李波｜南京财经大学｜学者主页

期刊论文

2026

A weighted multiple conditional value-at-risk approach to energy portfolio under market and environmental uncertainty

Bo Li, Chen Pan

Information Sciences

DOI

2025

Uncertainty-driven portfolio selection via a multi-strategy modified sparrow search algorithm approach

Bo Li, Yu Chen

Chaos Solitons & Fractals

DOI

2025

Multi-period portfolio tracking strategy based on expert uncertainty modeling and enhanced dung beetle optimization algorithm

Ping Zhan, Bo Li

Applied Mathematical Modelling

DOI

2025

Uncertain portfolio optimization with options and risk control based on uncertain programming

Bo Li, Yu Chen

Information Sciences

DOI

2025

Uncertain utility portfolio optimization based on two different criteria and improved whale optimization algorithm

Jiajun Xu, Bo Li

Expert Systems with Applications

DOI

2024

Uncertain bi-objective portfolio programming models of risky assets with liquidity and entropy constraints under uncertainty theory based DEA efficiency measures

Bo Li, Qinglong Gao

Journal of Computational and Applied Mathematics

DOI

2024

An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm

Yuefen Chen, Bo Li

Journal of Computational and Applied Mathematics

DOI

2024

Portfolio optimization with mental accounts under uncertain random environment and butterfly optimization algorithm with adaptive strategies

Bo Li, Yayi Huang

Applied Soft Computing

DOI

2023

Multiple-factor optimistic value based model and parameter estimation for uncertain portfolio optimization

Jiajun Xu, Bo Li

Expert Systems with Applications

DOI

2023

Uncertain barrier swaption pricing problem based on the fractional differential equation in Caputo sense

Ting Jin, Fuzhen Li, Hongjun Peng, Bo Li, Depeng Jiang

Soft Computing

DOI

2023

Uncertain random portfolio selection with different mental accounts based on mixed data

Bo Li, Yayi Huang

Chaos Solitons & Fractals

DOI

2023

Uncertain random enhanced index tracking for portfolio selection with parameter estimation and hypothesis test

Bo Li, Ziqiang Lu

Chaos Solitons & Fractals

DOI

2023

Uncertain random portfolio optimization with non-dominated sorting genetic algorithm-II and optimal solution criterion

Xiangfa Li, Bo Li, Ting Jin, Peiyao Zheng

Artificial Intelligence Review

DOI

2022

Existence and uniqueness of solutions for uncertain nonlinear switched systems

Yadong Shu, Bo Li

Automatica

DOI

2022

Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity

Bo Li, Ranran Zhang, Yichen Sun

Automatica

DOI

2022

Necessary optimality conditions of fractional-order discrete uncertain optimal control problems

Qinyun Lu, Yuanguo Zhu, Bo Li

European Journal of Control

DOI

2022

A new uncertain random portfolio optimization model for complex systems with downside risks and diversification

Bo Li, Xiangfa Li, Kok Lay Teo, Peiyao Zheng

Chaos Solitons & Fractals

DOI

2021

Portfolio optimization in real financial markets with both uncertainty and randomness

Bo Li, Kok Lay Teo

Applied Mathematical Modelling

DOI

2021

An analytic solution for multi-period uncertain portfolio selection problem

Bo Li, Yufei Sun, Kok Lay Teo

Fuzzy Optimization and Decision Making

DOI

2021

A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification

Bo Li, Ranran Zhang

Chaos Solitons & Fractals

DOI

2021

Control variable parameterization and optimization method for stochastic linear quadratic models

Bo Li, Tianxiang Huang

Chaos Solitons & Fractals

DOI

2020

An optimistic value–variance–entropy model of uncertain portfolio optimization problem under different risk preferences

Bo Li, Yadong Shu, Yufei Sun, Kok Lay Teo

Soft Computing

DOI

2020

FINITE-TIME STABILITY IN MEAN FOR NABLA UNCERTAIN FRACTIONAL ORDER LINEAR DIFFERENCE SYSTEMS

Qinyun Lu, Yuanguo Zhu, Bo Li

Fractals

DOI

2020

Optimal control for uncertain discrete-time singular systems under expected value criterion

