. Zbl 1409.94359Lin, Weiyao; Shen, Yang; Yan, Junchi; Xu, Mingliang; Wu, Jianxin; Wang, Jingdong; Lu, Ke 1 2017 Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security. Zbl 1331.91105Zhao, Hui; Shen, Yang; Zeng, Yan 38 2016 Torsion of a functionally graded material. Zbl 1423.74410Shen, Yang; Chen, Yongjie; Li, Li 14 2016 Optimal investment-consumption-insurance with random parameters. Zbl 1401.91193Shen, Yang; Wei, Jiaqin 13 2016 Valuation of guaranteed minimum maturity benefits in variable annuities with surrender options. Zbl 1369.91195Shen, Yang; Sherris, Michael; Ziveyi, Jonathan 9 2016 Optimal control for stochastic delay evolution equations. Zbl 1347.49040Meng, Qingxin; Shen, Yang 7 2016 Constrained investment-reinsurance optimization with regime switching under variance premium principle. Zbl 1371.91083Chen, Lv; Qian, Linyi; Shen, Yang; Wang, Wei 4 2016 Applications of the affine structures on the Teichmüller spaces. Zbl 1408.32015Liu, Kefeng; Shen, Yang; Chen, Xiaojing 1 2016 On a Markov chain approximation method for option pricing with regime switching. Zbl 1325.91052Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 1 2016 Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process. Zbl 1318.91123Shen, Yang; Zeng, Yan 51 2015 Optimal control of mean-field jump-diffusion systems with delay: a stochastic maximum principle approach. Zbl 1312.49028Meng, Qingxin; Shen, Yang 23 2015 Pricing annuity guarantees under a double regime-switching model. Zbl 1318.91111Fan, Kun; Shen, Yang; Siu, Tak Kuen; Wang, Rongming 20 2015 Mean-variance portfolio selection in a complete market with unbounded random coefficients. Zbl 1377.93180Shen, Yang 18 2015 A revisit to stochastic near-optimal controls: the critical case. Zbl 1327.93420Meng, Qingxin; Shen, Yang 4 2015 Maximum principle for mean-field jump-diffusion stochastic delay differential equations and its application to finance. Zbl 1296.93205Shen, Yang; Meng, Qingxin; Shi, Peng 46 2014 Augmented Lagrangian alternating direction method for matrix separation based on low-rank factorization. Zbl 1285.90068Shen, Y.; Wen, Z.; Zhang, Yin 45 2014 Optimal investment-reinsurance with delay for mean-variance insurers: a maximum principle approach. Zbl 1304.91132Shen, Yang; Zeng, Yan 35 2014 Mean-variance portfolio selection under a constant elasticity of variance model. Zbl 1408.91203Shen, Yang; Zhang, Xin; Siu, Tak Kuen 21 2014 Consumption-investment strategies with non-exponential discounting and logarithmic utility. Zbl 1338.91139Zhao, Qian; Shen, Yang; Wei, Jiaqin 14 2014 The maximum principle for a jump-diffusion mean-field model and its application to the mean-variance problem. Zbl 1279.49015Shen, Yang; Siu, Tak Kuen 32 2013 Pricing variance swaps under a stochastic interest rate and volatility model with regime-switching. Zbl 1264.91129Shen, Yang; Siu, Tak Kuen 17 2013 Longevity bond pricing under stochastic interest rate and mortality with regime-switching. Zbl 1291.91212Shen, Yang; Siu, Tak Kuen 15 2013 Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model. Zbl 1290.60066Shen, Yang; Siu, Tak Kuen 10 2013 On relation between geometric momentum and annihilation operators on a two-dimensional sphere. Zbl 1282.81116Liu, Q. H.; Shen, Y.; Xun, D. M.; Wang, X. 2 2013 Simulation of crack propagation in fiber-reinforced bulk metallic glasses. Zbl 1183.74243Zheng, G. P.; Shen, Y. 1 2010 SDU: a semidefinite programming-based underestimation method for stochastic global optimization in protein docking. Zbl 1366.90233Paschalidis, Ioannis Ch.; Shen, Yang; Vakili, Pirooz; Vajda, Sandor 2 2007 Semi-active vibration control schemes for suspension systems using magnetorheological dampers. Zbl 