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高建军 封面图

高建军 (Jianjun Gao)

shanghai university of finance & economics

18H指数
117论文数
1.1K被引数
收录论文 24
发表时间
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Dynamic mean-variance hybrid portfolio optimization with spectral risk regulation动态均值-方差混合投资组合优化与谱风险调控
errOperations Research Letters
IF0.9
err2026-01-01
err0
PREAI
errGao, Jianjun; Liu, Siya; Lin, Yu; Wu, Weiping; Zhou, Ke
err分享
err收藏
Beyond static risk aversion: online multi-period mean-variance portfolio optimization using hidden Markov chains超越静态风险规避：基于隐马尔可夫链的在线多期均值-方差投资组合优化
errOR Spectrum
IF1.9
err2026-01-01
err0
PREAI
errLiu, Siya; Jin, Chengneng; Gao, Jianjun; Wu, Weiping
err分享
err收藏
The Outer Continental Shelf Claim by a Non-Party to the LOS Convention: Lawful or Unlawful?非《联合国海洋法公约》缔约方提出的外大陆架主张：合法还是非法？
errCHINESE JOURNAL OF INTERNATIONAL LAW
IF1.2
err2025-12-01
err0
PREAI
errGao, Jianjun
err分享
err收藏
Cardinality constrained multi-period mean–variance portfolio optimization with regime-switching parameters基数约束的多期均值-方差投资组合优化，其中参数具有状态转移特性
errAutomatica
IF5.9
err2025-11-03
err0
PREAI
errTongyao Wang; Chengneng Jin; Weiping Wu; Jianjun Gao
err分享
err收藏
MotionAnimate: Animate human images with pose motion for vivid and temporally consistent video generationMotionAnimate：使用姿态运动为人体图像生成生动且时间一致的动画视频
errInformation Fusion
IF15.5
err2025-07-31
err0
PREAI
errRuoyu Wang; Shaowei Wang; Rui Gong; Chen Cai; Jianjun Gao; Wenqian Wang; Wenyang Liu; Kim-Hui Yap
err分享
err收藏
SSH-Net: A self-supervised and hybrid network for noisy image watermark removalSSH-Net: 一种用于噪声图像水印去除的自监督混合网络
errJournal of Visual Communication and Image Representation
IF3.1
err2025-07-16
err0
PREAI
errWenyang Liu; Jianjun Gao; Kim-Hui Yap
err分享
err收藏
Limited Attention Allocation in a Stochastic Linear Quadratic System With Multiplicative Noise
errIEEE TRANSACTIONS ON AUTOMATIC CONTROL
IF7
err2024-12-01
err0
errOAAI
errCui, Xiangyu; Gao, Jianjun; Kong, Lingjie; Shi, Yun
err分享
err收藏
Multi-period portfolio choice under loss aversion with dynamic reference point in serially correlated market
errOMEGA-INTERNATIONAL JOURNAL OF MANAGEMENT SCIENCE
IF7.2
err2024-09-01
err0
PREAI
errGao, Jianjun; Li, Yaoming; Shi, Yun; Xie, Jinyan
err分享
err收藏
When Prospect Theory Meets Mean-Reverting Asset Returns: A Behavioral Dynamic Trading Model
errJOURNAL OF BANKING & FINANCE
IF3.8
err2024-05-01
err2
PREAI
errGao, Jianjun; Li, Duan; Xie, Jinyan; Yang, Yiwen; Yao, Jing
err分享
err收藏
Betting market equilibrium with heterogeneous beliefs: A prospect theory-based model
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2022-04-01
err4
PREAI
errYu, Dian; Gao, Jianjun; Wang, Tongyao
err分享
err收藏
Multi-scale features based interpersonal relation recognition using higher-order graph neural network
errNEUROCOMPUTING
IF6.5
err2021-10-01
err17
PREAI
errGao, Jianjun; Qing, Linbo; Li, Lindong; Cheng, Yongqiang; Peng, Yonghong
err分享
err收藏
On continuous-time constrained stochastic linear-quadratic control关于连续时间约束的随机线性二次控制
errAUTOMATICA
IF5.9
err2020-04-01
err13
PREAI
errWu, Weiping; Gao, Jianjun; Lu, Jun-Guo; Li, Xun
err分享
err收藏
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2019-07-01
err25
PREAI
errCui, Xiangyu; Gao, Jianjun; Shi, Yun; Zhu, Shushang
err分享
err收藏
Explicit Solution for Constrained Scalar-State Stochastic Linear-Quadratic Control With Multiplicative Noise带乘性噪声的约束标量状态随机线性二次控制的显式解
errIEEE TRANSACTIONS ON AUTOMATIC CONTROL
IF7
err2019-05-01
err13
PREAI
errWu, Weiping; Gao, Jianjun; Li, Duan; Shi, Yun
err分享
err收藏
Optimization in curbing risk contagion among financial institutes
errAUTOMATICA
IF5.9
err2018-08-01
err2
PREAI
errYe, Xiang-Shen; Xue, Ruo-Bing; Gao, Jianjun; Cao, Xi-Ren
err分享
err收藏
A Framework and Modeling Method of Data-Driven Soft Sensors Based on Semisupervised Gaussian Regression
errINDUSTRIAL & ENGINEERING CHEMISTRY RESEARCH
IF3.9
err2016-06-30
err41
PREAI
errYan, Weiwu; Guo, Pengju; Tian, Yu; Gao, Jianjun
err分享
err收藏
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time连续时间下具有多个风险度量的动态均值风险投资组合选择
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2016-03-01
err36
PREAI
errGao, Jianjun; Xiong, Yan; Li, Duan
err分享
err收藏
Time cardinality constrained mean-variance dynamic portfolio selection and market timing: A stochastic control approach时间基数约束的均值-方差动态投资组合选择和市场时机: 一种随机控制方法
errAUTOMATICA
IF5.9
err2015-04-01
err44
PREAI
errGao, Jianjun; Li, Duan; Cui, Xiangyu; Wang, Shouyang
err分享
err收藏
Optimal multi-period mean-variance policy under no-shorting constraint无卖空约束下的最优多期均值-方差策略
errEUROPEAN JOURNAL OF OPERATIONAL RESEARCH
IF6
err2014-04-01
err98
PREAI
errCui, Xiangyu; Gao, Jianjun; Li, Xun; Li, Duan
err分享
err收藏
Complete Statistical Characterization of Discrete-Time LQG and Cumulant Control离散时间LQG和累积量控制的完整统计特征
errIEEE TRANSACTIONS ON AUTOMATIC CONTROL
IF7
err2012-08-01
err25
PREAI
errQian, Fucai; Gao, Jianjun; Li, Duan
err分享
err收藏

研究方向

优化算法随机控制金融工程投资组合管理金融风险管理
合作学者
合作期刊
王淑漪 封面图
王淑漪 (Shouyang Wang)
H 指数: 98 · 论文数: 1.4K
D
Duan Li
H 指数: 49 · 论文数: 475
R
Ruoyu Wang
H 指数: 46 · 论文数: 227
X
Xun Li
H 指数: 37 · 论文数: 355
X
Xi‐Ren Cao
H 指数: 36 · 论文数: 274
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