Hailiang Yang

Orcid: 0000-0002-8869-7783

According to our database1, Hailiang Yang authored at least 48 papers between 1995 and 2024.

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Bibliography

2024
Super-replication of life-contingent options under the Black-Scholes framework.
J. Appl. Probab., 2024

Cerberus: Efficient Inference with Adaptive Parallel Decoding and Sequential Knowledge Enhancement.
CoRR, 2024

2023
Energy-Efficient Multiprocessor-Based Computation and Communication Resource Allocation in Two-Tier Federated Learning Networks.
IEEE Internet Things J., April, 2023

Anti-Jamming Strategy for Federated Learning in Internet of Medical Things: A Game Approach.
IEEE J. Biomed. Health Informatics, February, 2023

2022
Aiding a Disaster Spot via Multi-UAV-Based IoT Networks: Energy and Mission Completion Time-Aware Trajectory Optimization.
IEEE Internet Things J., 2022

Delay performance of priority-queue equipped UAV-based mobile relay networks: Exploring the impact of trajectories.
Comput. Networks, 2022

A Battery-free Pavement Roughness Estimation System Based on Kinetic Energy Harvesting.
Proceedings of the IEEE International Symposium on Circuits and Systems, 2022

Anti-Jamming in Federated Learning Networks under Uncertainty in Jamming Channels.
Proceedings of the IEEE International Conference on Communications, 2022

2021
Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions.
SIAM J. Sci. Comput., 2021

Delay Performance of UAV-Based Buffer-Aided Relay Networks under Bursty Traffic: Mobile or Static?
Proceedings of the 22nd IEEE International Symposium on a World of Wireless, 2021

2020
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences.
Eur. J. Oper. Res., 2020

Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models.
Eur. J. Oper. Res., 2020

Design of Chinese Character Recognition Based on AlexNet Convolution Neural Network.
Proceedings of the AIPR 2020: 3rd International Conference on Artificial Intelligence and Pattern Recognition, 2020

2019
A martingale approach for asset allocation with derivative security and hidden economic risk.
J. Appl. Probab., 2019

iCast: Fine-Grained Wireless Video Streaming Over Internet of Intelligent Vehicles.
IEEE Internet Things J., 2019

2018
Enhanced Uplink Resource Allocation in Non-Orthogonal Multiple Access Systems.
IEEE Trans. Wirel. Commun., 2018

Enabling Ultra-Dense UAV-Aided Network with Overlapped Spectrum Sharing: Potential and Approaches.
IEEE Netw., 2018

2017
Gerber-Shiu analysis with two-sided acceptable levels.
J. Comput. Appl. Math., 2017

A note on optimal insurance risk control with multiple reinsurers.
J. Comput. Appl. Math., 2017

Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns.
J. Comput. Appl. Math., 2017

2016
Optimal insurance risk control with multiple reinsurers.
J. Comput. Appl. Math., 2016

Optimal asset allocation: Risk and information uncertainty.
Eur. J. Oper. Res., 2016

2015
Fourier-cosine method for ruin probabilities.
J. Comput. Appl. Math., 2015

2014
Cox risk model with variable premium rate and stochastic return on investment.
J. Comput. Appl. Math., 2014

Portfolio optimization in a regime-switching market with derivatives.
Eur. J. Oper. Res., 2014

A class of non-zero-sum stochastic differential investment and reinsurance games.
Autom., 2014

On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest.
Ann. Oper. Res., 2014

2013
Option valuation by a self-exciting threshold binomial model.
Math. Comput. Model., 2013

Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections.
Autom., 2013

Model predictive controller performance monitoring based on impulse response identification.
Proceedings of the 9th Asian Control Conference, 2013

2012
The interplay between finance and actuarial science.
Risk Decis. Anal., 2012

Elasticity approach to asset allocation in discrete time.
Risk Decis. Anal., 2012

Optimal Asset Allocation: A Worst Scenario Expectation Approach.
J. Optim. Theory Appl., 2012

Equilibruim approach of asset pricing under Lévy process.
Eur. J. Oper. Res., 2012

2011
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs.
Eur. J. Oper. Res., 2011

2010
Image Autocoregistration and Interferogram Estimation Using Extended COMET-EXIP Method.
IEEE Trans. Geosci. Remote. Sens., 2010

Filtering a Markov Modulated Random Measure.
IEEE Trans. Autom. Control., 2010

Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching.
J. Optim. Theory Appl., 2010

Option pricing with regime switching by trinomial tree method.
J. Comput. Appl. Math., 2010

2009
A Fast Algorithm of SAS Raw Signal Simulation Based on Point Scatterer Model.
Proceedings of the CSIE 2009, 2009 WRI World Congress on Computer Science and Information Engineering, March 31, 2009

2007
Insurance Claims Modulated by a Hidden Marked Point Process.
Proceedings of the American Control Conference, 2007

2006
Ruin problems for a discrete time risk model with random interest rate.
Math. Methods Oper. Res., 2006

2005
Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions.
Ann. Oper. Res., 2005

1999
Exponential stabilizability of stochastic systems with Markovian jumping parameters.
Autom., 1999

1998
Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters.
Proceedings of the Control of Distributed Parameter and Stochastic Systems, 1998

1997
Robust stabilization and guaranteed cost control of large scale linear systems with jumps.
Kybernetika, 1997

1996
Optimal control of manufacturing flow and preventive maintenance.
IEEE Trans. Autom. Control., 1996

1995
Stability of discrete-time linear systems with Markovian jumping parameters.
Math. Control. Signals Syst., 1995


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