Zhenyu Cui

According to our database, Zhenyu Cui authored at least 40 papers between 2010 and 2024.

Collaborative distances:

• Dijkstra number of four.
• Erdős number of four.

2024

Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression.

Xiaofei Wu, Hao Ming, Zhimin Zhang, Zhenyu Cui

Comput. Stat. Data Anal., April, 2024

DMA: Dual Modality-Aware Alignment for Visible-Infrared Person Re-Identification.

Zhenyu Cui, Jiahuan Zhou, Yuxin Peng

IEEE Trans. Inf. Forensics Secur., 2024

Continual Vision-Language Retrieval via Dynamic Knowledge Rectification.

Zhenyu Cui, Yuxin Peng, Xun Wang, Manyu Zhu, Jiahuan Zhou

Proceedings of the Thirty-Eighth AAAI Conference on Artificial Intelligence, 2024

2023

The therapeutic and prognostic role of cuproptosis-related genes in triple negative breast cancer.

Bingye Shi, Wei Zhang, Tao Wang, Zhenyu Cui

BMC Bioinform., December, 2023

DCR-ReID: Deep Component Reconstruction for Cloth-Changing Person Re-Identification.

Zhenyu Cui, Jiahuan Zhou, Yuxin Peng, Shiliang Zhang, Yaowei Wang

IEEE Trans. Circuits Syst. Video Technol., August, 2023

Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk.

Wei Zhong, Zhenyu Cui, Zhimin Zhang

J. Comput. Appl. Math., 2023

2022

A General Framework to Simulate Diffusions with Discontinuous Coefficients and Local Times.

Kailin Ding, Zhenyu Cui

ACM Trans. Model. Comput. Simul., October, 2022

Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient.

Zhenyu Cui, Yanchu Liu, Ruodu Wang

Oper. Res. Lett., 2022

Learning to transfer attention in multi-level features for rotated ship detection.

Zhenyu Cui, Ying Liu, Wei Zhao, Cheng Wang

Neural Comput. Appl., 2022

Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks.

Jingtang Ma, Wensheng Yang, Zhenyu Cui

J. Comput. Appl. Math., 2022

Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps.

Jiayi Xie, Zhenyu Cui, Zhimin Zhang

Appl. Math. Comput., 2022

Quantile Sensitivity Estimation Through Delta Family Method.

Zhenyu Cui, Kailin Ding

Proceedings of the Winter Simulation Conference, 2022

2021

SKNet: Detecting Rotated Ships as Keypoints in Optical Remote Sensing Images.

Zhenyu Cui, Jiaxu Leng, Ying Liu, Tianlin Zhang, Pei Quan, Wei Zhao

IEEE Trans. Geosci. Remote. Sens., 2021

On the optimal design of the randomized unbiased Monte Carlo estimators.

Zhenyu Cui, Chihoon Lee, Lingjiong Zhu, Yunfan Zhu

Oper. Res. Lett., 2021

Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates.

Wensheng Yang, Jingtang Ma, Zhenyu Cui

Math. Methods Oper. Res., 2021

Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations.

Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen

Eur. J. Oper. Res., 2021

A data-driven framework for consistent financial valuation and risk measurement.

Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen

Eur. J. Oper. Res., 2021

SINH-acceleration for B-spline projection with Option Pricing Applications.

Svetlana Boyarchenko, Sergei Levendorskii, Justin Lars Kirkby, Zhenyu Cui

CoRR, 2021

CSFQGD: Chinese Sentence Fill-in-the-blank Question Generation Dataset for Examination.

Tianlin Zhang, Zhenyu Cui, Jiaxu Leng, Ying Liu

Proceedings of the 24th IEEE International Conference on Computer Supported Cooperative Work in Design, 2021

2020

On the Variance of Single-Run Unbiased Stochastic Derivative Estimators.

Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu

INFORMS J. Comput., 2020

A community-based algorithm for influence maximization on dynamic social networks.

Jia Wei, Zhenyu Cui, Liqing Qiu, Weinan Niu

Intell. Data Anal., 2020

Optimal unbiased estimation for expected cumulative discounted cost.

