A Markovian infectious model for dependent default risk. - Jia-Wen Gu; Wai-Ki Ching; Tak Kuen Siu (Int. J. Intell. Eng. Informatics, 2011)

On modeling credit defaults: A probabilistic Boolean network approach. - Jia-Wen Gu; Wai-Ki Ching; Tak Kuen Siu; Harry Zheng (Risk Decis. Anal., 2013)

A hidden Markov reduced-form risk model. - Jia-Wen Gu; Wai-Ki Ching; Harry Zheng (CIFEr, 2014)

On reduced-form intensity-based model with 'trigger' events. - Jia-Wen Gu; Wai-Ki Ching; Tak Kuen Siu; Harry Zheng (J. Oper. Res. Soc., 2014)

On infectious model for dependent defaults. - Wai-Ki Ching; Jia-Wen Gu; Xiaoyue Li; Tak Kuen Siu; Harry Zheng (Risk Decis. Anal., 2017)

Optimal Dividend Strategies of Two Collaborating Businesses in the Diffusion Approximation Model. - Jia-Wen Gu; Mogens Steffensen; Harry Zheng (Math. Oper. Res., 2018)

Constrained Utility Deviation-Risk Optimization and Time-Consistent HJB Equation. - Jia-Wen Gu; Shijing Si; Harry Zheng (SIAM J. Control. Optim., 2020)

Adaptive online portfolio selection with transaction costs. - Sini Guo; Jia-Wen Gu; Wai-Ki Ching (Eur. J. Oper. Res., 2021)

Optimal pairs trading with dynamic mean-variance objective. - Dong-Mei Zhu; Jia-Wen Gu; Feng-Hui Yu; Tak Kuen Siu; Wai-Ki Ching (Math. Methods Oper. Res., 2021)

Optimal Pairs Trading Strategies: A Stochastic Mean-Variance Approach. - Feng-Hui Yu; Wai-Ki Ching; Chufang Wu; Jia-Wen Gu (J. Optim. Theory Appl., 2023)

Online portfolio selection with state-dependent price estimators and transaction costs. - Sini Guo; Jia-Wen Gu; Christopher H. Fok; Wai-Ki Ching (Eur. J. Oper. Res., 2023)

Precommitted Strategies with Initial-Time and Intermediate-Time Value-at-Risk Constraints. - Chufang Wu; Jia-Wen Gu; Wai-Ki Ching; Chi-Wing Wong (J. Optim. Theory Appl., 2024)

Adjustable cash inflows based online investment decision making. - Benmeng Lyu; Sini Guo; Jia-Wen Gu; Wai-Ki Ching (Expert Syst. Appl., 2025)

Leveraging single-case results to Bayesian hierarchical modelling. - Shijing Si; Jia-Wen Gu; Maozai Tian (Comput. Stat., 2025)