Asymptotics for Expectile Estimators of Stationary Processes (2026), joint with Wentao Hu, Yifu Wang, and Wei-Biao Wu Under Revision in the MS
A Network View on Portfolio Risk (2026), joint with Wolfgang Karl Härdle, Zijin Wang, and Wei-Biao Wu, Journal of Business & Economic Statistics 1-21
In the Beginning was the Word: LLM-VaR and LLM-ES (2026), joint with Daniel Traian Pele, Vlad Bolovăneanu, Min-Bin Lin, et al., Expert Systems with Applications 295, 128676
Investor Opinion Formation and the Distribution of Stock Returns (2025), joint with Maria Osipenko, Journal of Behavioral Finance 1-20
Cross-exchange Crypto Risk: A High-frequency Dynamic Network Perspective (2024), joint with Wanbo Lu, Yifu Wang, Min-Bin Lin and Wolfgang Karl Härdle, International Review of Financial Analysis 94: 103246
Peer effects and Club Selections of a Unique Online Fishing Game (2022), joint with Francis de Véricourt, Weining Wang and Ya Qian
Financial Risk Meter based on Expectiles (2022), joint with Meng-Jou Lu, Yingxing Li and Wolfgang Karl Härdle, Journal of Multivariate Analysis 189: 1-16
Financial Risk Meter for Cryptocurrencies and Tail-Risk Network Based Portfolio Construction (2022), joint with Michael Althof and Wolfgang Karl Härdle, The Singapore Economic Review 2022: 1-27
An Innovative Sentiment Analysis to Measure Herd Behavior (2020), joint with Desheng Wu, IEEE Transactions on Systems, Man, and Cybernetics: Systems 50(10): 3841-3851
Forecasting Stock Market Movement Direction using Sentiment Analysis and Support Vector Machine (2019), joint with Desheng Wu and Tianxiang Liu, IEEE Systems Journal 13(1): 760-770
Forecasting SSE Composite Index Using Media News (2017), joint with Desheng Wu, Proceedings of 2017 Service System Engineering Conference & 2017 IEEE Symposium on Analytics and Risk (ISBN 978-1-926642-17-8)
Personalized Financial News Recommendation Algorithm Based on Ontology (2015), joint with Lingling Zhang, Limeng Cui, Bo Deng and Yong Shi, Procedia Computer Science 55, 843-851
Understanding Blockchain Technology (2026), joint with Min-Bin Lin and Daniel Traian Pele, Handbook of Blockchain Analytics, Springer