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Shrinking Factor Dimension: A Reduced-Rank Approach.

, , , and . Manag. Sci., 69 (9): 5501-5522 (September 2023)

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Portfolio selection with uncertain exit time: A robust CVaR approach, , , and . Journal of Economic Dynamics and Control, 32 (2): 594--623 (February 2008)Shrinking Factor Dimension: A Reduced-Rank Approach., , , and . Manag. Sci., 69 (9): 5501-5522 (September 2023)The PID Semi-Active Vibration Control on Nonlinear Suspension System with Time Delay., , and . Int. J. Intelligent Transportation Systems Research, 16 (2): 125-137 (2018)Scaled PCA: A New Approach to Dimension Reduction., , , , and . Manag. Sci., 68 (3): 1678-1695 (2022)Robust portfolio selection with uncertain exit time using worst-case VaR strategy., , and . Oper. Res. Lett., 35 (5): 627-635 (2007)An Improved CAViaR Model for Oil Price Risk., , , , and . International Conference on Computational Science (3), volume 4489 of Lecture Notes in Computer Science, page 937-944. Springer, (2007)Robust portfolios: contributions from operations research and finance., , and . Ann. Oper. Res., 176 (1): 191-220 (2010)Portfolio selection under distributional uncertainty: A relative robust CVaR approach., , , and . Eur. J. Oper. Res., 203 (1): 185-194 (2010)An optimal design of collateralized mortgage obligation with PAC-companion structure using dynamic cash reserve., , , and . Eur. J. Oper. Res., 177 (2): 1134-1152 (2007)Gait optimization of step climbing for a hexapod robot., , , , and . J. Field Robotics, 39 (1): 55-68 (2022)