Chanaka Edirisinghe - Publications, H-index & Citations

Chanaka Edirisinghe

Rensselaer Polytechnic Institute

6H指数

40论文数

116被引数

收录论文 8

发表时间

All-integer global optimization for high-dimensional sparse regression, with applications in financial and genomic data

European Journal of Operational Research

IF6

2026-02-03

PREAI

Yuji Nakagawa; Yoshiko Hanada; Yoichi Takenaka; Kazunori Iwata; Chanaka Edirisinghe

Index-mixed optimal portfolio selection under borrowing restrictions 在借贷限制下的指数混合最优投资组合选择

Annals of Operations Research

IF4.5

2025-07-30

PREAI

Chanaka Edirisinghe; Jingnan Chen; Shengyin Jia

Index-tracking portfolio selection with background risk 带背景风险的指数跟踪投资组合选择

ANNALS OF OPERATIONS RESEARCH

IF4.5

2024-03-13

PREAI

Huang, Xiaoxia; Sang, Tian; Edirisinghe, Chanaka

Predicting credit rating changes conditional on economic strength

FINANCE RESEARCH LETTERS

IF6.9

2022-06-01

PREAI

Edirisinghe, Chanaka; Sawicki, Julia; Zhao, Yonggan; Zhou, Jun

Optimal portfolio deleveraging under market impact and margin restrictions

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2021-10-01

PREAI

Edirisinghe, Chanaka; Jeong, Jaehwan; Chen, Jingnan

Indefinite multi-constrained separable quadratic optimization: Large-scale efficient solution 不定多约束可分二次优化: 大规模有效解

EUROPEAN JOURNAL OF OPERATIONAL RESEARCH

IF6

2019-10-01

PREAI

Edirisinghe, Chanaka; Jeong, Jaehwan

Lower bounding inventory allocations for risk pooling in two-echelon supply chains

INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS

IF10

2017-05-01

PREAI

Edirisinghe, Chanaka; Atkins, Derek

Risk assessment based on the analysis of the impact of contagion flow

JOURNAL OF BANKING & FINANCE

IF3.8

2015-11-01

PREAI

Edirisinghe, Chanaka; Gupta, Aparna; Roth, Wendy

研究方向