• Min Dai, Yanwei Jia, and Steven Kou (2021). ``The Wisdom of the Crowd and Prediction Markets''. Journal of Econometrics. (available at SSRN)

• Yanwei Jia and Xun Yu Zhou (2022a). ``Policy Evaluation and Temporal-Difference Learning in Continuous Time and Space: A Martingale Approach". Journal of Machine Learning Research.  (available at SSRN)

🌟2022 Bachelier Finance Society Junior Scholar Paper Award

• Yanwei Jia and Xun Yu Zhou (2022b). ``Policy Gradient and Actor-Critic Learning in Continuous Time and Space: Theory and Algorithms".  Journal of Machine Learning Research.  (available at SSRN)

• Yanwei Jia, Jussi Keppo, and Ville Satopaa (2023). ``Herding in Probabilistic Forecasts".  Management Science. (available at SSRN)

🌟Runner-up for INFORMS Decision Analysis Society (DAS) 2020 Student Paper Award

• Min Dai, Yuchao Dong, and Yanwei Jia (2023). ``Learning Equilibrium Mean-Variance Strategy".  Mathematical Finance. (available at SSRN)

• Yanwei Jia and Xun Yu Zhou (2023).``q-Learning in Continuous Time".  Journal of Machine Learning Research. (available at SSRN) With Erratum.

• Yilie Huang, Yanwei Jia, and Xun Yu Zhou (2025). ``Sublinear Regret for A Class of Continuous-Time Linear-Quadratic Reinforcement Learning Problems''. SIAM Journal on Control and Optimization. (full version available at arXiv)

• Yanwei Jia (2026). ``Continuous-time Risk-Sensitive Reinforcement Learning via Quadratic Variation Penalty".  Applied Mathematics & Optimization, special issues on the Theoretical Aspects of Reinforcement Learning. (available at SSRN)

• Yanwei Jia, Du Ouyang, and Yufei Zhang (2026). ``Accuracy of Discretely Sampled Stochastic Policies in Continuous-time Reinforcement Learning". SIAM Journal on Control and Optimization, forthcoming. (full version available at arXiv)

• Cheng-Der Fuh, Yanwei Jia, and Steven Kou (2025). ``A General Framework for Importance Sampling with Markov Random Walks".

• Min Dai, Yuchao Dong, Yanwei Jia, and Xun Yu Zhou (2025). ``Data-Driven Merton's Strategies via Policy Randomization''.

• Yanwei Jia, Jussi Keppo, and Ville Satopaa (2026). ``The Wisdom of Strategically Diverse Crowds''.

• Min Dai, Yanwei Jia, and Hanqing Jin (2025). ``Dynamic Mean-Variance Portfolio Selection with Transaction Costs''. 

• Yilie Huang, Yanwei Jia, and Xun Yu Zhou (2026). ``Mean-Variance Portfolio Selection by Continuous-Time Reinforcement Learning: Algorithms, Regret Analysis, and Empirical Study". 

• Yanwei Jia and Wenjie Tang (2026). ``Aggregating or Interacting?: The Role of Individual Overconfidence". 

• Yanwei Jia, Jussi Keppo, and Ville Satopaa (2025). ``Variational Galton Machine: From Point Predictions to a Probabilistic Aggregate''.

• Min Dai, Yuchao Dong, Yanwei Jia, and Xun Yu Zhou (2026). ``Merton's Problem with Recursive Perturbed Utility".

• A project on diversity, joint work with Masaaki Kijima and Steven Kou.

• Chinese interbank repo market, joint work with Min Dai and Steven Kou.