发表论文（金融工程方向）：

A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging, available at ArXiv: https://arxiv.org/abs/2411.09659, 2024. (with Xiang Zhou, Bo Xiao, and Yi Wu)

Reinforcement Learning for Financial Index Tracking, available at SSRN: https://ssrn.com/abstract=4532072, 2023. (with Chenyin Gong and Xue Dong He)

Risk Measures: Robustness, Elicitability, and Backtesting, Annual Review of Statistics and Its Application, 9(1), 141-166, 2022. (with Xue Dong He and Steven Kou)

Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must be the Sets Induced by Value-at-Risk, Operations Research, 66(5):1268-1275, 2018. (with Xue Dong He)

Asset Pricing with Spatial Interaction, Management Science, 64(5), 2083–2101, 2018. (with Steven Kou and Haowen Zhong)

On the Sample Path Properties of Mixed Poisson Processes, Operations Research Letters, 46(1), 1-6, 2018. (with Miaoqi Fu)

On the Measurement of Economic Tail Risk, Operations Research, 64(5), 1056–1072, 2016. (with Steven Kou)

External Risk Measures and Basel Accords, Mathematics of Operations Research, 38(3), 393–417, 2013. (with Steven Kou and Chris C. Heyde)

On the Wiener-Hopf Factorization for L'evy processes with Bounded Positive Jumps, Stochastic Processes and their Applications, 122 (7), 2610–2638, 2012. (with Alexey Kuznetsov)

Expected Shortfall or Median Shortfall, Journal of Financial Engineering, 1 (1), 1450007 (6 pages), 2014. (with Steven Kou)

Connecting the Top-down to the Bottom-up: Pricing CDO under a Conditional Survival (CS) Model, Proceedings of the 2008 Winter Simulation Conference, 578–586, 2008. IEEE Press. (with Steven Kou)

Robust External Risk Measures, Wiley Encyclopedia of Operations Research and Management Science, 2011. (with Steven Kou and Chris C. Heyde)

发表论文（计算机视觉方向）：

Learning multiview face subspaces and facial pose estimation using independent component analysis, IEEE Transactions on Image Processing, 14(6), 705-712, 2005. (with Stan Z Li, XiaoGuang Lv, Xinwen Hou, and Qiansheng Cheng)

发表论文（金融工程方向）：

Deep Learning for Dynamic Programming with Recursive Utility, available at https://arxiv.org/abs/2607.04278, 2026. (with Wu Guo)

Deep Learning for Dynamic Programming with Recursive Utility Using First-order Conditions, available at https://arxiv.org/abs/2607.09461, 2026. (with Wu Guo, Songyan Wang, Jianfei Zhu)

A Risk Sensitive Contract-unified Reinforcement Learning Approach for Option Hedging, available at ArXiv: https://arxiv.org/abs/2411.09659, 2024. (with Xiang Zhou, Bo Xiao, and Yi Wu)

Reinforcement Learning for Financial Index Tracking, available at SSRN: https://ssrn.com/abstract=4532072, 2023. (with Chenyin Gong and Xue Dong He)

Risk Measures: Robustness, Elicitability, and Backtesting, Annual Review of Statistics and Its Application, 9(1), 141-166, 2022. (with Xue Dong He and Steven Kou)

Surplus-Invariant, Law-Invariant, and Conic Acceptance Sets Must be the Sets Induced by Value-at-Risk, Operations Research, 66(5):1268-1275, 2018. (with Xue Dong He)

Asset Pricing with Spatial Interaction, Management Science, 64(5), 2083–2101, 2018. (with Steven Kou and Haowen Zhong)

On the Sample Path Properties of Mixed Poisson Processes, Operations Research Letters, 46(1), 1-6, 2018. (with Miaoqi Fu)

On the Measurement of Economic Tail Risk, Operations Research, 64(5), 1056–1072, 2016. (with Steven Kou)

External Risk Measures and Basel Accords, Mathematics of Operations Research, 38(3), 393–417, 2013. (with Steven Kou and Chris C. Heyde)

On the Wiener-Hopf Factorization for L'evy processes with Bounded Positive Jumps, Stochastic Processes and their Applications, 122 (7), 2610–2638, 2012. (with Alexey Kuznetsov)

Expected Shortfall or Median Shortfall, Journal of Financial Engineering, 1 (1), 1450007 (6 pages), 2014. (with Steven Kou)

Connecting the Top-down to the Bottom-up: Pricing CDO under a Conditional Survival (CS) Model, Proceedings of the 2008 Winter Simulation Conference, 578–586, 2008. IEEE Press. (with Steven Kou)

Robust External Risk Measures, Wiley Encyclopedia of Operations Research and Management Science, 2011. (with Steven Kou and Chris C. Heyde)

发表论文（计算机视觉方向）：

Learning multiview face subspaces and facial pose estimation using independent component analysis, IEEE Transactions on Image Processing, 14(6), 705-712, 2005. (with Stan Z Li, XiaoGuang Lv, Xinwen Hou, and Qiansheng Cheng)