Yiyong Feng

According to our database, Yiyong Feng authored at least 11 papers between 2012 and 2020.

Collaborative distances:

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

2020

General sparse risk parity portfolio design via successive convex optimization.

Linlong Wu, Yiyong Feng, Daniel P. Palomar

Signal Process., 2020

2018

Sparse Portfolios for High-Dimensional Financial Index Tracking.

Konstantinos Benidis, Yiyong Feng, Daniel P. Palomar

IEEE Trans. Signal Process., 2018

Optimization Methods for Financial Index Tracking: From Theory to Practice.

Konstantinos Benidis, Yiyong Feng, Daniel P. Palomar

Found. Trends Optim., 2018

2016

A Signal Processing Perspective of Financial Engineering.

Yiyong Feng, Daniel P. Palomar

Found. Trends Signal Process., 2016

Portfolio optimization with asset selection and risk parity control.

Yiyong Feng, Daniel Pérez Palomar

Proceedings of the 2016 IEEE International Conference on Acoustics, 2016

2015

Robust Optimization of Order Execution.

Yiyong Feng, Daniel Pérez Palomar, Francisco Rubio

IEEE Trans. Signal Process., 2015

SCRIP: Successive Convex Optimization Methods for Risk Parity Portfolio Design.

Yiyong Feng, Daniel Pérez Palomar

IEEE Trans. Signal Process., 2015

Normalization of Linear Support Vector Machines.

Yiyong Feng, Daniel P. Palomar

IEEE Trans. Signal Process., 2015

Linear support vector machines with normalizations.

Yiyong Feng, Daniel Pérez Palomar

Proceedings of the 2015 IEEE International Conference on Acoustics, 2015

2013

Robust order execution under box uncertainty sets.

Yiyong Feng, Daniel P. Palomar

Proceedings of the 2013 Asilomar Conference on Signals, 2013

2012

Optimal order execution for algorithmic trading: A CVaR approach.

Yiyong Feng, Francisco Rubio, Daniel Pérez Palomar

Proceedings of the 13th IEEE International Workshop on Signal Processing Advances in Wireless Communications, 2012