Liyan Han

According to our database, Liyan Han authored at least 20 papers between 2006 and 2022.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2022

Domain Adaptation Based on Multi-Kernel Learning.

Liyan Han, Weixin Ling

Proceedings of the 5th International Conference on Algorithms, 2022

2019

Normal mixture method for stock daily returns over different sub-periods.

Liyan Han, Hanhuan Yan, Chengli Zheng

Commun. Stat. Simul. Comput., 2019

2018

Stock Net Entropy: Evidence from the Chinese Growth Enterprise Market.

Qiuna Lv, Liyan Han, Yipeng Wan, Libo Yin

Entropy, 2018

Does Income Diversification Benefit the Sustainable Development of Chinese Listed Banks? Analysis Based on Entropy and the Herfindahl-Hirschman Index.

Huichen Jiang, Liyan Han

Entropy, 2018

2015

Risk management for international portfolios with basket options: A multi-stage stochastic programming approach.

Libo Yin, Liyan Han

J. Syst. Sci. Complex., 2015

A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution.

Shangmei Zhao, Qing Lu, Liyan Han, Yong Liu, Fei Hu

Ann. Oper. Res., 2015

2013

Credit Scoring Model Hybridizing Artificial Intelligence with Logistic Regression.

Lu Han, Liyan Han, Hongwei Zhao

J. Networks, 2013

Orthogonal support vector machine for credit scoring.

Lu Han, Liyan Han, Hongwei Zhao

Eng. Appl. Artif. Intell., 2013

Options strategies for international portfolios with overall risk management via multi-stage stochastic programming.

Libo Yin, Liyan Han

Ann. Oper. Res., 2013

2011

Knightian Uncertainty Based Option Pricing with Jump Volatility.

Min Pan, Liyan Han

Proceedings of the Nonlinear Mathematics for Uncertainty and its Applications, 2011

2010

Internet Bidding and Procurement in Chinese Military Industry Enterprises.

Guang Xu, Liyan Han, Xiangrui Kong, Ning Zhou

Proceedings of the International Conference on E-Business and E-Government, 2010

The Analysis and Selection of Issuing Modules of Catastrophe Bond for China.

Lan Xie, Liyan Han

Proceedings of the International Conference on E-Business and E-Government, 2010

The Founder's Choice between Democracy and Autocracy in Corporate Governance.

Zhebing Wang, Liyan Han

Proceedings of the International Conference on E-Business and E-Government, 2010

2009

The Fuzzy Binomial Option Pricing Model under Knightian Uncertainty.

Wei Li, Liyan Han

Proceedings of the Sixth International Conference on Fuzzy Systems and Knowledge Discovery, 2009

2008

European option pricing and hedges under heterogeneity with λ-fuzzy measures and choquet intergral.

Liyan Han, Juan Zhou

Proceedings of the FUZZ-IEEE 2008, 2008

2007

A Nonparametric Approach to Pricing Convertible Bond via Neural Network.

Wei Zhou, Meiying Yang, Liyan Han

Proceedings of the 8th ACIS International Conference on Software Engineering, 2007

Black-Scholes versus Artificial Neural Networks in Pricing Call Warrants: the Case of China Market.

Wei Zhou, Meiying Yang, Liyan Han

Proceedings of the Third International Conference on Natural Computation, 2007

Multi-objective Optimal Public Investment: An Extended Model and Genetic Algorithm-Based Case Study.

Lei Tian, Liyan Han, Hai Huang

Proceedings of the Adaptive and Natural Computing Algorithms, 8th International Conference, 2007

2006

A Genetic Algorithm-Based Double-Objective Multi-constraint Optimal Cross-Region Cross-Sector Public Investment Model.

Tian Lei, Liu Lieli, Liyan Han, Hai Huang

Proceedings of the Advances in Natural Computation, Second International Conference, 2006

The Generalization of <i>lambda</i>-Fuzzy Measures with Application to the Fuzzy Option.

Liyan Han, Wenli Chen

Proceedings of the Fuzzy Systems and Knowledge Discovery, Third International Conference, 2006