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Ruo-Bing Xue

Ruobing Xue

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affiliation: Shanghai Jiaotong University, Department of Automation, China

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2020 – today

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2021
[j4]
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Weiping Wu, Lifen Wu, Ruobing Xue, Shan Pang:
Constrained Dynamic Mean-Variance Portfolio Selection in Continuous-Time. Algorithms 14(8): 252 (2021)
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Ruo-Bing Xue, Xiang-Shen Ye, Xi-Ren Cao:
Optimization of stock trading with additional information by Limit Order Book. Autom. 127: 109507 (2021)
2020
[j2]
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Ruobing Xue, Xiangshen Ye, Weiping Wu:
Optimization of Constrained Stochastic Linear-Quadratic Control on an Infinite Horizon: A Direct-Comparison Based Approach. Algorithms 13(2): 49 (2020)

2010 – 2019

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2018
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Xiang-Shen Ye, Ruo-Bing Xue, Jianjun Gao, Xi-Ren Cao:
Optimization in curbing risk contagion among financial institutes. Autom. 94: 214-220 (2018)

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