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作品数：43被引量：110H指数：6
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Multi-Period Resilient Model for VSC-Based AC-DC HDS Considering Public-Safety Power Shutoff to Mitigate Wildfires被引量：1
《CSEE Journal of Power and Energy Systems》2024年第2期821-833,共13页Zekai Wang Tao Ding Xiaosheng Zhang Chenggang Mu Pengwei Du Fangxing Li 
supported in part by National Key Research and Development Program of China(2022YFA1004600);in part by the National Natural Science Foundation of China(51977166,52277123);in part by the Natural Science Foundation of Shaanxi Province(2022JC-19)。
This paper proposes a voltage source converter (VSC) -based AC-DC hybrid distribution system (HDS) resilient model to mitigate power outages caused by wildfires. Before a wildfire happens, the public-safety power shut...
关键词：AC-DC hybrid distribution system restoration network reconfiguration progressive hedging public safety power shutoffs strategy resilience 
The Impact of General Correlation Under Multi-Period Mean-Variance Asset-Liability Portfolio Management被引量：1
《Journal of Systems Science & Complexity》2023年第6期2515-2535,共21页WU Xianping WU Weiping LIN Yu 
partially supported by the National Natural Science Foundation of China under Grant Nos.72201067,12201129,and 71973028;the Natural Science Foundation of Guangdong Province under Grant No.2022A1515010839;the Project of Science and Technology of Guangzhou under Grant No.202102020273;the Opening Project of Guangdong Province Key Laboratory of Computational Science at Sun Yat-sen University under Grant No.2021004。
This paper studies the multi-period mean-variance(MV)asset-liability portfolio management problem(MVAL),in which the portfolio is constructed by risky assets and liability.It is worth mentioning that the impact of gen...
关键词：Asset-liability management dynamic programming MEAN-VARIANCE multi-period portfolio stochastic correlated returns 
A New Risk Measure MMVaR:Properties and Empirical Research
《Journal of Systems Science & Complexity》2023年第5期2026-2045,共20页TAN Keqi CHEN Yu CHEN Dan 
supported by the National Social Science Fund of China under Grant No.22BTJ027。
The paper presents the properties of an alternative method,which measures market risk over time-horizon exceeding one day:Mark to market value at risk(MMVaR).Relying on the minimal returns during the time interval,thi...
关键词：MMVaR multi-period risk risk measure subadditive 
Multi-Period Telser's Safety-First Portfolio Selection Problem in a Defined Contribution Pension Plan
《Journal of Systems Science & Complexity》2023年第3期1189-1227,共39页LI Fangbo WU Huiling YAO Haixiang 
supported by grants from Innovation Research in Central University of Finance and Economics,National Natural Science Foundation of China under Grant Nos.11671411,71871071,72071051,Guangdong Basic and Applied Basic Research Foundation under Grant No.2018B030311004,the Key Program of the National Social Science Foundation of China under Grant No.21AZD071 and the 111 Project under Grant No.B17050.
This paper investigates a multi-period portfolio optimization problem for a defined contribution pension plan with Telser's safety-first criterion.The plan members aim to maximize the expected terminal wealth subject ...
关键词：Defined contribution pension plan dynamic programming portfolio selection optimization risk control Telser's safety-first criterion 
Regional green finance development and local green innovation:Evidence from a quasi-natural experiment of green bond issuance in China
《Ecological Economy》2023年第2期102-120,共19页ZHANG Ju-ying 
supported by Hebei Province Philosophy and Social Science Project (Grant No.HB22YJ021);Hebei Province Social Science Development Research Project (Grant No.20220202156)。
Based on provincial panel data in China from 2008 to 2019, this research takes the issuance of China's green bond as a quasi-natural experiment to explore whether China's regional green finance development promotes lo...
