Pengyu Wei

According to our database, Pengyu Wei authored at least 8 papers between 2016 and 2025.

Collaborative distances:

• Dijkstra number of five.
• Erdős number of five.

2025

Dynamic growth-optimal portfolio choice under risk control.

Pengyu Wei, Zuo Quan Xu

Eur. J. Oper. Res., 2025

2023

Relative Growth Rate Optimization Under Behavioral Criterion.

Jing Peng, Pengyu Wei, Zuo Quan Xu

SIAM J. Financial Math., December, 2023

Robust consumption and portfolio choice with derivatives trading.

Pengyu Wei, Charles C. Yang, Yi Zhuang

Eur. J. Oper. Res., 2023

State subsidized reinsurance programs: Impacts on efficiency, premiums, and expenses of the U.S. health insurance markets.

Derrick W. H. Fung, Pengyu Wei, Charles C. Yang

Eur. J. Oper. Res., 2023

2022

Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility.

Hui Meng, Pengyu Wei, Wanlu Zhang, Sheng Chao Zhuang

SIAM J. Financial Math., September, 2022

2020

Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle.

Ken Seng Tan, Pengyu Wei, Wei Wei, Sheng Chao Zhuang

Eur. J. Oper. Res., 2020

2018

System-level design for ESD protection on multiple IO interfaces.

Pengyu Wei, Javad Meiguni, David J. Pommerenke

Proceedings of the IEEE International Reliability Physics Symposium, 2018

2016

Wikipedia and Stock Return: Wikipedia Usage Pattern Helps to Predict the Individual Stock Movement.

Pengyu Wei, Ning Wang

Proceedings of the 25th International Conference on World Wide Web, 2016