On the Expected Discounted Penalty Function for the Classical Risk Model with Potentially Delayed Claims and Random Incomes. - Huiming Zhu; Ya Huang; Xiangqun Yang; Jieming Zhou (J. Appl. Math., 2014)

Non-zero-sum stochastic differential reinsurance and investment games with default risk. - Chao Deng; Xudong Zeng; Huiming Zhu (Eur. J. Oper. Res., 2018)

Fine Grained Named Entity Recognition via Seq2seq Framework. - Huiming Zhu; Chunhui He; Yang Fang 001; Weidong Xiao (IEEE Access, 2020)

Patent Automatic Classification Based on Symmetric Hierarchical Convolution Neural Network. - Huiming Zhu; Chunhui He; Yang Fang 001; Bin Ge; Meng Xing; Weidong Xiao (Symmetry, 2020)

ByteGraph: A High-Performance Distributed Graph Database in ByteDance. - Changji Li; Hongzhi Chen; Shuai Zhang; Yingqian Hu; Chao Chen; Zhenjie Zhang; Meng Li; Xiangchen Li; Dongqing Han; Xiaohui Chen; Xudong Wang; Huiming Zhu; et al. (Proc. VLDB Endow., 2022)

The Influence of Equity Market Sentiment on Credit Default Swap Markets: Evidence from Wavelet Quantile Regression. - Weifang Mao; Huiming Zhu; Hao Wu; Zhongqingyang Zhang; Jin Chen (Complex., 2023)

Forecasting and trading credit default swap indices using a deep learning model integrating Merton and LSTMs. - Weifang Mao; Huiming Zhu; Hao Wu; Yijie Lu; Haidong Wang (Expert Syst. Appl., 2023)

BG3: A Cost Effective and I/O Efficient Graph Database in Bytedance. - Wei Zhang; Cheng Chen 008; Qiange Wang; Wei Wang; Shijiao Yang; Bingyu Zhou; Huiming Zhu; Chao Chen; Yongjun Zhao; Yingqian Hu; Miaomiao Cheng; Meng Li; et al. (SIGMOD Conference Companion, 2024)