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YearTitleAuthor
2021Regression learning with continuous and discrete dataWang, Chendi
2022Relative Lipschitz-like property of parametric systems via projectional coderivativesYao, Wenfang
2010Risk management in finance and insurance via stochastic optimizationLiu, Jingzhen
2014Robust estimation for longitudinal data with informative observation timesLiu, Kin Yat
2016Second-order methods for nonconvex optimization : theory and complexity analysisWang, Hong
1998Select the best algorithm of joint replenishment inventory control for DSLYip, Wing-mui
2003Semi-infinite programming and semi-definite optimization problemsLi, Shengjie
2012Semiparametric regression analysis of longitudinal data with informative observation timesDeng, Shirong
2016Semiparametric regression analysis of recurrent eventsFeng, Xuenan
2019Semiparametric statistical inference for functional survival modelsLiu, Kin Yat
1998Signal compression by discrete recurrent neural networksSo, Tung
2019Single-vendor multi-buyer supply chain coordination modelsFang, Fei
2021Smoothing penalty methods for Euler's elastica image processing and discretization error analysisHe, Fang
2001Solving the multi-buyer joint replenishment problem with simulated annealing methodLam, Chi-kin
2013Some nonlinear spectral properties of higher order tensorsSong, Yisheng
2000Some numerical and theoretical results on a two-dimensional dam overflow problemLi, Tian-cheng
2011Some parametric and semiparametric models for financial time series analysisZhang, Xingfa
2017Sparse and dynamic portfolio optimizationWang, Qiyu
2011Spatial regression models with spatially correlated errorsZhang, Fan
2013Spectral hypergraph theoryHu, Shenglong