Jianjun Gao - Concepedia

Author

Jianjun Gao

Shanghai Jiao Tong University ORCID

Also Known As

Gao, Jianjun, Gao, Jianjun 1968-, J Gao, J. Gao, J. J. Gao, Jian-Jun Gao, Jianjun GAO, Jianjun Gao

114

Publications

1.1K

Citations

H-Index

Concepts

All Affiliations

Shanghai Jiao Tong University Shanghai University of Finance and Economics Chinese University of Hong Kong Hong Kong Polytechnic University City University of Hong Kong

About

Jianjun Gao is an author at Shanghai Jiao Tong University specializing in engineering, mathematical programming, and portfolio optimization.

Top Concepts

#	Concept	H-Index	Publications	Citations
1	Engineering	12	13	596
2	Business	8	8	288
3	Management	8	8	391
4	Computer Engineering	3	3	63
5	Business Analytics	1	1	59

Jianjun Gao

Publications

858

Citations

H-Index

Page 1

	Year	Citations
Optimal Cardinality Constrained Portfolio Selection Jianjun Gao, Duan Li Operations Research Mathematical ProgrammingDirect RelaxationsPortfolio OptimizationEngineeringInteger Optimization	2013	150
Optimal multi-period mean–variance policy under no-shorting constraint Xiangyu Cui, Jianjun Gao, Xun Li, European Journal of Operational Research EngineeringStochastic OptimizationNo-shorting ConstraintDynamic OptimizationOperations Research	2013	123
JD.com: Operations Research Algorithms Drive Intelligent Warehouse Robots to Work Hengle Qin, Jun Xiao, Dongdong Ge, INFORMS Journal on Applied Analytics Artificial IntelligenceLogistics ProcessesEngineeringLogistics OptimizationBusiness Intelligence	2022	59
Time cardinality constrained mean–variance dynamic portfolio selection and market timing: A stochastic control approach Jianjun Gao, Duan Li, Xiangyu Cui, Automatica EconomicsPortfolio OptimizationTime CardinalityPortfolio SelectionStochastic Control Approach	2015	51
Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time Jianjun Gao, Yan Xiong, Duan Li European Journal of Operational Research Portfolio OptimizationEngineeringAsset PricingPortfolio SelectionRisk Management	2015	51
Dynamic Mean-LPM and Mean-CVaR Portfolio Optimization in Continuous-Time Jianjun Gao, Ke Zhou, Duan Li, SIAM Journal on Control and Optimization Mathematical ProgrammingPortfolio OptimizationAsset PricingMean-cvar FormulationsDynamic Mean-lpm	2017	48
A Framework and Modeling Method of Data-Driven Soft Sensors Based on Semisupervised Gaussian Regression Weiwu Yan, Pengju Guo, Yu Tian, Industrial & Engineering Chemistry Research Sensor ApplicationEnvironmental MonitoringMachine LearningEngineeringIndustrial Engineering	2016	44
Optimal Multiperiod Mean-Variance Policy Under No-Shorting Constraint Xiangyu Cui, Jianjun Gao, Xun Li, SSRN Electronic Journal	2012	32
Cardinality Constrained Linear-Quadratic Optimal Control Jianjun Gao, Duan Li IEEE Transactions on Automatic Control Mathematical ProgrammingEngineeringEnergy ManagementOptimization ProblemMathematical Control Theory	2011	31
Time-consistent and self-coordination strategies for multi-period mean-Conditional Value-at-Risk portfolio selection Xiangyu Cui, Jianjun Gao, Yun Shi, European Journal of Operational Research Portfolio OptimizationEngineeringAsset PricingPortfolio SelectionSelf-coordination Strategies	2019	31

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