Yuying Li | Academic Influence

Yuying Li's AcademicInfluence.com Rankings

Yuying Li

Computer Science

#3313

World Rank

#3476

Historical Rank

Database

#7778

World Rank

#8090

Historical Rank

computer-science Degrees

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Computer Science

Yuying Li's Degrees

PhD Computer Science University of British Columbia
Masters Computer Science University of British Columbia
Bachelors Computer Science Tsinghua University

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Why Is Yuying Li Influential?

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According to Wikipedia, Yuying Li is a Chinese-Canadian professor of computer science in the David R. Cheriton School of Computer Science at the University of Waterloo in Canada. Her research interests include mathematical optimization, scientific computing, data mining, and tail risk in computational finance.

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Yuying Li's Published Works

Number of citations in a given year to any of this author's works

Total number of citations to an author for the works they published in a given year. This highlights publication of the most important work(s) by the author

Published Works

An Interior Trust Region Approach for Nonlinear Minimization Subject to Bounds (1993) (3269)
On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds (1994) (1041)
On the Convergence of Reflective Newton Methods for Large-scale Nonlinear Minimization Subject to Bounds (1992) (728)
A Subspace, Interior, and Conjugate Gradient Method for Large-Scale Bound-Constrained Minimization Problems (1999) (694)
A Reflective Newton Method for Minimizing a Quadratic Function Subject to Bounds on Some of the Variables (1992) (627)
A boosted decision tree approach using Bayesian hyper-parameter optimization for credit scoring (2017) (444)
Minimizing CVaR and VaR for a portfolio of derivatives (2006) (249)
A computational algorithm for minimizing total variation in image restoration (1996) (200)
Reconstructing the Unknown Local Volatility Function (1999) (162)
Large-Scale Numerical Optimization (1990) (96)
Hedging guarantees in variable annuities under both equity and interest rate risks (2006) (93)
Auto insurance fraud detection using unsupervised spectral ranking for anomaly (2016) (79)
Minimizing tracking error while restricting the number of assets (2006) (75)
A Globally Convergent Method for lp Problems (1991) (55)
A globally and quadratically convergent affine scaling method for linearℓ1 problems (1992) (53)
A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints (1997) (50)
Dynamic Hedging with a Deterministic Local Volatility Function Model (2001) (47)
Derivative Portfolio Hedging Based on CVaR (2003) (45)
A global and quadratically convergent method for linear l ∞ problems (1992) (37)
An Affine Scaling Algorithm for Minimizing Total Variation in Image Enhancement (1994) (36)
A Newton Method for American Option Pricing (2002) (35)
Min-max robust and CVaR robust mean-variance portfolios (2009) (35)
Reconstructing the unknown volatility function (1998) (34)
Optimal Portfolio Execution Strategies and Sensitivity to Price Impact Parameters (2009) (31)
Centering, Trust Region, Reflective Techniques for Nonlinear Minimization Subject to Bounds (1993) (31)
RankRC: Large-Scale Nonlinear Rare Class Ranking (2015) (25)
A Newton Acceleration of the Weiszfeld Algorithm for Minimizing the Sum of Euclidean Distances (1995) (24)
Primal methods are better than dual methods for solving overdetermined linear systems in the l ∞ sense? (1989) (21)
Optimal Execution Under Jump Models For Uncertain Price Impact (2013) (20)
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (2016) (20)
Convergence of the embedded mean-variance optimal points with discrete sampling (2015) (19)
Preservation of Scalarization Optimal Points in the Embedding Technique for Continuous Time Mean Variance Optimization (2014) (18)
Discrete Hedging Under Piecewise Linear Risk Minimization (2003) (18)
Primal explicit max margin feature selection for nonlinear support vector machines (2014) (18)
Hierarchical Double Dirichlet Process Mixture of Gaussian Processes (2012) (17)
Regularized robust optimization: the optimal portfolio execution case (2013) (17)
A data-driven neural network approach to optimal asset allocation for target based defined contribution pension plans (2019) (17)
Regime switching model estimation: spectral clustering hidden Markov model (2019) (15)
A Structure-Exploiting Algorithm for Nonlinear Minimax Problems (1992) (12)
Stable local volatility function calibration using spline kernel (2013) (12)
An Efficient Algorithm for Nonlinear Minimax Problems (1990) (12)
Discrete hedging of American-type options using local risk minimization (2007) (10)
Learning minimum variance discrete hedging directly from the market (2018) (9)