1182.70074Shen, Y.; Golnaraghi, M. F.; Heppler, G. R. 9 2006 Finite element analysis of V-ribbed belts using neural network based hyperelastic material model. Zbl 1349.74280Shen, Y.; Chandrashekhara, K.; Breig, W. F.; Oliver, L. R. 4 2005 An efficient algorithm to determine fractal dimensions of point sets. Zbl 0969.37529Füchslin, R. M.; Shen, Y.; Meier, P. F. 3 2001 Energy stability of thermocapillary convection in a model of the float- zone crystal-growth process. Zbl 0706.76049Shen, Y.; Neitzel, G. P.; Jankowski, D. F.; Mittelmann, H. D. 14 1990 A probability distribution and convergence of the consistency index u in the analytic hierarchy process. Zbl 0714.60012Shen, Y. 2 1990 all cited Publications top 5 cited Publications all top 5 Cited by 558 Authors 28 Shen, Yang 14 Zhao, Hui 13 Li, Danping 12 Rong, Ximin 12 Siu, Tak Kuen 12 Sun, Zhongyang 12 Wei, Jiaqin 9 Zeng, Yan 8 Qian, Linyi 7 Jin, Zhuo 7 Wang, Ning 7 Wang, Rongming 7 Wong, Hoi Ying 6 Yuen, Kam Chuen 6 Zhang, Xin 5 Chen, Lv 5 Chen, Ping 5 Dong, Yinghui 5 Faghidian, S. Ali 5 Guan, Guohui 5 Wang, Wei 5 Weng, Chengguo 5 Young, Virginia R. 5 Zhao, Qian 4 Bai, Yanfei 4 Blake, David 4 Chang, Hao 4 Gu, Ailing 4 Guo, Junyi 4 Hafayed, Mokhtar 4 Jeon, Junkee 4 Li, Zhongfei 4 Liang, Zhibin 4 Lin, Yingzhen 4 Mei, Liangcai 4 Meng, Qingxin 4 Mi, Hui 4 Shi, Jingtao 4 Tan, Ken Seng 4 Wang, Guangchen 4 Wang, Suxin 4 Xiao, Helu 4 Yan, Tingjin 4 Zhang, Feng 4 Zhang, Yan 4 Zhao, Peibiao 4 Zhou, Zhongbao 3 A, Chunxiang 3 Agram, Nacira 3 Boonen, Tim J. 3 Chen, Fenge 3 Fan, Kun 3 Gao, Rui 3 Huang, Ya 3 Li, Li 3 Liu, Bin 3 Liu, Zaiming 3 Ma, Heping 3 MacMinn, Richard D. 3 Mamon, Rogemar S. 3 Peng, Xingchun 3 Roslan, Teh Raihana Nazirah 3 Tembine, Hamidou 3 Viens, Frederi G. 3 Wang, Tianxiao 3 Wu, Jinbiao 3 Wu, Yonghong 3 Xiong, Jie 3 Yam, Sheung Chi Phillip 3 Yuan, Yu 3 Zhang, Nan 3 Zhang, Qiang 3 Zhang, Qixia 3 Zhang, Yingchao 3 Zhang, Yiying 3 Zhang, Zhimin 3 Zhu, Huainian 3 Zou, Bin 2 Abba, Abdelmadjid 2 Abbas, Syed 2 Ai, Meiqiao 2 Alia, Ishak 2 Bo, Lijun 2 Cao, Jiling 2 Cecotti, Sergio 2 Chen, Shumin 2 Chen, Zhiping 2 Cheung, Ka Chun 2 Ching, Wai-Ki 2 Chiu, Mei Choi 2 Cui, Xiangyu 2 Cui, Zhenyu 2 Dai, Haoran 2 Deepa, R. Acharya 2 Deng, Chao 2 Di, Hao 2 Forsyth, Peter A. 2 Gao, Yin 2 Godin, Frédéric 2 Hainaut, Donatien ...and 458 more Authors all top 5 Cited in 105 Serials 52 Insurance Mathematics & Economics 24 Journal of Computational and Applied Mathematics 20 Journal of Industrial and Management Optimization 16 Communications in Statistics. Theory and Methods 15 Scandinavian Actuarial Journal 11 International Journal of Control 10 Automatica 9 Optimization 9 Methodology and Computing in Applied Probability 8 International Journal of Engineering Science 8 Mathematical Problems in Engineering 7 Applied Mathematics and Optimization 7 Journal of Systems Science and Complexity 6 Applied Mathematics and Computation 6 Systems & Control Letters 6 European Journal of Operational Research 6 Discrete Dynamics in Nature and Society 6 North American Actuarial Journal 6 Mathematical Control and Related Fields 4 Journal of Optimization Theory and Applications 4 SIAM Journal on Control and Optimization 4 Journal of Economic Dynamics & Control 4 Annals of Operations Research 4 European Series in Applied and Industrial Mathematics (ESAIM): Control, Optimization and Calculus of Variations 4 Mathematical Methods of Operations Research 4 SIAM Journal on Financial Mathematics 3 Journal of Mathematical Analysis and Applications 3 European Journal of Control 3 Journal of Inequalities and Applications 3 International Journal of Theoretical and Applied Finance 3 Quantitative Finance 3 Advances in Difference Equations 3 