Publications

• Public

  A VNS metaheuristic with stochastic steps for max 3-cut and max 3-section: Mathematical Problems in Engineering 2012

  DOI: 10.1155/2012/475018
  http://www.scopus.com/inward/record.url?eid=2-s2.0-84866073363&partnerID=MN8TOARS
  Ling, A.-F., (2012). "A VNS metaheuristic with stochastic steps for max 3-cut and max 3-section", Mathematical Problems in Engineering, vol. 2012
• Public

  A new discrete filled function method for solving large scale max-cut problems: Numerical Algorithms 2012

  DOI: 10.1007/s11075-011-9522-1
  http://www.scopus.com/inward/record.url?eid=2-s2.0-84862137143&partnerID=MN8TOARS
  Ling, A.-f. and Xu, C.-x., (2012). "A new discrete filled function method for solving large scale max-cut problems", Numerical Algorithms, vol. 60, no. 3, pp. 435-461
• Public

  A trend-switching financial time series model with level-duration dependence: Mathematical Problems in Engineering 2012

  DOI: 10.1155/2012/345093
  http://www.scopus.com/inward/record.url?eid=2-s2.0-84872854518&partnerID=MN8TOARS
  Wang, Q. and Ling, A. and Huang, T. and Jiang, Y. and Chen, M., (2012). "A trend-switching financial time series model with level-duration dependence", Mathematical Problems in Engineering, vol. 2012
• Public

  Robust portfolio selection involving options under a " marginal+joint" ellipsoidal uncertainty set: Journal of Computational and Applied Mathematics 2012

  DOI: 10.1016/j.cam.2012.03.023
  http://www.scopus.com/inward/record.url?eid=2-s2.0-84860356495&partnerID=MN8TOARS
  Ling, A.-F. and Xu, C.-X., (2012). "Robust portfolio selection involving options under a " marginal+joint" ellipsoidal uncertainty set", Journal of Computational and Applied Mathematics, vol. 236, no. 14, pp. 3373-3393
• Public

  Active portfolio management problems with multiple weights constraints: Asia-Pacific Power and Energy Engineering Conference, APPEEC 2011

  DOI: 10.1109/APPEEC.2011.5748896
  http://www.scopus.com/inward/record.url?eid=2-s2.0-79955787778&partnerID=MN8TOARS
  Ling, A.-F., (2011). "Active portfolio management problems with multiple weights constraints", Asia-Pacific Power and Energy Engineering Conference, APPEEC
• Public

  Consumption and saving problems with habit formation and wealth preference under finite time horizon: Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice 2011

  http://www.scopus.com/inward/record.url?eid=2-s2.0-79952778728&partnerID=MN8TOARS
  Ling, A.-F. and Lü, J.-L., (2011). "Consumption and saving problems with habit formation and wealth preference under finite time horizon", Xitong Gongcheng Lilun yu Shijian/System Engineering Theory and Practice, vol. 31, no. 1, pp. 43-54
• Public

  Robust portfolio selections with joint ellipsoidal uncertainty set and probability constraints: Kongzhi yu Juece/Control and Decision 2011

  http://www.scopus.com/inward/record.url?eid=2-s2.0-79955961005&partnerID=MN8TOARS
  Ling, A.-F. and Lv, J.-L., (2011). "Robust portfolio selections with joint ellipsoidal uncertainty set and probability constraints", Kongzhi yu Juece/Control and Decision, vol. 26, no. 4
• Public

  Tracking error portfolio problem with WCPLM 1 and weights constraints: 2011 International Conference on Computer and Management, CAMAN 2011 2011

  DOI: 10.1109/CAMAN.2011.5778839
  http://www.scopus.com/inward/record.url?eid=2-s2.0-79960511111&partnerID=MN8TOARS
  Ling, A.-F., (2011). "Tracking error portfolio problem with WCPLM 1 and weights constraints", 2011 International Conference on Computer and Management, CAMAN 2011
• Public

  Approximation algorithms for MAX RES CUT with limited unbalanced constraints: Journal of Applied Mathematics and Computing 2010

  DOI: 10.1007/s12190-009-0290-1
  http://www.scopus.com/inward/record.url?eid=2-s2.0-77952878992&partnerID=MN8TOARS
  Ling, A. and Tang, L. and Xu, C., (2010). "Approximation algorithms for MAX RES CUT with limited unbalanced constraints", Journal of Applied Mathematics and Computing, vol. 33, no. 1-2, pp. 357-374
• Public

  A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems: European Journal of Operational Research 2009

  DOI: 10.1016/j.ejor.2008.07.026
  http://www.scopus.com/inward/record.url?eid=2-s2.0-60649087747&partnerID=MN8TOARS
  Ling, A.-F. and Xu, C.-X. and Xu, F.-M., (2009). "A discrete filled function algorithm embedded with continuous approximation for solving max-cut problems", European Journal of Operational Research, vol. 197, no. 2, pp. 519-531
• Public

  Approximation algorithms for max 3-section using complex semidefinite programming relaxation: Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics) 2009

  DOI: 10.1007/978-3-642-02026-1_20
  http://www.scopus.com/inward/record.url?eid=2-s2.0-70350650373&partnerID=MN8TOARS
  Ling, A.-F., (2009). "Approximation algorithms for max 3-section using complex semidefinite programming relaxation", Lecture Notes in Computer Science (including subseries Lecture Notes in Artificial Intelligence and Lecture Notes in Bioinformatics), vol. 5573 LNCS, pp. 219-230
• Public

  A discrete filled function algorithm for approximate global solutions of max-cut problems: Journal of Computational and Applied Mathematics 2008

  DOI: 10.1016/j.cam.2007.09.012
  http://www.scopus.com/inward/record.url?eid=2-s2.0-47849088959&partnerID=MN8TOARS
  Ling, A.-F. and Xu, C.-X. and Xu, F.-M., (2008). "A discrete filled function algorithm for approximate global solutions of max-cut problems", Journal of Computational and Applied Mathematics, vol. 220, no. 1-2, pp. 643-660
• Public

  A modified VNS metaheuristic for max-bisection problems: Journal of Computational and Applied Mathematics 2008

  DOI: 10.1016/j.cam.2007.08.018
  http://www.scopus.com/inward/record.url?eid=2-s2.0-47849130829&partnerID=MN8TOARS
  Ling, A.-f. and Xu, C.-x. and Tang, L., (2008). "A modified VNS metaheuristic for max-bisection problems", Journal of Computational and Applied Mathematics, vol. 220, no. 1-2, pp. 413-421

Grants

Patents