| An interior trust region approach for nonlinear minimization subject to bounds TF Coleman, Y Li SIAM Journal on optimization 6 (2), 418-445, 1996 | 4292 | 1996 |
| On the convergence of interior-reflective Newton methods for nonlinear minimization subject to bounds TF Coleman, Y Li Mathematical programming 67 (1), 189-224, 1994 | 1835 | 1994 |
| A subspace, interior, and conjugate gradient method for large-scale bound-constrained minimization problems MA Branch, TF Coleman, Y Li SIAM Journal on Scientific Computing 21 (1), 1-23, 1999 | 1206 | 1999 |
| A reflective Newton method for minimizing a quadratic function subject to bounds on some of the variables TF Coleman, Y Li SIAM Journal on Optimization 6 (4), 1040-1058, 1996 | 862 | 1996 |
| Minimizing CVaR and VaR for a portfolio of derivatives S Alexander, TF Coleman, Y Li Journal of Banking & Finance 30 (2), 583-605, 2006 | 367 | 2006 |
| A computational algorithm for minimizing total variation in image restoration Y Li, F Santosa IEEE transactions on image processing 5 (6), 987-995, 1996 | 270 | 1996 |
| Reconstructing the unknown local volatility function TF Coleman, Y Li, A Verma Quantitative Analysis In Financial Markets: Collected Papers of the New York …, 2001 | 240 | 2001 |
| Auto insurance fraud detection using unsupervised spectral ranking for anomaly K Nian, H Zhang, A Tayal, T Coleman, Y Li The Journal of Finance and Data Science 2 (1), 58-75, 2016 | 145 | 2016 |
| Hedging guarantees in variable annuities under both equity and interest rate risks TF Coleman, Y Li, MC Patron Insurance: Mathematics and Economics 38 (2), 215-228, 2006 | 126 | 2006 |
| Calibration and hedging under jump diffusion C He, JS Kennedy, TF Coleman, PA Forsyth, Y Li, KR Vetzal Review of Derivatives Research 9, 1-35, 2006 | 113 | 2006 |
| A globally and quadratically convergent affine scaling method for linearℓ1 problems TF Coleman, Y Li Mathematical Programming 56 (1), 189-222, 1992 | 110* | 1992 |
| Robustly hedging variable annuities with guarantees under jump and volatility risks TF Coleman, Y Kim, Y Li, M Patron Journal of Risk and Insurance 74 (2), 347-376, 2007 | 100 | 2007 |
| Minimizing tracking error while restricting the number of assets TF Coleman, Y Li, J Henniger Journal of Risk 8 (4), 33, 2006 | 95 | 2006 |
| A globally convergent method for l_p problems Y Li SIAM Journal on Optimization 3 (3), 609-629, 1993 | 69 | 1993 |
| A trust region and affine scaling interior point method for nonconvex minimization with linear inequality constraints TF Coleman, Y Li Mathematical Programming 88, 1-31, 2000 | 64 | 2000 |
| Derivative portfolio hedging based on CVaR S Alexander, TF Coleman, Y Li New Risk Measures in Investment and Regulation: Wiley, 2003 | 57 | 2003 |
| Dynamic Hedging with a Deterministic Volatility Function Model AV Thomas F. Coleman, Yohan Kim, Yuying Li Journal of Risk 4 (1), 64-90, 2001 | 55* | 2001 |
| A Global and Quadratically Convergent Method for Linear Problems TF Coleman, Y Li SIAM Journal on Numerical Analysis 29 (4), 1166-1186, 1992 | 48 | 1992 |
| Centering, trust region, reflective techniques for nonlinear minimization subject to bounds Y Li Cornell University, 1993 | 45 | 1993 |
| Min-max robust CVaR robust mean-variance portfolios L Zhu, TF Coleman, Y Li Journal of Risk 11 (3), 55, 2009 | 44 | 2009 |
thomas colemanprofessor of combinatorics and optimization, university of waterlooVerified email at uwaterloo.ca
