Mingbin Feng
Title
Cited by
Cited by
Year
Systemic risk components in a network model of contagion
J Staum, M Feng, M Liu
IIE Transactions 48 (6), 501-510, 2016
552016
Complementarity formulations of l0-norm optimization problems
M Feng, JE Mitchell, JS Pang, X Shen, A Wächter
Industrial Engineering and Management Sciences. Technical Report …, 2013
482013
Green simulation designs for repeated experiments
M Feng, J Staum
2015 Winter Simulation Conference (WSC), 403-413, 2015
25*2015
Practical algorithms for value-at-risk portfolio optimization problems
M Feng, A Wächter, J Staum
Quantitative Finance Letters 3 (1), 1-9, 2015
142015
Coherent distortion risk measures in portfolio selection
MB Feng, KS Tan
Systems Engineering Procedia 4, 25-34, 2012
72012
Uniform Convergence of Sample Average Approximation with Adaptive Multiple Importance Sampling
A Wächter, J Staum, A Maggiar, M Feng
3*2017
Efficient Nested Simulation for Conditional Tail Expectation of Variable Annuities
O Dang, M Feng, MR Hardy
North American Actuarial Journal 24 (2), 187-210, 2020
12020
Sample average approximation with adaptive importance sampling
A Wächter, J Staum, A Maggiar, M Feng
tech. rep., IEMS Department, Northwestern University 14, 15-27, 2017
12017
Green simulation with database Monte Carlo
M Feng, J Staum
2016 Winter Simulation Conference (WSC), 1108-1118, 2016
2016
The system can't perform the operation now. Try again later.
Articles 1–9