Stochastic dominance and risk measure: A decision-theoretic foundation for VaR and C-VaR. - Chenghu Ma; Wing-Keung Wong (Eur. J. Oper. Res., 2010)

w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps. - Chenghu Ma (Risk Decis. Anal., 2011)

p-Weakly constrained Pareto efficiency and aggregation in incomplete markets. - Chenghu Ma; Jiankang Zhang (Soc. Choice Welf., 2013)

Wavelet-based option pricing: An empirical study. - Xiaoquan Liu; Yi Cao 001; Chenghu Ma; Liya Shen (Eur. J. Oper. Res., 2019)

NuMFUZZ: A Floating-Point Format Aware Fuzzer for Numerical Programs. - Chenghu Ma; Liqian Chen; Xin Yi; Guangsheng Fan; Ji Wang 001 (APSEC, 2022)

Estimating Worst-case Resource Usage by Resource-usage-aware Fuzzing. - Liqian Chen; Renjie Huang; Dan Luo; Chenghu Ma; Dengping Wei; Ji Wang 001 (FASE, 2022)