Nonlinear VaR Model of FX Options Portfolio Based on Importance Sampling Technique. - Rongda Chen; Jinrong Lu (BIFE, 2009)

The Comparison of Beta Distribution Estimation and Gauss Kernel Density Estimation in the Recovery Rates of Municipal Bonds. - Rongda Chen; Ze Wang (BIFE, 2012)

Efficiency Test in Chinese Plastic Futures Market. - Rongda Chen; Weijin Wang; Wenlong Li (BIFE, 2012)

The Volatility of Stock Return in GEM Broad. - Fang Fang; Rongda Chen (BIFE, 2012)

Analysis on the Impact of the Fluctuation of the International Gold Prices on the Gold Stocks in Chinese Shanghai and Shenzhen A-Share. - Jie Chen; Rongda Chen (BIFE, 2013)

Forecasting CSI 300 Volatility: The Role of Persistence, Asymmetry, and Distributional Assumption in Garch Models. - Congcong Wang; Rongda Chen (BIFE, 2013)

Financial Repression Approach to the Financing Difficulty of the Small and Medium-Sized Enterprises: Empirical Evidence from China. - Quanda Zhang; Rongda Chen (BIFE, 2013)

Regression Model for China's Gold Futures Hedging Ratio and Function. - Tianqi Zhu; Rongda Chen (BIFE, 2013)

Method of Value-at-Risk and Empirical Research for Shanghai Stock Market. - Qi Chen; Rongda Chen (ITQM, 2013)

A SVM Stock Selection Model within PCA. - Huanhuan Yu; Rongda Chen; Guoping Zhang (ITQM, 2014)

Application of metabolic GM(1, 1) model in financial repression approach to the financing difficulty of the small and medium-sized enterprises. - Quanda Zhang; Rongda Chen (Grey Syst. Theory Appl., 2014)

Financial Development and Income Inequality in China: An Application of SVAR Approach. - Quanda Zhang; Rongda Chen (ITQM, 2015)

Discovering the impact of systemic and idiosyncratic risk factors on credit spread of corporate bond within the framework of intelligent knowledge management. - Rongda Chen; Liu Yang; Weijin Wang; Ling Tang 001 (Ann. Oper. Res., 2015)

Importance Sampling for Credit Portfolio Risk with Risk Factors Having t-Copula. - Rongda Chen; Ze Wang; Lean Yu (Int. J. Inf. Technol. Decis. Mak., 2017)

A DBN-based resampling SVM ensemble learning paradigm for credit classification with imbalanced data. - Lean Yu; Rongtian Zhou; Ling Tang 001; Rongda Chen (Appl. Soft Comput., 2018)

Risk Awareness to epidemic Information and Self-Restricted Travel Behavior on Contagion. - Wen-Juan Xu; Chen-Yang Zhong; Hui-Fen Ye; Rongda Chen; Tian Qiu; Fei Ren; Li-Xin Zhong (Adv. Complex Syst., 2021)

A Study on Operational Risk and Credit Portfolio Risk Estimation Using Data Analytics. - Rongda Chen; Ze Wang; Liu Yang; Chi To Ng 001; T. C. E. Cheng (Decis. Sci., 2022)

Kernel-Free Nonlinear Support Vector Machines for Multiview Binary Classification Problems. - Rongda Chen; Zhixia Yang 001; Junyou Ye (Int. J. Intell. Syst., 2023)

The a-average Degree Edge-Connectivity of Bijective Connection Networks. - Yayu Yang; Mingzu Zhang; Jixiang Meng; Rongda Chen (Comput. J., 2023)

Anti-Fraud Analysis during the COVID-19 Pandemic: A Global Perspective. - Xiaoqian Zhu; Yinghui Wang; Yanpeng Chang; Rongda Chen; Jianping Li 001 (Int. J. Inf. Technol. Decis. Mak., 2024)

A kernel-free quadratic surface twin support vector machine with capped L1-norm distance metric for robust classification. - Qi Si; Zhixia Yang 001; Jinbiao Zhao 001; Rongda Chen (Appl. Soft Comput., 2025)