Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching. - Lijun Bo; Huafu Liao; Xiang Yu (SIAM J. Control. Optim., 2019)

Optimal Tracking Portfolio with a Ratcheting Capital Benchmark. - Lijun Bo; Huafu Liao; Xiang Yu (SIAM J. Control. Optim., 2021)

Large Sample Mean-Field Stochastic Optimization. - Lijun Bo; Agostino Capponi; Huafu Liao (SIAM J. Control. Optim., 2022)

Convergence analysis of controlled particle systems arising in deep learning: from finite to infinite sample size. - Huafu Liao; Alpár Richárd Mészáros; Chenchen Mou; Chao Zhou 010 (CoRR, 2024)