Adaptive hybrid threshold shrinkage using singular value decomposition. - Lin Zhai; Linjia Dong; Yining Liu; Shujun Fu; Fengling Wang; Yuliang Li (J. Electronic Imaging, 2019)

Hedging-based utility risk measure customized for individual investors. - Linjia Dong; Zhaojun Yang (Oper. Res. Lett., 2022)