Journal of the Operations Research Society of China 3 AIMS Mathematics 2 Advances in Applied Probability 2 Chaos, Solitons and Fractals 2 Bulletin of the Korean Mathematical Society 2 Stochastic Analysis and Applications 2 Applied Numerical Mathematics 2 Japan Journal of Industrial and Applied Mathematics 2 Stochastic Processes and their Applications 2 Computational and Applied Mathematics 2 Journal of High Energy Physics 2 The ANZIAM Journal 2 Discrete and Continuous Dynamical Systems. Series B 2 Acta Mathematica Scientia. Series B. (English Edition) 2 ASTIN Bulletin 2 Mathematics and Financial Economics 2 Science China. Mathematics 2 Communications in Mathematics and Statistics 2 International Journal of Systems Science. Principles and Applications of Systems and Integration 2 AMM. Applied Mathematics and Mechanics. (English Edition) 1 Computers & Mathematics with Applications 1 Journal of the Franklin Institute 1 Journal of Mathematical Physics 1 Lithuanian Mathematical Journal 1 Journal of Applied Probability 1 Journal of Differential Equations 1 Mathematics of Operations Research 1 Nonlinear Analysis. Theory, Methods & Applications. Series A: Theory and Methods 1 Statistics & Probability Letters 1 Operations Research Letters 1 Probability and Mathematical Statistics 1 Chinese Annals of Mathematics. Series B 1 Physica D 1 Acta Mathematicae Applicatae Sinica. English Series 1 Applied Mathematics Letters 1 Applications of Mathematics 1 International Journal of Computer Mathematics 1 The Journal of Analysis 1 International Journal of Computer Vision 1 Complexity 1 Engineering Analysis with Boundary Elements 1 Bernoulli 1 Vietnam Journal of Mathematics 1 Optimization Methods & Software 1 Taiwanese Journal of Mathematics 1 Soft Computing 1 European Journal of Mechanics. A. Solids 1 Communications in Nonlinear Science and Numerical Simulation 1 Journal of Dynamical and Control Systems 1 Probability in the Engineering and Informational Sciences 1 Optimization and Engineering 1 Decisions in Economics and Finance 1 Stochastic Models 1 Bulletin of the Malaysian Mathematical Sciences Society. Second Series 1 Fuzzy Optimization and Decision Making 1 International Journal of Computational Methods 1 Boundary Value Problems 1 Stochastics 1 Waves in Random and Complex Media 1 Journal of Biological Dynamics 1 Frontiers of Mathematics in China 1 Algorithms 1 International Journal of Differential Equations 1 Games 1 European Actuarial Journal 1 Dynamic Games and Applications 1 Afrika Matematika 1 Annals of Finance ...and 5 more Serials all top 5 Cited in 26 Fields 264 Game theory, economics, finance, and other social and behavioral sciences (91-XX) 154 Systems theory; control (93-XX) 148 Probability theory and stochastic processes (60-XX) 62 Calculus of variations and optimal control; optimization (49-XX) 30 Operations research, mathematical programming (90-XX) 25 Statistics (62-XX) 21 Ordinary differential equations (34-XX) 15 Numerical analysis (65-XX) 15 Mechanics of deformable solids (74-XX) 12 Partial differential equations (35-XX) 5 General and overarching topics; collections (00-XX) 4 Integral transforms, operational calculus (44-XX) 3 Dynamical systems and ergodic theory (37-XX) 3 Integral equations (45-XX) 3 Quantum theory (81-XX) 3 Biology and other natural sciences (92-XX) 2 Algebraic geometry (14-XX) 2 Computer science (68-XX) 2 Statistical mechanics, structure of matter (82-XX) 2 Relativity and gravitational theory (83-XX) 2 Mathematics education (97-XX) 1 Real functions (26-XX) 1 Several complex variables and analytic spaces (32-XX) 1 Operator theory (47-XX) 1 Mechanics of particles and systems (70-XX) 1 Fluid mechanics (76-XX) Citations by Year