A Data Driven Neural Network Approach to Optimal Asset Allocation for Target Based Defined Contribution Pension Plans (2018) (8)
Self-training with adaptive regularization for S3VM (2017) (8)
Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection (2018) (8)
Dynamic liquidation under market impact (2011) (7)
Calibrating volatility function bounds for an uncertain volatility model (2010) (7)
EREL Selection using Morphological Relation (2018) (6)
Hedging Guarantees in Variable Annuities ( Under Both Market and Interest Rate Risks ) (2004) (6)
Segmentation of Pulmonary Nodule Images Using Total Variation Minimization (1998) (6)
A Quadratically-Convergent Algorithm for the Linear Programming Problem with Lower and Upper Bounds (1990) (6)
Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking (2018) (6)
Optimal asset allocation for outperforming a stochastic benchmark target (2020) (5)
Segmentation of Pulmonary Nodule Images Using 1-Norm Minimization (2001) (5)
Empirical Evidence of the Leverage Effect in a Stochastic Volatility Model: A Realized Volatility Approach (2012) (5)
Dynamic Hedging in a Volatile Market (2003) (4)
A data-driven neural network approach to dynamic factor investing with transaction costs (2021) (4)
A Trust Region and Affine Scaling Method for Nonlinearly Constrained Minimization (1994) (4)
Projection Free Rank-Drop Steps (2017) (4)
Learning sequential option hedging models from market data (2021) (4)
Combining Trust Region and Affine Scaling Linearly Constrained Nonconvex Minimization (1997) (3)
Beating a benchmark: dynamic programming may not be the right 1 numerical approach. 2 (2022) (3)
Computation and analysis for a constrained entropy optimization problem in finance (2008) (3)
Chapter 14 Total Risk Minimization Using Monte Carlo Simulations (2007) (3)
The Computational Structure and Characterization of Nonlinear Discrete Chebyshev Problems (1988) (3)
A Gradual Non-Convexification Method for Minimizing VaR Jiong Xi (2013) (3)
A Global and Quadratic Affine Scaling Method for Linear $L_{1}$ Problems. (1989) (3)
Hedging a portfolio of derivatives by modeling cost (2003) (3)
Stable Local Volatility Calibration Using Kernel Splines (2010) (3)
Solving Separable Nonsmooth Problems Using Frank-Wolfe with Uniform Affine Approximations (2018) (2)
Estimating a Hedge Fund Return Model Based on a Small Number of Samples (2009) (2)
Unsupervised Spectral Ranking for Anomaly and Application to Auto Insurance Fraud Detection (2014) (2)
Are target date funds dinosaurs? Failure to adapt can lead to extinction (2017) (2)
Quantum walk inspired algorithm for graph similarity and isomorphism (2019) (2)
Nonsmooth Frank-Wolfe using Uniform Affine Approximations (2017) (2)
Dynamic optimal investment strategies for benchmark 1 outperformance with widely-used performance metrics 2 (2021) (1)
Beating a constant weight benchmark: easier done than said (2022) (1)
Computing Optimal Stochastic Portfolio Execution Strategies: A Parametric Approach Using Simulations (2010) (1)
AN AFFINE SCALING TRUST REGION ALGORITHM FOR NONLINEAR PROGRAMMING (2007) (1)
Review on optimization methods in finance by Gerard Cornuejols and Reha Tütücü (2009) (1)
Convergence of the embedded mean-variance optimal points with discrete sampling (2015) (1)
A Graduated Nonconvex Regularization for Sparse High Dimensional Model Estimation (2014) (1)
Piecewise Differentiable Minimization for Ill-posed Inverse Problems (1997) (1)
The Impact of Ownership Structure on the Private Information: An Empirical Study Based on China’s A-Share Market (2021) (0)
A Gradual Nonconvexification Method or Minimizing Value-at-Risk (2014) (0)
Execution costs in financial markets with several institutional investors (2007) (0)
Bounding the difference between RankRC and RankSVM and application to multi-level rare class kernel ranking (2017) (0)
Unsupervised brightfield image segmentation with RPCA and spectral clustering (2014) (0)
Regularized robust optimization: the optimal portfolio execution case (2013) (0)
Risk-minimization hedging under nonoptimal exercising (2011) (0)
PIECEWISEDIFFERENTIABLEMINIMIZATION FOR ILL-POSEDINVERSEPROBLEMS (1997) (0)
A Gradual Non-Convexation Method for Minimizing VaR (2012) (0)
A parsimonious neural network approach to solve portfolio optimization problems without using dynamic programming (2023) (0)
Smoothing and parametric rules for stochastic mean-CVaR optimal execution strategy (2013) (0)
Optimal Asset Allocation in a High Inflation Regime: a Leverage-feasible Neural Network Approach (2023) (0)
Optimal Asset Allocation 1 For Outperforming A Stochastic Benchmark Target 2 (2020) (0)
Stable local volatility function calibration using spline kernel (2013) (0)
Spectral ranking and unsupervised feature selection for point, collective, and contextual anomaly detection (2018) (0)

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