Wikipedia and Stock Return: Wikipedia Usage Pattern Helps to Predict the Individual Stock Movement. - Pengyu Wei; Ning Wang 013 (WWW (Companion Volume), 2016)

System-level design for ESD protection on multiple IO interfaces. - Pengyu Wei; Javad Meiguni; David J. Pommerenke (IRPS, 2018)

Optimal dynamic reinsurance policies under a generalized Denneberg's absolute deviation principle. - Ken Seng Tan; Pengyu Wei; Wei Wei 057; Sheng Chao Zhuang (Eur. J. Oper. Res., 2020)

Optimal Dynamic Reinsurance Under Heterogeneous Beliefs and CARA Utility. - Hui Meng; Pengyu Wei; Wanlu Zhang; Sheng Chao Zhuang (SIAM J. Financial Math., 2022)

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)

Robust consumption and portfolio choice with derivatives trading. - Pengyu Wei; Charles C. Yang; Yi Zhuang (Eur. J. Oper. Res., 2023)

Relative Growth Rate Optimization Under Behavioral Criterion. - Jing Peng 002; Pengyu Wei; Zuo Quan Xu (SIAM J. Financial Math., 2023)

Dynamic growth-optimal portfolio choice under risk control. - Pengyu Wei; Zuo Quan Xu (Eur. J. Oper. Res., 2025)