Measuring the subprime crisis contagion: Evidence of change point analysis of copula functions. - Wuyi Ye; Xiaoquan Liu; Baiqi Miao (Eur. J. Oper. Res., 2012)

Time-varying quantile association regression model with applications to financial contagion and VaR. - Wuyi Ye; Kebing Luo; Xiaoquan Liu (Eur. J. Oper. Res., 2017)

Financial contagion behavior analysis based on complex network approach. - Yangguang Zhu; Feng Yang 005; Wuyi Ye (Ann. Oper. Res., 2018)

Upgrade strategies in the two-sided market: Updated strategy vs. derived strategy. - Jiping Gao; Gongbing Bi; Wuyi Ye (INFOR Inf. Syst. Oper. Res., 2020)

Risk of declined company performance during COVID-19-Spatial quantile autoregression based on network analysis. - Wuyi Ye; Mingge Li (Comput. Ind. Eng., 2022)

Variance swaps with mean reversion and multi-factor variance. - Bin Wu; Pengzhan Chen; Wuyi Ye (Eur. J. Oper. Res., 2024)

A simulation-based method for estimating systemic risk measures. - Wuyi Ye; Yi Zhou; Pengzhan Chen; Bin Wu (Eur. J. Oper. Res., 2024)