Cardinality-constrained Low-rank Least Squares Regression for Multi-view Subspace Clustering (with M. Jia and S. Liu), submitted.

Green Portfolio Optimization under Uncertainty and Randomness (with Z. Wu and S. Liu), submitted.

Sparse Portfolio Optimization via A Novel Fractional Regularization (with Z. Wu, K. Sun, Z. Ge and T. Zeng), European Journal of Operational Reserach, 2024.

Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint (with F. Xu, Y. Dai and S. Liu), Computers & Operations Research, 2023.

Chance constrained conic-segmentation support vector machine with uncertain data (with S. Peng and G. Canessa), Annals of Mathematics and Artificial Intelligence, 2023.

Robust portfolio rebalancing with cardinality and diversification constraints (with F. Xu, D. Du and M. Wang), Quantitative Finance, 2021, 21(10): 1707-1721.

CVaR-cardinality enhanced indexation optimization with tunable short-selling constraints (with H. Wang, X. Yang and F. Xu), Applied Economics Letters, 2020, 28(3): 201-207.

Efficient projected gradient methods for cardinality constrained optimization (with F. Xu, Y. Dai and Z. Xu), Science China-Mathematics, 2019, 62(2): 245-268.

A sparse enhanced indexation model with L1/2 norm and its alternating quadratic penalty method (with F. Xu, M. Wang and C. Zhang), Journal of the Operational Research Society, 2019, 70(3): 433-445.

Adaptive projected gradient thresholding methods for constrained L0 problems (with F. Xu and X. Li), Science China-Mathematics, 2015, 58(10): 2205-2224.

Partly Adaptive Elastic Net and Its Application to Microarray Classification (with J. Li and Y. Jia), Neural Computing and Applications, 2013, 22(6): 1193-1200.