Pricing Bermudan options under Merton jump-diffusion asset dynamics. - Fei Cong; Cornelis W. Oosterlee (Int. J. Comput. Math., 2015)

PATRAS: Pattern-Aware Generalized Traffic Signal Control Based on Parallel Learning. - Xingyuan Dai; Yan Zhang; Yiqing Tang; Chen Zhao; Jiaming Sun; Fei Cong; Yanan Lu; Yisheng Lv (DTPI, 2023)

Accelerating Realistic Multi-Route Traffic Flow Generation Based on Improved Simulated Annealing Algorithms. - Hongrui Chen; Yan Zhang; Xingyuan Dai; Jiaming Sun; Fei Cong; Yanan Lu; Bingji Xu; Yisheng Lv (ITSC, 2023)

Parallel System-Based Predictive Control for Traffic Signals in Large-Scale Road Networks. - Xingyuan Dai; Yan Zhang; Yiqing Tang; Hongrui Chen; Jiaming Sun; Fei Cong; Yanan Lu; Yisheng Lv (ITSC, 2023)