成果/Result
- Scaling and memory effect in volatility return interval of the Chinese stock market被引量：36收藏
- 作者：Qiu, T. Guo, L. Chen, G.
- 机构：Nanchang Hangkong Univ;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2008
- 关键词：Econophysics Stock markets Volatility return intervals
- Statistical properties of volatility return intervals of Chinese stocks被引量：35收藏
- 作者：Ren, Fei Guo, Liang Zhou, Wei-Xing
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：PHYSICA A-STATISTICAL MECHANICS AND ITS APPLICATIONS 2009
- 关键词：Econophysics Volatility return interval Scaling Long memory
- Endogenous and exogenous dynamics in the fluctuations of capital fluxes - An empirical analysis of the Chinese stock market被引量：32收藏
- 作者：Jiang, Z.-Q. Guo, L. Zhou, W.-X.
- 机构：E China Univ Sci & Technol;E China Univ Sci & Technol;E China Univ Sci & Technol
- 来源：EUROPEAN PHYSICAL JOURNAL B 2007
- 关键词：Financial data processing - Fractals - Mathematical models - Statistical methods
- A convex programming approach for ridesharing user equilibrium under fixed driver/rider demand被引量：24收藏
- 作者：Wang, Xiaolei Wang, Jun Guo, Lei Liu, Wei Zhang, Xiaoning
- 机构：Tongji Univ;Hong Kong Univ Sci & Technol;East China Univ Sci & Technol;Univ New South Wales;Univ New South Wales
- 来源：TRANSPORTATION RESEARCH PART B-METHODOLOGICAL 2021
- 关键词：Traffic assignment Ridesharing User equilibrium Network
- Proximal-Like Incremental Aggregated Gradient Method with Linear Convergence Under Bregman Distance Growth Conditions被引量：15收藏
- 作者：Zhang, Hui Dai, Yu-Hong Guo, Lei Peng, Wei
- 机构：Natl Univ Def Technol;Chinese Acad Sci;East China Univ Sci & Technol
- 来源：MATHEMATICS OF OPERATIONS RESEARCH 2021
- 关键词：incremental aggregated gradient linear convergence Lipschitz-like/convexity relative smoothness Bregman distance growth
- Mathematical programs with complementarity constraints and a non-Lipschitz objective: optimality and approximation被引量：14收藏
- 作者：Guo, Lei Chen, Xiaojun
- 机构：East China Univ Sci & Technol;Hong Kong Polytech Univ
- 来源：MATHEMATICAL PROGRAMMING 2021
- 关键词：Mathematical program with complementarity constraints Non-Lipschitz continuity Sparse solution Optimality condition Approximation method
- A generalized Nash equilibrium game model for removing regional air pollutant被引量：13收藏
- 作者：Wang, Qin Zhao, Laijun Guo, Lei Jiang, Ran Zeng, Lijun Xie, Yujing Bo, Xin
- 机构：Shanghai Jiao Tong Univ;Shanghai Maritime Univ;Shanghai Jiao Tong Univ;East China Univ Sci & Technol;Shandong Univ Sci & Technol
- 来源：JOURNAL OF CLEANER PRODUCTION 2019
- 关键词：Regional air pollution Air pollutant reduction Generalized Nash equilibrium problem Yangtze River Delta region
- Mordukhovich stationarity for mathematical programs with switching constraints under weak constraint qualifications被引量：10收藏
- 作者：Li, Gaoxi Guo, Lei
- 机构：Chongqing Technol & Business Univ;Univ Elect Sci & Technol China;Chongqing Key Lab Social Econ & Appl Stat;East China Univ Sci & Technol
- 来源：OPTIMIZATION 2023
- 关键词：Mathematical program with switching constraints constraint qualification stationarity
- Managing your own low-tier suppliers via donation to NGOs: Why do multi-national corporations bother?被引量：10收藏
- 作者：Guo, Lei Yin, Haitao Zhao, Xuan Zhu, Qinghua
- 机构：East China Univ Sci & Technol;Shanghai Jiao Tong Univ;Wilfrid Laurier Univ
- 来源：INTERNATIONAL JOURNAL OF PRODUCTION ECONOMICS 2022
- 关键词：Low-tier supplier Sustainable risk Non-governmental organization Social and environmental risk Sustainable supply chain Partnership
- Sensitivity Analysis of the Maximal Value Function with Applications in Nonconvex Minimax Programs被引量：5收藏
- 作者：Guo, Lei Ye, Jane J. Zhang, Jin
