l(1-2) minimisation for compressed sensing with partially known signal support , Electronics letters , 2020 , 56(8)405-407

Web renewal counting processes and their applications in insurance , Journal of Inequalities and Applications , 2018 , 2601-15

A Novel Technique for Speech Recognition and Visualization Based Mobile Application to Support Two-Way Communication between Deaf-Mute and Normal Peoples , Wireless Communications & Mobile Computing , 2018 , 2018(12)

Several Properties of a Nonstandard Renewal Counting Process and Their Applications , Journal of Systems Science and Complexity--English Series , 2018 , 122-136

Moderate deviations for a fractional stochastic heat equation with spatially correlated noise , Stochastics and Dynamics , 2017 , 17(4)1750025-1-1750025-23

Pricing Credit Derivatives Under Fractional Stochastic Interest Rate Models with Jumps , Journal of Systems Science and Complexity--English Series , 2017 , 30(3)645-659

Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints , Applied Mathematics and Computation , 2017 , 29980-94

Linear Quadratic Stochastic Two-Person Zero-Sum Differential Games in an Infinite Horizon , ESAIM: Control, Optimisation and Calculus of Variations (ESAIM: COCV) , 2016 , 22(3)743-769

Moderate deviations and central limit theorem for positive diffusions , Journal of Inequalities and Applications , 2016 , 871-10

Dynamic asset allocation with loss aversion in a jump diffusion model , Acta Mathematicae Applicatae Sinica , 2015 , 31(2)557-566

Moderate Deviations for a Stochastic Heat Equation with Spatially Correlated Noise , Acta Applicandae Mathematicae , 2015 , 139(1)59-80

Impact Of Structural Shifts on Variance Persistence in Asymmetric Garch Models: Evidence From Emerging Asian and European Markets , Romanian Statistical Review , 2015 , 63(1)57-70

Pricing variance swaps under stochastic volatility with an Ornstein-Uhlenbeck process , Journal of Systems Science and Complexity--English Series , 2015 , 28(6)1412-1425

Minimizing the risk of absolute ruin under a diffusion approximation model with reinsurance and investment , Journal of Systems Science and Complexity--English Series , 2015 , 28(1)144-155

Pricing convertible bonds and change of probability measure , Journal of Systems Science and Complexity--English Series , 2013 , 26(6)968-977

Pricing Barrier Options under Stochastic Volatility Framework , Journal of Systems Science and Complexity--English Series , 2013 , 26(4)609-618

Dynamic Valuation of Options on Non-traded Assets and Trading Strategies , Journal of Systems Science and Complexity--English Series , 2013 , 26991-1001

Solutions to BSDEs Driven by Both Standard and Fractional Brownian Motions , Acta Mathematicae Applicatae Sinica , 2013 , 29(2)329-354

Stochastic Optimization Theory of Backward Stochastic Differential Equations Driven by G-Brownian Motion , Abstract and Applied Analysis , 2013 , 20131-11

Survival Probability in A Risk Model Under Heavy-tailed Claims , Acta Mathematicae Applicatae Sinica , 2012 , 35(5)817-828

Testing for differentially-expressed microRNAs with errors-in-variables nonparametric regression , PLoS ONE , 2012 , 7(5)1-12

Resource Allocation Optimization Problem on the Population Growth , Applied Mechanics and Materials , 2013 , 291(294)1507-1513

Maximizing The Probability Of A Perfect Hedge In The Case Of Stochastic Interest Rate , American Journal of Mathematical and Management Sciences , 2010 , 30(1)179-196

基于证券和VIX衍生品的投资优化策略 , 中国科学技术大学学报 , 2023 , 53(2)6-20

基于生成对抗网络的高频算法及其回测研究 , 中国科学技术大学学报 , 2020 , 50(6)801-810

配对交易的最优阈值 , 中国科学技术大学学报 , 2020 , 50(6)784-792

基于状态相依风险厌恶的最优动态协整配对交易策略 , 中国科学技术大学学报 , 2019 , 49(8)655-667

新形势下互联网金融对商业银行创新能力的影响 , 中国科学技术大学学报 , 2018 , 48(11)1-11

基于LSTM神经网络的黑色金属期货套利策略模型 , 中国科学技术大学学报 , 2018 , (2)125-132

损失厌恶假设下带有消费和终端收益的投资组合 , 中国科学技术大学学报 , 2016 , 46(11)912-918