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Jing‐Rung Yu

Observed names: JING-RUNG YU, Jing-Rung Yu
ORCID: 0000-0002-0042-4255
Observed ORCID: 0000-0002-0042-4255
OpenAlex ID: A5059899446
Portfolio rebalancing model using multiple criteria
2010 · Jing-Rung Yu, Wen-Yi Lee · European Journal of Operational Research · 103
A decision framework for supplier rating and purchase allocation: A case in the semiconductor industry
2008 · Jing-Rung Yu, Chao-Chia Tsai · Computers & Industrial Engineering · 71
Portfolio models with return forecasting and transaction costs
2019 · Jing-Rung Yu, Wan-Jiun Paul Chiou, et al. · International Review of Economics & Finance · 62
Diversified portfolios with different entropy measures
2014 · Jing-Rung Yu, Wen-Yi Lee, et al. · Applied Mathematics and Computation · 59
FIUT: A new method for mining frequent itemsets
2009 · Yuh-Jiuan Tsay, Tain-Jung Hsu, et al. · Information Sciences · 49
General fuzzy piecewise regression analysis with automatic change-point detection
2001 · Jing-Rung Yu, Gwo-Hshiung Tzeng, et al. · Fuzzy Sets and Systems · 40
An integrated approach for deriving priorities in analytic network process
2006 · Jing-Rung Yu, Sheu-Ji Cheng · European Journal of Operational Research · 35
A general piecewise necessity regression analysis based on linear programming
1999 · Jing-Rung Yu, Gwo-Hshiung Tzeng, et al. · Fuzzy Sets and Systems · 22
Dynamic rebalancing portfolio models with analyses of investor sentiment
2021 · Jing-Rung Yu, W. Paul Chiou, et al. · International Review of Economics & Finance · 20
Solving the Fuzzy Shortest Path Problem by Using a Linear Multiple Objective Programming
2007 · Jing-Rung Yu, Tzu-Hao Wei · Journal of the Chinese Institute of Industrial Engineers · 20
Realized performance of robust portfolios: Worst-case Omega vs. CVaR-related models
2018 · Jing-Rung Yu, Wan-Jiun Paul Chiou, et al. · Computers & Operations Research · 18
Incorporating transaction costs, weighting management, and floating required return in robust portfolios
2017 · Jing-Rung Yu, Wan-Jiun Paul Chiou, et al. · Computers & Industrial Engineering · 16
A Fuzzy Multiple Objective Programming to Dea With Imprecise Data
2004 · JING-RUNG YU, YEN-CHEN TZENG, et al. · International Journal of Uncertainty Fuzziness and Knowledge-Based Systems · 16
Piecewise regression for fuzzy input–output data with automatic change-point detection by quadratic programming
2009 · Jing-Rung Yu, Chien-Wei Lee · Applied Soft Computing · 15
Does entropy model with return forecasting enhance portfolio performance?
2017 · Jing-Rung Yu, Wan-Jiun Paul Chiou, et al. · Computers & Industrial Engineering · 13
A linearized value-at-risk model with transaction costs and short selling
2015 · Jing-Rung Yu, Wan-Jiun Paul Chiou, et al. · European Journal of Operational Research · 11
Fuzzy Multiple Objective Programming in an Interval Piecewise Regression Model
2009 · JING-RUNG YU, GWO-HSHIUNG TZENG · International Journal of Uncertainty Fuzziness and Knowledge-Based Systems · 9
Interval Piecewise Regression Model With Automatic Change-point Detection by Quadratic Programming
2005 · JING-RUNG YU, GWO-HSHIUNG TZENG, et al. · International Journal of Uncertainty Fuzziness and Knowledge-Based Systems · 7
A two stage fuzzy piecewise logistic model for penetration forecasting
2014 · Fang-Mei Tseng, Jing-Rung Yu · Applied Soft Computing · 6
Cost-effective and accuracy-oriented ℓ1-norm support vector machine for enhanced feature selection
2025 · Jing-Rung Yu, Chun-Yu Lin, et al. · Measurement · 5
Omega portfolio models with floating return threshold
2022 · Jing-Rung Yu, Wan-Jiun Paul Chiou, et al. · International Review of Economics & Finance · 5
An omega portfolio model with dynamic return thresholds
2022 · Jing‐Rung Yu, Wan‐Jiun Paul Chiou, et al. · International Transactions in Operational Research · 5
Diversification benefits of risk portfolio models: a case of Taiwan’s stock market
2016 · Jing-Rung Yu, Wan-Jiun Paul Chiou, et al. · Review of Quantitative Finance and Accounting · 5
Parametric portfolio policy with momentum-based sentiment trading strategy
2025 · Wen-Yi Lee, Yu-Hsuan Lin, et al. · PLoS ONE · 2
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Multiple Criteria Decision Making and De Novo Programming in Portfolio Selection
2007 · Jing-Rung Yu · International Conference on Innovative Computing, Information and Control · 2
Works count: 37
Citation count: 622
H-index: 14
I10-index: 16
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