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Hailiang Yang
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2020 – today
- 2023
- [j38]Rukhsana Ruby
, Hailiang Yang
Energy-Efficient Multiprocessor-Based Computation and Communication Resource Allocation in Two-Tier Federated Learning Networks. IEEE Internet Things J. 10(7): 5689-5703 (2023) - [j37]Rukhsana Ruby
Anti-Jamming Strategy for Federated Learning in Internet of Medical Things: A Game Approach. IEEE J. Biomed. Health Informatics 27(2): 888-899 (2023) - 2022
- [j36]Hailiang Yang
Delay performance of priority-queue equipped UAV-based mobile relay networks: Exploring the impact of trajectories. Comput. Networks 210: 108856 (2022) - [j35]Hailiang Yang
Aiding a Disaster Spot via Multi-UAV-Based IoT Networks: Energy and Mission Completion Time-Aware Trajectory Optimization. IEEE Internet Things J. 9(8): 5853-5867 (2022) - [c8]Rukhsana Ruby, Hailiang Yang
Anti-Jamming in Federated Learning Networks under Uncertainty in Jamming Channels. ICC 2022: 3172-3177 - [c7]Hailiang Yang, Li Teng, Junrui Liang:
A Battery-free Pavement Roughness Estimation System Based on Kinetic Energy Harvesting. ISCAS 2022: 2763-2767 - 2021
- [j34]Xiaolong Li, Yifan Shi, Sheung Chi Phillip Yam, Hailiang Yang:
Fourier-Cosine Method for Finite-Time Gerber-Shiu Functions. SIAM J. Sci. Comput. 43(3): B650-B677 (2021) - [c6]Rukhsana Ruby, Hailiang Yang
Delay Performance of UAV-Based Buffer-Aided Relay Networks under Bursty Traffic: Mobile or Static? WOWMOM 2021: 51-60 - 2020
- [j33]Zhuo Jin
Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. Eur. J. Oper. Res. 280(3): 1130-1143 (2020) - [j32]Jinxia Zhu, Tak Kuen Siu
Singular dividend optimization for a linear diffusion model with time-inconsistent preferences. Eur. J. Oper. Res. 285(1): 66-80 (2020) - [c5]Songhua Xie, Hailiang Yang, Hui Nie:
Design of Chinese Character Recognition Based on AlexNet Convolution Neural Network. AIPR 2020: 68-73
2010 – 2019
- 2019
- [j31]Lu Wang
iCast: Fine-Grained Wireless Video Streaming Over Internet of Intelligent Vehicles. IEEE Internet Things J. 6(1): 111-123 (2019) - [j30]Tak Kuen Siu
A martingale approach for asset allocation with derivative security and hidden economic risk. J. Appl. Probab. 56(3): 723-749 (2019) - 2018
- [j29]Lu Wang
Enabling Ultra-Dense UAV-Aided Network with Overlapped Spectrum Sharing: Potential and Approaches. IEEE Netw. 32(5): 85-91 (2018) - [j28]Rukhsana Ruby
Enhanced Uplink Resource Allocation in Non-Orthogonal Multiple Access Systems. IEEE Trans. Wirel. Commun. 17(3): 1432-1444 (2018) - 2017
- [j27]Hui Meng, Tak Kuen Siu
A note on optimal insurance risk control with multiple reinsurers. J. Comput. Appl. Math. 319: 38-42 (2017) - [j26]Jae-Kyung Woo, Ran Xu, Hailiang Yang:
Gerber-Shiu analysis with two-sided acceptable levels. J. Comput. Appl. Math. 321: 185-210 (2017) - [j25]Fenglong Guo, Dingcheng Wang, Hailiang Yang:
Asymptotic results for ruin probability in a two-dimensional risk model with stochastic investment returns. J. Comput. Appl. Math. 325: 198-221 (2017) - [i1]Rukhsana Ruby, Shuxin Zhong, Hailiang Yang, Kaishun Wu:
Enhanced Uplink Resource Allocation in Non-Orthogonal Multiple Access Systems. CoRR abs/1711.08900 (2017) - 2016
- [j24]Sheung Chi Phillip Yam
Optimal asset allocation: Risk and information uncertainty. Eur. J. Oper. Res. 251(2): 554-561 (2016) - [j23]Hui Meng, Tak Kuen Siu
Optimal insurance risk control with multiple reinsurers. J. Comput. Appl. Math. 306: 40-52 (2016) - 2015
- [j22]Kwok-Wing Chau, Sheung Chi Phillip Yam
Fourier-cosine method for ruin probabilities. J. Comput. Appl. Math. 281: 94-106 (2015) - 2014
- [j21]Jun Cai, Hailiang Yang:
On the decomposition of the absolute ruin probability in a perturbed compound Poisson surplus process with debit interest. Ann. Oper. Res. 212(1): 61-77 (2014) - [j20]Alain Bensoussan, Chi Chung Siu, Sheung Chi Phillip Yam
