部分代表性论文(按时间倒序排列)
Boosting Accelerated Proximal Gradient Method with Adaptive Sampling for Stochastic Composite Optimization,
with Caihua Chen, Peter W. Glynn, and Dongxuan Zhu.
Preprint.
Estimating Systemic Risk within Financial Networks: A Simulation-Based Nonparametric Method,
(single author)
Submitted.
Staffing under Taylor's Law: A Unifying Framework for Bridging Square-root and Linear Safety Rules,
with L. Jeff Hong, Jiheng Zhang, and Xiaowei Zhang.
Submitted.
Trading Behavior of Large and Small Investors in the Presence of Large Investor Premium,
with Chenghu Ma and Yuhong Xu.
Submitted.
Monte Carlo Estimation of CoVaR,
with L. Jeff Hong and N. Lin.
Operations Research, 2024, 72(6): 2337--2357.
Extension of the Strong Law of Large Numbers for Capacities,
with Zengjing Chen and Panyu Wu.
Mathematical Control and Related Fields, 2019, 9(1): 175--190.