关键词：green finance development green innovation multi-period DID model green bond 
A Multi-Period Constrained Multi-Objective Evolutionary Algorithm with Orthogonal Learning for Solving the Complex Carbon Neutral Stock Portfolio Optimization Model
《Journal of Systems Science & Complexity》2023年第2期686-715,共30页CHEN Yinnan YE Lingjuan LI Rui ZHAO Xinchao 
supported by the National Natural Science Foundation of China under Grant No.61973042;Beijing Natural Science Foundation under Grant No.1202020。
Financial market has systemic complexity and uncertainty.For investors,return and risk often coexist.How to rationally allocate funds into different assets and achieve excess returns with effectively controlling risk ...
关键词：Constrained multi-objective optimization carbon-neutral multi-period constrained multiobjective evolutionary algorithm orthogonal learning portfolio optimization 
Multi-period Two-stage Robust Optimization of Radial Distribution System with Cables Considering Time-of-use Price被引量：3
《Journal of Modern Power Systems and Clean Energy》2023年第1期312-323,共12页Jian Zhang Mingjian Cui Yigang He Fangxing Li 
supported in part by the Fundamental Research Funds for the Central Universities of China(No.PA2021GDSK0083);in part by the State Key Program of National Natural Science of China(No.51637004);in part by the National Key Research and Development Plan“Important Scientific Instruments and Equipment Development”(No.2016YFF0102200)。
In the existing multi-period robust optimization methods for the optimal power flow in radial distribution systems,the capability of distributed generators(DGs)to regulate the reactive power,the operation costs of the...
关键词：Distribution system robust optimization mixed-integer second-order cone programming cost of regulation equipment coordinated optimization of active and reactive power 
Survey on Multi-period Mean-Variance Portfolio Selection Model
《Journal of the Operations Research Society of China》2022年第3期599-622,共24页Xiang-Yu Cui Jian-Jun Gao Xun Li Yun Shi 
partially supported by the National Natural Science Foundation of China(Nos.71971132,61573244,71671106,71971083 and 72171138);by the Key Program of National Natural Science Foundation of China(No.71931004);by Shanghai Institute of International Finance and Economics;by Program for Innovative Research Team of Shanghai University of Finance and Economics;by the Open Research Fund of Key Laboratory of Advanced Theory and Application in Statistics and Data Science-MOE.
Due to the non-separability of the variance term,the dynamic mean-variance(MV)portfolio optimization problem is inherently difficult to solve by dynamic programming.Li and Ng(Math Finance 10(3):387-406,2000)and Zhou a...
关键词：Multi-period mean-variance Investment constraints Time inconsistency 
Simulation of methane adsorption in diverse organic pores in shale reservoirs with multi-period geological evolution被引量：4
《International Journal of Coal Science & Technology》2021年第5期844-855,共12页Shangbin Chen Chu Zhang Xueyuan Li Yingkun Zhang Xiaoqi Wang 
This work was supported by the National Natural Science Foundation of China(Nos.41772141,41972171);the Natural Science Foundation of Jiangsu Province(BK20181362),the Priority Academic Program Development of Jiangsu Higher Education Institutions(PAPD).
In shale reservoirs,the organic pores with various structures formed during the thermal evolution of organic matter are the main storage site for adsorbed methane.However,in the process of thermal evolution,the adsorp...
关键词：Adsorption mechanism Shale reservoir Diverse pores Multi-period geological evolution Thermal evolution 
Synergic Effect of Reworking for Imperfect Quality Items with the Integration of Multi-Period Delay-in-Payment and Partial Backordering in Global Supply Chains
《Engineering》2021年第2期260-271,共12页Waqas Ahmed Muhammad Moazzam Biswajit Sarkar Saif Ur Rehman 
In intercontinental trade and economics goods are bought from a global supplier.On occasion,the expected lot may include a fraction of defective items.These imperfect items still have worth and can be sold to customer...
关键词：Imperfect items REWORK Shortages Multi-period delay-in-payments Non-derivative methodology 
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