- 机构：East China Univ Sci & Technol;Univ Victoria;Southern Univ Sci & Technol
- 来源：MATHEMATICS OF OPERATIONS RESEARCH 2024
- 关键词：sensitivity analysis value function Wolfe duality nonconvex minimax problem non-Lipschitz continuity necessary optimality
- A New Augmented Lagrangian Method for MPCCs-Theoretical and Numerical Comparison with Existing Augmented Lagrangian Methods被引量：4收藏
- 作者：Guo, Lei Deng, Zhibin
- 机构：East China Univ Sci & Technol;Univ Chinese Acad Sci
- 来源：MATHEMATICS OF OPERATIONS RESEARCH 2022
- 关键词：mathematical program with complementarity constraints augmented Lagrangian method nonmonotone projected gradient method M-stationarity
- Mathematical programs with multiobjective generalized Nash equilibrium problems in the constraints被引量：3收藏
- 作者：Guo, Lei
- 机构：East China Univ Sci & Technol
- 来源：OPERATIONS RESEARCH LETTERS 2021
- 关键词：Multiobjective optimization Bilevel program Generalized Nash equilibrium MPEC
- A DATA-DRIVEN NEWSVENDOR MODEL WITH UNKNOWN DEMAND AND SUPPLY DISTRIBUTION被引量：2收藏
- 作者：Kou, Aiqing Cheng, Yan Guo, Lei Xia, Xiqiang
- 机构：East China Univ Sci & Technol;Zhengzhou Univ
- 来源：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION 2025
- 关键词：Newsvendor problem supply uncertainty data-driven decision machine learning
- A link-node-based complementarity model for traffic equilibrium with ride-sharing and trunk-sharing被引量：1收藏
- 作者：Li, Xingyuan Cheng, Yan Guo, Lei Bai, Jing
- 机构：East China Univ Sci & Technol;Yanshan Univ
- 来源：TRANSPORTATION LETTERS-THE INTERNATIONAL JOURNAL OF TRANSPORTATION RESEARCH 2023
- 关键词：User equilibrium ride-sharing trunk-sharing crowdsourced delivery cordon tolling car restriction
- Penalty Decomposition Methods for Second-Best Congestion Pricing Problems on Large-Scale Networks被引量：0收藏
- 作者：Guo, Lei Zhou, Wenxin Wang, Xiaolei Yang, Hai Fan, Tijun
- 机构：East China Univ Sci & Technol;Tongji Univ;Hong Kong Univ Sci & Technol
- 来源：INFORMS JOURNAL ON COMPUTING 2025
- 关键词：congestion pricing bilevel program large-scale network decomposition method
- Service network design of modular vehicles on general road networks considering passengers' turning choices被引量：0收藏
- 作者：Yu, Jiahui Wang, Xiaolei Guo, Lei Chen, Zhibin Liang, Zhe
- 机构：Tongji Univ;Tongji Univ;East China Univ Sci & Technol;NYU Shanghai
- 来源：TRANSPORTATION RESEARCH PART B-METHODOLOGICAL 2026
- 关键词：Modular vehicle User equilibrium Circulation pattern design Bi-convex programming
- GLOBAL CONVERGENCE OF AUGMENTED LAGRANGIAN METHOD APPLIED TO MATHEMATICAL PROGRAM WITH SWITCHING CONSTRAINTS被引量：0收藏
- 作者：Guo, Lei Li, Gao-Xi Yang, Xinmin
- 机构：East China Univ Sci & Technol;Univ Elect Sci & Technol China;Chongqing Technol & Business Univ;Chongqing Normal Univ
- 来源：JOURNAL OF INDUSTRIAL AND MANAGEMENT OPTIMIZATION 2023
- 关键词：Mathematical program with switching constraints either-or-constrained program augmented Lagrangian method
- Approximation Methods for a Class of Non-Lipschitz Mathematical Programs with Equilibrium Constraints被引量：0收藏
- 作者：Guo, Lei Li, Gaoxi
- 机构：East China Univ Sci & Technol;Chongqing Technol & Business Univ
- 来源：JOURNAL OF OPTIMIZATION THEORY AND APPLICATIONS 2024
- 关键词：Mathematical program with equilibrium constraints Nonconvex optimization Non-Lipschitz continuity Sparsity-inducing penalty Smoothing function Regularization method
- A Penalized Sequential Convex Programming Approach for Continuous Network Design Problems被引量：0收藏
- 作者：Guo, Lei Yin, Haian Zhang, Jin
- 机构：East China Univ Sci & Technol;Southern Univ Sci & Technol;Natl Ctr Appl Math Shenzhen
- 来源：INFORMS JOURNAL ON COMPUTING 2025
- 关键词：continuous network design problem bilevel program difference of convex program convex programming approach decomposition
