Exact Penalization and Necessary Optimality Conditions for Generalized Bilevel Programming Problems. - Jane J. Ye; Daoli Zhu; Qiji Jim Zhu (SIAM J. Optim., 1997)

Trend Following Trading under a Regime Switching Model. - Min Dai; Qing Zhang; Qiji Jim Zhu (SIAM J. Financial Math., 2010)

Optimal Trend Following Trading Rules. - Min Dai; Zhou Yang 001; Qing Zhang; Qiji Jim Zhu (Math. Oper. Res., 2016)