A class of non-zero-sum stochastic differential investment and reinsurance games. Autom. 50(8): 2025-2037 (2014) - [j19]Jun Fu, Jiaqin Wei, Hailiang Yang:
Portfolio optimization in a regime-switching market with derivatives. Eur. J. Oper. Res. 233(1): 184-192 (2014) - [j18]Lin Xu
Cox risk model with variable premium rate and stochastic return on investment. J. Comput. Appl. Math. 256: 52-64 (2014) - 2013
- [j17]Zhuo Jin
Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. Autom. 49(8): 2317-2329 (2013) - [j16]Fei Lung Yuen
Option valuation by a self-exciting threshold binomial model. Math. Comput. Model. 58(1-2): 28-37 (2013) - [c4]Zhong Zhao, Feng Song, Hailiang Yang:
Model predictive controller performance monitoring based on impulse response identification. ASCC 2013: 1-6 - 2012
- [j15]Jun Fu, Hailiang Yang:
Equilibruim approach of asset pricing under Lévy process. Eur. J. Oper. Res. 223(3): 701-708 (2012) - [j14]Fei Lung Yuen
Optimal Asset Allocation: A Worst Scenario Expectation Approach. J. Optim. Theory Appl. 153(3): 794-811 (2012) - [j13]Hailiang Yang:
The interplay between finance and actuarial science. Risk Decis. Anal. 3(1-2): 1 (2012) - [j12]Jun Fu, Hailiang Yang:
Elasticity approach to asset allocation in discrete time. Risk Decis. Anal. 3(1-2): 139-146 (2012) - 2011
- [j11]Dingjun Yao, Hailiang Yang, Rongming Wang:
Optimal dividend and capital injection problem in the dual model with proportional and fixed transaction costs. Eur. J. Oper. Res. 211(3): 568-576 (2011) - 2010
- [j10]Fei Lung Yuen
Option pricing with regime switching by trinomial tree method. J. Comput. Appl. Math. 233(8): 1821-1833 (2010) - [j9]Jiaqin Wei, Hailiang Yang, Rongming Wang:
Classical and Impulse Control for the Optimization of Dividend and Proportional Reinsurance Policies with Regime Switching. J. Optim. Theory Appl. 147(2): 358-377 (2010) - [j8]Robert J. Elliott
Filtering a Markov Modulated Random Measure. IEEE Trans. Autom. Control. 55(1): 74-88 (2010) - [j7]Sen Zhang
Image Autocoregistration and Interferogram Estimation Using Extended COMET-EXIP Method. IEEE Trans. Geosci. Remote. Sens. 48(12): 4204-4218 (2010)
2000 – 2009
- 2009
- [c3]Ming Chen, Hailiang Yang, Jinsong Tang:
A Fast Algorithm of SAS Raw Signal Simulation Based on Point Scatterer Model. CSIE (6) 2009: 135-139 - 2007
- [c2]Robert J. Elliott, Tak Kuen Siu
Insurance Claims Modulated by a Hidden Marked Point Process. ACC 2007: 390-395 - 2006
- [j6]Hailiang Yang, Lihong Zhang:
Ruin problems for a discrete time risk model with random interest rate. Math. Methods Oper. Res. 63(2): 287-299 (2006) - 2005
- [j5]Xiaotie Deng
Necessary and Sufficient Conditions for Weak No-Arbitrage in Securities Markets with Frictions. Ann. Oper. Res. 133(1-4): 265-276 (2005)
1990 – 1999
- 1999
- [j4]El Kébir Boukas, Hailiang Yang:
Exponential stabilizability of stochastic systems with Markovian jumping parameters. Autom. 35(8): 1437-1441 (1999) - 1998
- [c1]El Kébir Boukas, Hailiang Yang:
Robust Stabilization of Nonlinear Systems with Markovian Jumping Parameters. Control of Distributed Parameter and Stochastic Systems 1998: 173-180 - 1997
- [j3]El Kébir Boukas, Andrzej Swierniak, Krzysztof Simek, Hailiang Yang:
Robust stabilization and guaranteed cost control of large scale linear systems with jumps. Kybernetika 33(1): 121-131 (1997) - 1996
- [j2]El-Kébir Boukas, Hailiang Yang:
Optimal control of manufacturing flow and preventive maintenance. IEEE Trans. Autom. Control. 41(6): 881-885 (1996) - 1995
- [j1]El Kébir Boukas, Hailiang Yang:
Stability of discrete-time linear systems with Markovian jumping parameters. Math. Control. Signals Syst. 8(4): 390-402 (1995)
Coauthor Index
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