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Dive into the research topics where Yun Shi is active. These topic labels come from the works of this person. Together they form a unique fingerprint.
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Collaborations and top research areas from the last five years
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Discrete-time mean-variance strategy based on reinforcement learning
Shi, Y., Zhao, S., Li, X. & Cui, X., 2026, (Accepted/In press) In: Journal of the Operational Research Society.Research output: Contribution to journal › Article › peer-review
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Information Transmission Across Markets: Tail Risk Spillovers and Cross-Market Volatility Forecasting
Peng, S. & Shi, Y., Feb 2026, In: Mathematics. 14, 4, 686.Research output: Contribution to journal › Article › peer-review
Open Access -
Decision Making Under Cumulative Prospect Theory: An Alternating Direction Method of Multipliers
Cui, X., Jiang, R., Shi, Y., Xiao, R. & Yan, Y., 1 Jul 2025, In: INFORMS Journal on Computing. 37, 4, p. 856-873 18 p.Research output: Contribution to journal › Article › peer-review
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Dynamic mean-variance portfolio selection under factor models
Shi, Y., Kong, L., Yang, L., Li, D. & Cui, X., Oct 2024, In: Journal of Economic Dynamics and Control. 167, 104923.Research output: Contribution to journal › Article › peer-review
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Limited Attention Allocation in a Stochastic Linear Quadratic System With Multiplicative Noise
Cui, X., Gao, J., Kong, L. & Shi, Y., 2024, In: IEEE Transactions on Automatic Control. 69, 12, p. 8798-8803 6 p.Research output: Contribution to journal › Article › peer-review