Junyi Guo
Orcid: 0000-0001-6195-1828
According to our database1,
Junyi Guo
authored at least 22 papers
between 2006 and 2024.
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Bibliography
2024
Optimal investment and reinsurance policies for the Cramér-Lundberg risk model under monotone mean-variance preference.
Int. J. Control, 2024
2023
Nat. Mac. Intell., July, 2023
Critique of "A Parallel Framework for Constraint-Based Bayesian Network Learning via Markov Blanket Discovery" by SCC Team From Peking University.
IEEE Trans. Parallel Distributed Syst., June, 2023
2022
Understanding Water Level Changes in the Great Lakes by an ICA-Based Merging of Multi-Mission Altimetry Measurements.
Remote. Sens., 2022
Proceedings of the IEEE INFOCOM 2022, 2022
2021
Optimal reinsurance and investment strategies for an insurer under monotone mean-variance criterion.
RAIRO Oper. Res., 2021
MedPerf: Open Benchmarking Platform for Medical Artificial Intelligence using Federated Evaluation.
CoRR, 2021
2020
Increased Low Degree Spherical Harmonic Influences on Polar Ice Sheet Mass Change Derived from GRACE Mission.
Remote. Sens., 2020
J. Optim. Theory Appl., 2020
A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling.
J. Comput. Appl. Math., 2020
Interval estimation of the ruin probability in the classical compound Poisson risk model.
Comput. Stat. Data Anal., 2020
2019
Single Failure Recovery Method for Erasure Coded Storage System with Heterogeneous Devices.
IEICE Trans. Inf. Syst., 2019
2018
High-Resolution Interannual Mass Anomalies of the Antarctic Ice Sheet by Combining GRACE Gravimetry and ENVISAT Altimetry.
IEEE Trans. Geosci. Remote. Sens., 2018
Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility.
Math. Methods Oper. Res., 2018
Maximum Principle for Markov Regime-Switching Forward-Backward Stochastic Control System with Jumps and Relation to Dynamic Programming.
J. Optim. Theory Appl., 2018
2014
J. Comput. Appl. Math., 2014
Appl. Math. Comput., 2014
2013
Optimal Mean-Variance Problem with Constrained Controls in a Jump-Diffusion Financial Market for an Insurer.
J. Optim. Theory Appl., 2013
2012
J. Syst. Sci. Complex., 2012
2011
Optimal multi-asset investment with no-shorting constraint under mean-variance criterion for an insurer.
J. Syst. Sci. Complex., 2011
2006