Zhenyu Cui, Michael C. Fu, Yijie Peng, Lingjiong Zhu

Eur. J. Oper. Res., 2020

AttentionFM: Incorporating Attention Mechanism and Factorization Machine for Credit Scoring.

Ying Liu, Wei Wang, Tianlin Zhang, Zhenyu Cui

Proceedings of the 20th International Conference on Data Mining Workshops, 2020

2019

A general framework for time-changed Markov processes and applications.

Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen

Eur. J. Oper. Res., 2019

Closed-form variance swap prices under general affine GARCH models and their continuous-time limits.

Alexandru Badescu, Zhenyu Cui, Juan-Pablo Ortega

Ann. Oper. Res., 2019

Short-Term Traffic Congestion Forecasting Using Attention-Based Long Short-Term Memory Recurrent Neural Network.

Tianlin Zhang, Ying Liu, Zhenyu Cui, Jiaxu Leng, Weihong Xie, Liang Zhang

Proceedings of the Computational Science - ICCS 2019, 2019

CA-RPT: Context-Aware Road Passage Time Estimation for Urban Traffic.

Ying Liu, Zhenyu Cui, Tianlin Zhang, Jiaxu Leng, Weihong Xie, Liang Zhang

Proceedings of the Computational Science - ICCS 2019, 2019

Energy Optimization of Online Tracker for Mobile Devices.

Wei Zhao, Renjie Lu, Zhenyu Cui, Haihua Shen

Proceedings of the 23rd IEEE International Conference on Computer Supported Cooperative Work in Design, 2019

YUN: A Fast Ground-to-air Cloud Image Recognition Framework.

Zhenyu Cui, Ying Liu, Wei Zhao

Proceedings of the 23rd IEEE International Conference on Computer Supported Cooperative Work in Design, 2019

A Novel Neuron Connection Model Mimicking Human Beings.

Jiaxu Leng, Zhenyu Cui, Chao Xiang, Tianlin Zhang, Pei Quan

Proceedings of the 2019 IEEE International Conference on Bioinformatics and Biomedicine, 2019

Alzheimer's Disease Diagnosis Using Enhanced Inception Network Based on Brain Magnetic Resonance Image.

Zhenyu Cui, Zhiao Gao, Jiaxu Leng, Tianlin Zhang, Pei Quan, Wei Zhao

Proceedings of the 2019 IEEE International Conference on Bioinformatics and Biomedicine, 2019

2018

A General Valuation Framework for SABR and Stochastic Local Volatility Models.

Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen

SIAM J. Financial Math., 2018

Systemic risk and optimal fee for central clearing counterparty under partial netting.

Zhenyu Cui, Qi Feng, Ruimeng Hu, Bin Zou

Oper. Res. Lett., 2018

Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes.

Zhenyu Cui, Chi-Hoon Lee, Yanchu Liu

Eur. J. Oper. Res., 2018

Context-Aware U-Net for Biomedical Image Segmentation.

Jiaxu Leng, Ying Liu, Tianlin Zhang, Pei Quan, Zhenyu Cui

Proceedings of the IEEE International Conference on Bioinformatics and Biomedicine, 2018

2017

A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps.

Zhenyu Cui, Justin Lars Kirkby, Duy Nguyen

Eur. J. Oper. Res., 2017

Hybrid Laplace transform and finite difference methods for pricing American options under complex models.

Jingtang Ma, Zhiqiang Zhou, Zhenyu Cui

Comput. Math. Appl., 2017

2014

Comment on "Modeling non-monotone risk aversion using SAHARA utility functions" [J. Econ. Theory 146 (2011) 2075-2092].

Zhenyu Cui

J. Econ. Theory, 2014

2013

Correction note for 'The large-maturity smile for the Heston model'.

Carole Bernard, Zhenyu Cui, Martin Forde, Antoine Jacquier, Don McLeish, Aleksandar Mijatovic

Finance Stochastics, 2013

2010

Comment on "Option pricing under the Merton model of the short rate" by Kung and Lee [Mathematics and Computers in Simulation 80 (2009) 378-386].

Zhenyu Cui, Don McLeish

Math. Comput. Simul., 2010