Yadong Shu, Bo Li, Yuanguo Zhu

Fuzzy Optimization and Decision Making

DOI

2019

Uncertain portfolio optimization problem under a minimax risk measure

Bo Li, Yufei Sun, Grace Aw, Kok Lay Teo

Applied Mathematical Modelling

DOI

2019

The piecewise parametric optimal control of uncertain linear quadratic models

Bo Li, Yuanguo Zhu

International Journal of Systems Science

DOI

2018

Indefinite LQ optimal control with cross term for discrete‐time uncertain systems

Yuefen Chen, Yuanguo Zhu, Bo Li

Mathematical Methods in the Applied Sciences

DOI

2018

A linear quadratic model based on multistage uncertain random systems

Xin Chen, Yuanguo Zhu, Bo Li, Hongyan Yan

European Journal of Control

DOI

2017

Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint

Bo Li, Yuanguo Zhu, Yufei Sun, Grace Aw, Kok Lay Teo

Applied Mathematical Modelling

DOI

2016

不确定环境下快速消费品生产配送鲁棒优化模型

刘星，李波，刘海

《运筹与管理》，Vol. 25, No. 4

下载原文

2014

不确定条件下应急物流系统鲁棒双层优化模型

刘波，李波，李砚

《统计与决策》，No. 9

下载原文

2008

跳扩散对偶模型在带壁分红策略下的分红函数

李波，吴荣

《应用数学和力学》

预印本

2020

Uncertain portfolio optimization problem with liquidity and diversification

Ranran Zhang, Bo Li

DOI

李波

精选作品

期刊论文

A weighted multiple conditional value-at-risk approach to energy portfolio under market and environmental uncertainty

Uncertainty-driven portfolio selection via a multi-strategy modified sparrow search algorithm approach

Multi-period portfolio tracking strategy based on expert uncertainty modeling and enhanced dung beetle optimization algorithm

Uncertain portfolio optimization with options and risk control based on uncertain programming

Uncertain utility portfolio optimization based on two different criteria and improved whale optimization algorithm

Uncertain bi-objective portfolio programming models of risky assets with liquidity and entropy constraints under uncertainty theory based DEA efficiency measures

An uncertainty theory based tri-objective behavioral portfolio selection model with loss aversion and reference level using a modified evolutionary root system growth algorithm

Portfolio optimization with mental accounts under uncertain random environment and butterfly optimization algorithm with adaptive strategies

Multiple-factor optimistic value based model and parameter estimation for uncertain portfolio optimization

Uncertain barrier swaption pricing problem based on the fractional differential equation in Caputo sense

Uncertain random portfolio selection with different mental accounts based on mixed data

Uncertain random enhanced index tracking for portfolio selection with parameter estimation and hypothesis test

Uncertain random portfolio optimization with non-dominated sorting genetic algorithm-II and optimal solution criterion

Existence and uniqueness of solutions for uncertain nonlinear switched systems

Multi-period portfolio selection based on uncertainty theory with bankruptcy control and liquidity

Necessary optimality conditions of fractional-order discrete uncertain optimal control problems

A new uncertain random portfolio optimization model for complex systems with downside risks and diversification

Portfolio optimization in real financial markets with both uncertainty and randomness

An analytic solution for multi-period uncertain portfolio selection problem

A new mean-variance-entropy model for uncertain portfolio optimization with liquidity and diversification

Control variable parameterization and optimization method for stochastic linear quadratic models

An optimistic value–variance–entropy model of uncertain portfolio optimization problem under different risk preferences

FINITE-TIME STABILITY IN MEAN FOR NABLA UNCERTAIN FRACTIONAL ORDER LINEAR DIFFERENCE SYSTEMS

Optimal control for uncertain discrete-time singular systems under expected value criterion

Uncertain portfolio optimization problem under a minimax risk measure

The piecewise parametric optimal control of uncertain linear quadratic models

Indefinite LQ optimal control with cross term for discrete‐time uncertain systems

A linear quadratic model based on multistage uncertain random systems

Multi-period portfolio selection problem under uncertain environment with bankruptcy constraint

不确定环境下快速消费品生产配送鲁棒优化模型

不确定条件下应急物流系统鲁棒双层优化模型

跳扩散对偶模型在带壁分红策略下的分红函数

预印本

Uncertain portfolio optimization problem with liquidity and diversification

研究方向