By Dr Ruyi Liu

Journal articles

Ma Y; Li Z; Liu R; Liu B; Yu SS; Liao X; Shi P, 2025, 'Data-Driven interval robust optimization method of VPP Bidding strategy in spot market under multiple uncertainties', Applied Energy, 384, http://dx.doi.org/10.1016/j.apenergy.2025.125366

Xu H; Liu R; Rutkowski M, 2024, 'Equity protection swaps: investment insurance for superannuation accounts', Quantitative Finance, 24, pp. 1773 - 1797, http://dx.doi.org/10.1080/14697688.2024.2435037

Li L; Liu R; Rutkowski M, 2024, 'Penalization schemes for BSDEs and reflected BSDEs with generalized driver', Probability Uncertainty and Quantitative Risk, 9, pp. 301 - 338, http://dx.doi.org/10.3934/puqr.2024014

Chen T; Liu R; Wu Z, 2023, 'Continuous-Time Mean-Variance Portfolio Selection Under Non-Markovian Regime-Switching Model with Random Horizon', Journal of Systems Science and Complexity, 36, pp. 457 - 479, http://dx.doi.org/10.1007/s11424-023-1272-3

Liu R; Tie J; Wu Z; Zhang Q, 2022, 'An optimal pricing policy under a Markov chain model', Science China Mathematics, 65, pp. 1065 - 1080, http://dx.doi.org/10.1007/s11425-020-1799-2

Liu R; Wu Z; Zhang D, 2022, 'Two Equivalent Families of Linear Fully Coupled Forward Backward Stochastic Differential Equations', ESAIM Control Optimisation and Calculus of Variations, 28, http://dx.doi.org/10.1051/cocv/2022073

Liu R; Wu Z; Zhang Q, 2020, 'Pairs-trading under geometric Brownian motions: An optimal strategy with cutting losses', Automatica, 115, http://dx.doi.org/10.1016/j.automatica.2020.108912

Liu R; Wu Z, 2019, 'Well-Posedness of Fully Coupled Linear Forward-Backward Stochastic Differential Equations', Journal of Systems Science and Complexity, 32, pp. 789 - 802, http://dx.doi.org/10.1007/s11424-018-7424-1

Liu R; Wu Z, 2018, 'Well-posedness of a class of two-point boundary value problems associated with ordinary differential equations', Advances in Difference Equations, 2018, http://dx.doi.org/10.1186/s13662-018-1510-5

Conference Papers

Ma Y; Chen Y; Liao X; Liu B; Liu R; Li Z, 2024, 'Two-Stage Robust Optimization Method for Joint System Considering Uncertainty of Electric Vehicles', in 2024 8th International Conference on Power Energy Systems and Applications Icopesa 2024, pp. 147 - 153, http://dx.doi.org/10.1109/ICOPESA61191.2024.10743841

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