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1

An integrated approach for deriving priorities in analytic network process

Jing-Rung Yu, Sheu-Ji Cheng

Journal:

European Journal of Operational Research

Year:

2007

Language:

english

File:

PDF, 150 KB

english, 2007

2

Portfolio rebalancing model using multiple criteria

Jing-Rung Yu, Wen-Yi Lee

Journal:

European Journal of Operational Research

Year:

2011

Language:

english

File:

PDF, 571 KB

english, 2011

3

Diversified portfolios with different entropy measures

Yu, Jing-Rung, Lee, Wen-Yi, Chiou, Wan-Jiun Paul

Journal:

Applied Mathematics and Computation

Year:

2014

Language:

english

File:

PDF, 2.25 MB

english, 2014

4

A FUZZY MULTIPLE OBJECTIVE PROGRAMMING TO DEA WITH IMPRECISE DATA

YU, JING-RUNG, TZENG, YEN-CHEN, TZENG, GWO-HSHIUNG, YU, TZU-YI, SHEU, HER-JIUN

Journal:

International Journal of Uncertainty Fuzziness and Knowledge-Based Systems

Year:

2004

Language:

english

File:

PDF, 305 KB

english, 2004

5

SOLVING THE FUZZY SHORTEST PATH PROBLEM BY USING A LINEAR MULTIPLE OBJECTIVE PROGRAMMING

Yu, Jing-Rung, Wei, Tzu-Hao

Journal:

Journal of the Chinese Institute of Industrial Engineers

Year:

2007

Language:

english

File:

PDF, 194 KB

english, 2007

6

Diversification benefits of risk portfolio models: a case of Taiwan’s stock market

Yu, Jing-Rung, Chiou, Wan-Jiun Paul, Yang, Jian-Hong

Journal:

Review of Quantitative Finance and Accounting

Year:

2017

Language:

english

File:

PDF, 1.17 MB

english, 2017

7

Portfolio models with return forecasting and transaction costs

Yu, Jing-Rung, Paul Chiou, Wan-Jiun, Lee, Wen-Yi, Lin, Shun-Ji

Journal:

International Review of Economics & Finance

Year:

2019

Language:

english

File:

PDF, 3.54 MB

english, 2019

8

Piecewise regression for fuzzy input–output data with automatic change-point detection by quadratic programming

Jing-Rung Yu, Chien-Wei Lee

Journal:

Applied Soft Computing

Year:

2010

Language:

english

File:

PDF, 397 KB

english, 2010

9

A decision framework for supplier rating and purchase allocation: A case in the semiconductor industry

Jing-Rung Yu, Chao-Chia Tsai

Journal:

Computers & Industrial Engineering

Year:

2008

Language:

english

File:

PDF, 170 KB

english, 2008

10

FIUT: A new method for mining frequent itemsets

Yuh-Jiuan Tsay, Tain-Jung Hsu, Jing-Rung Yu

Journal:

Information Sciences

Year:

2009

Language:

english

File:

PDF, 875 KB

english, 2009

11

A general piecewise necessity regression analysis based on linear programming

Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li

Journal:

Fuzzy Sets and Systems

Year:

1999

Language:

english

File:

PDF, 461 KB

english, 1999

12

General fuzzy piecewise regression analysis with automatic change-point detection

Jing-Rung Yu, Gwo-Hshiung Tzeng, Han-Lin Li

Journal:

Fuzzy Sets and Systems

Year:

2001

Language:

english

File:

PDF, 452 KB

english, 2001

13

A two stage fuzzy piecewise logistic model for penetration forecasting

Tseng, Fang-Mei, Yu, Jing-Rung

Journal:

Applied Soft Computing

Year:

2014

Language:

english

File:

PDF, 788 KB

english, 2014

14

[IEEE 2013 International Conference on Fuzzy Theory and Its Applications (iFUZZY) - Taipei, Taiwan (2013.12.6-2013.12.8)] 2013 International Conference on Fuzzy Theory and Its Applications (iFUZZY) - Modeling transaction costs and skewness in portfolio: Application of fuzzy approach

Yu, Jing-Rung, Chiou, Wan-Jiun Paul, Chang, Wei-Yuan, Lee, Wen-Yi

Year:

2013

Language:

english

File:

PDF, 932 KB

english, 2013

15

A LINEAR MULTIPLE OBJECTIVE PROGRAMMING FOR ASSORTMENT AND PACKING PROBLEMS

Yu, Jing-Rung, Chang, Jui-Mei, Yu, Shiuh-Sheng, Sheu, Her-Jiun

Journal:

Journal of the Chinese Institute of Industrial Engineers

Year:

2009

Language:

english

File:

PDF, 209 KB

english, 2009

16

[IEEE Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007) - Kumamoto, Japan (2007.09.5-2007.09.7)] Second International Conference on Innovative Computing, Informatio and Control (ICICIC 2007) - Multiple Criteria Decision Making and De Novo Programming in Portfolio Selection

Year:

2007

Language:

english

File:

PDF, 201 KB

english, 2007

17

INTERVAL PIECEWISE REGRESSION MODEL WITH AUTOMATIC CHANGE-POINT DETECTION BY QUADRATIC PROGRAMMING

YU, JING-RUNG, TZENG, GWO-HSHIUNG, LI, HAN-LIN

Journal:

International Journal of Uncertainty Fuzziness and Knowledge-Based Systems

Year:

2005

Language:

english

File:

PDF, 2.75 MB

english, 2005

18

FUZZY MULTIPLE OBJECTIVE PROGRAMMING IN AN INTERVAL PIECEWISE REGRESSION MODEL

YU, JING-RUNG, TZENG, GWO-HSHIUNG

Journal:

International Journal of Uncertainty Fuzziness and Knowledge-Based Systems

Year:

2009

Language:

english

File:

PDF, 354 KB

english, 2009

19

A linearized value-at-risk model with transaction costs and short selling

Yu, Jing-Rung, Chiou, Wan-Jiun Paul, Mu, Da-Ren

Journal:

European Journal of Operational Research

Year:

2015

Language:

english

File:

PDF, 292 KB

english, 2015

20

Incorporating transaction costs, weighting management, and floating required return in robust portfolios

Yu, Jing-Rung, Chiou, Wan-Jiun Paul, Liu, Ren-Ting

Journal:

Computers & Industrial Engineering

Year:

2017

Language:

english

File:

PDF, 815 KB

english, 2017

21

Does Entropy Model with Return Forecasting Enhance Portfolio Performance?

Yu, Jing-Rung, Paul Chiou, Wan-Jiun, Lee, Wen-Yi, Yu, Kai-Cheng

Journal:

Computers & Industrial Engineering

Year:

2017

Language:

english

File:

PDF, 718 KB

english, 2017

22

Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models

Yu, Jing-Rung, Chiou, Wan-Jiun Paul, Lee, Wen-Yi, Chuang, Tsao-Yuan

Journal:

Computers & Operations Research

Year:

2018

Language:

english

File:

PDF, 1.55 MB

english, 2018