Cardinality-constrained Low-Rank Least Squares Regression for Multi-view Subspace Clustering, ASA2023, Tianjin.

Sparse Robust Enhanced Indexation Optimization, Nanjing University of Information Science and Technology, 2023.

Green Portfolio Optimization under Uncertainty and Randomness, ORSC-FERM2023, Fuzhou.

Robust Enhanced Indexation Optimization with Sparse Industry Layout Constraint, CSIAM2023, Kunming.

Models and Algorithms for Constrained Sparse Finance Optimization, Henan University, 2022.

Worst-case CVaR Portfolio Rebalancing with Cardinality and Diversification Constraints, Northwestern Polytechnical University, 2021.