Thomas F. Coleman

Name: dblp XML data dump
Creator: Schloss Dagstuhl - Leibniz Center for Informatics
Published: 1993
License: https://creativecommons.org/publicdomain/zero/1.0/
Keywords: dblp, XML, computer science, scholarly publications, metadata

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Publications

2020
[j53]
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  - journals/ijdsa/ZhangNCL20
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Haofan Zhang, Ke Nian, Thomas F. Coleman, Yuying Li:
Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection. Int. J. Data Sci. Anal. 9(1): 57-75 (2020)
2018
[j52]
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  - journals/datamine/TayalCL18
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Aditya Tayal, Thomas F. Coleman, Yuying Li:
Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking. Data Min. Knowl. Discov. 32(2): 417-452 (2018)
2016
[j51]
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  - journals/anor/MoazeniCL16
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Somayeh Moazeni, Thomas F. Coleman, Yuying Li:
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy. Ann. Oper. Res. 237(1-2): 99-120 (2016)
2015
[j50]
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  - journals/tkde/TayalCL15
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Aditya Tayal, Thomas F. Coleman, Yuying Li:
RankRC: Large-Scale Nonlinear Rare Class Ranking. IEEE Trans. Knowl. Data Eng. 27(12): 3347-3359 (2015)
2014
[j48]
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  - journals/pr/TayalCL14
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Aditya Tayal, Thomas F. Coleman, Yuying Li:
Primal explicit max margin feature selection for nonlinear support vector machines. Pattern Recognit. 47(6): 2153-2164 (2014)
2013
[j47]
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  - journals/coap/MoazeniCL13
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Somayeh Moazeni, Thomas F. Coleman, Yuying Li:
Regularized robust optimization: the optimal portfolio execution case. Comput. Optim. Appl. 55(2): 341-377 (2013)
[j46]
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  - journals/coap/ColemanLW13
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Thomas F. Coleman, Yuying Li, Cheng Wang:
Stable local volatility function calibration using spline kernel. Comput. Optim. Appl. 55(3): 675-702 (2013)
2010
[j43]
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  - journals/siamjo/MoazeniCL10
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Somayeh Moazeni, Thomas F. Coleman, Yuying Li:
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters. SIAM J. Optim. 20(3): 1620-1654 (2010)
2009
[j42]
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  - journals/infor/LevchenkovCL09
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Dmitriy Levchenkov, Thomas F. Coleman, Yuying Li:
Estimating a Hedge Fund Return Model Based on a Small Number of Samples. INFOR Inf. Syst. Oper. Res. 47(1): 43-58 (2009)
2003
[c4]
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  - conf/cifer/BoyleCL03
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Katharyn A. Boyle, Thomas F. Coleman, Yuying Li:
Hedging a portfolio of derivatives by modeling cost. CIFEr 2003: 63-70
2001
[j39]
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  - journals/coap/ColemanLM01
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Thomas F. Coleman, Yuying Li, Adrian Mariano:
Segmentation of Pulmonary Nodule Images Using 1-Norm Minimization. Comput. Optim. Appl. 19(3): 243-272 (2001)
2000
[j35]
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  - journals/mp/ColemanL00
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Thomas F. Coleman, Yuying Li:
A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints. Math. Program. 88(1): 1-31 (2000)
1999
[j31]
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  - journals/siamsc/BranchCL99
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Mary Ann Branch, Thomas F. Coleman, Yuying Li:
A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems. SIAM J. Sci. Comput. 21(1): 1-23 (1999)
1996
[j28]
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  - journals/siamjo/ColemanL96
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Thomas F. Coleman, Yuying Li:
An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds. SIAM J. Optim. 6(2): 418-445 (1996)
[j27]
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  - journals/siamjo/ColemanL96a
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Thomas F. Coleman, Yuying Li:
A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables. SIAM J. Optim. 6(4): 1040-1058 (1996)
1994
[j23]
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  - journals/mp/ColemanL94
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Thomas F. Coleman, Yuying Li:
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds. Math. Program. 67: 189-224 (1994)
1992
[j19]
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  - journals/mp/ColemanL92
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Thomas F. Coleman, Yuying Li:
A globally and quadratically convergent affine scaling method for linear l₁ problems. Math. Program. 56: 189-222 (1992)

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