A Parallel Hybrid Intelligent Algorithm for Fuzzy Mean-CVaR Portfolio Model. - Chen Li 068; Zhonghua Lu; Yonghong Hu; Fang Liu; Jue Wang 013 (HPCC/SmartCity/DSS, 2017)

A Multiperiod Multiobjective Portfolio Selection Model With Fuzzy Random Returns for Large Scale Securities Data. - Chen Li 068; Yulei Wu; Zhonghua Lu; Jue Wang 013; Yonghong Hu (IEEE Trans. Fuzzy Syst., 2021)

Computing Wasserstein-$p$ Distance Between Images with Linear Cost. - Yidong Chen 003; Chen Li 068; Zhonghua Lu (CVPR, 2022)

An ADMM Based Parallel Approach for Fund of Fund Construction. - Yidong Chen 003; Chen Li 068; Zhonghua Lu (Algorithms, 2022)

A parallel non-convex approximation framework for risk parity portfolio design. - Yidong Chen 003; Chen Li 068; Yonghong Hu; Zhonghua Lu (Parallel Comput., 2023)

HRFT: Mining High-Frequency Risk Factor Collections End-to-End via Transformer. - Wenyan Xu; Rundong Wang; Chen Li 068; Yonghong Hu; Zhonghua Lu (WWW (Companion Volume), 2025)