W. Gangbo, S. Munoz, J. Wu, and Z. Zhang. Master equations with an individual noise on finite state graphs. Preprint, 2026. arXiv:2605.06589. https://arxiv.org/abs/2605.06589

E. Bayraktar, Q. Feng, Z. Zhang, and Z. Zhang. Deep Neural Operator Learning for Probabilistic Models. Submitted, 2025. arXiv:2511.07235. https://arxiv.org/abs/2511.07235

E. Bayraktar, Q. Feng, and Z. Zhang. Deep Signature Algorithm for Path-Dependent American Option Pricing. SIAM Journal on Financial Mathematics, 15(1), 194–214, 2024.

Q. Feng, M. Luo, and Z. Zhang. Deep Signature FBSDE Algorithm. Numerical Algebra, Control and Optimization, 13(3 & 4), 500–522, 2023.

A. Capponi and Z. Zhang. Risk Preferences and Efficiency of Household Portfolios. Submitted, 2020. arXiv:2010.13928. https://arxiv.org/abs/2010.13928

Y. Saporito and Z. Zhang. PDGM: a Neural Network Approach to Solve Path-Dependent Partial Differential Equations. SIAM Journal on Financial Mathematics, 12(3), 912–940, 2021.

J.-P. Fouque and Z. Zhang. Deep Learning Methods for Mean Field Control Problems with Delay. Frontiers in Applied Mathematics and Statistics, 6:11, 2020.

J.-P. Fouque and Z. Zhang. Mean Field Game with Delay: A Toy Model. Risks, 6(3), 90, 1–17, 2018.