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)

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)

Comment on "Modeling non-monotone risk aversion using SAHARA utility functions" [J. Econ. Theory 146 (2011) 2075-2092]. - Zhenyu Cui (J. Econ. Theory, 2014)

Hybrid Laplace transform and finite difference methods for pricing American options under complex models. - Jingtang Ma; Zhiqiang Zhou; Zhenyu Cui (Comput. Math. Appl., 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)

Context-Aware U-Net for Biomedical Image Segmentation. - Jiaxu Leng; Ying Liu 039; Tianlin Zhang; Pei Quan; Zhenyu Cui (BIBM, 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)

Systemic risk and optimal fee for central clearing counterparty under partial netting. - Zhenyu Cui; Qi Feng; Ruimeng Hu; Bin Zou 005 (Oper. Res. Lett., 2018)

A General Valuation Framework for SABR and Stochastic Local Volatility Models. - Zhenyu Cui; Justin Lars Kirkby; Duy Nguyen (SIAM J. Financial Math., 2018)

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 (BIBM, 2019)

A Novel Neuron Connection Model Mimicking Human Beings. - Jiaxu Leng; Zhenyu Cui; Chao Xiang; Tianlin Zhang; Pei Quan (BIBM, 2019)

YUN: A Fast Ground-to-air Cloud Image Recognition Framework. - Zhenyu Cui; Ying Liu 039; Wei Zhao (CSCWD, 2019)

Energy Optimization of Online Tracker for Mobile Devices. - Wei Zhao; Renjie Lu; Zhenyu Cui; Haihua Shen (CSCWD, 2019)

CA-RPT: Context-Aware Road Passage Time Estimation for Urban Traffic. - Ying Liu 039; Zhenyu Cui; Tianlin Zhang; Jiaxu Leng; Weihong Xie; Liang Zhang (ICCS (5), 2019)

Short-Term Traffic Congestion Forecasting Using Attention-Based Long Short-Term Memory Recurrent Neural Network. - Tianlin Zhang; Ying Liu 039; Zhenyu Cui; Jiaxu Leng; Weihong Xie; Liang Zhang (ICCS (3), 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)

A general framework for time-changed Markov processes and applications. - Zhenyu Cui; Justin Lars Kirkby; Duy Nguyen (Eur. J. Oper. Res., 2019)

AttentionFM: Incorporating Attention Mechanism and Factorization Machine for Credit Scoring. - Ying Liu 039; Wei Wang; Tianlin Zhang; Zhenyu Cui (ICDM (Workshops), 2020)

Optimal unbiased estimation for expected cumulative discounted cost. - Zhenyu Cui; Michael C. Fu 001; Yijie Peng; Lingjiong Zhu (Eur. J. Oper. Res., 2020)

A community-based algorithm for influence maximization on dynamic social networks. - Jia Wei; Zhenyu Cui; Liqing Qiu; Weinan Niu (Intell. Data Anal., 2020)

On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. - Zhenyu Cui; Michael C. Fu 001; Jian-Qiang Hu; Yanchu Liu; Yijie Peng; Lingjiong Zhu (INFORMS J. Comput., 2020)

CSFQGD: Chinese Sentence Fill-in-the-blank Question Generation Dataset for Examination. - Tianlin Zhang; Zhenyu Cui; Jiaxu Leng; Ying Liu 039 (CSCWD, 2021)

SINH-acceleration for B-spline projection with Option Pricing Applications. - Svetlana Boyarchenko; Sergei Levendorskii; Justin Lars Kirkby; Zhenyu Cui (CoRR, 2021)

A data-driven framework for consistent financial valuation and risk measurement. - Zhenyu Cui; Justin Lars Kirkby; Duy Nguyen (Eur. J. 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)

Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. - Wensheng Yang 004; Jingtang Ma; Zhenyu Cui (Math. Methods Oper. Res., 2021)

On the optimal design of the randomized unbiased Monte Carlo estimators. - Zhenyu Cui; Chihoon Lee; Lingjiong Zhu; Yunfan Zhu (Oper. Res. Lett., 2021)

SKNet: Detecting Rotated Ships as Keypoints in Optical Remote Sensing Images. - Zhenyu Cui; Jiaxu Leng; Ying Liu 039; Tianlin Zhang; Pei Quan; Wei Zhao (IEEE Trans. Geosci. Remote. Sens., 2021)

Quantile Sensitivity Estimation Through Delta Family Method. - Zhenyu Cui; Kailin Ding (WSC, 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 009 (Appl. Math. Comput., 2022)

Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks. - Jingtang Ma; Wensheng Yang 004; Zhenyu Cui (J. Comput. Appl. Math., 2022)

Learning to transfer attention in multi-level features for rotated ship detection. - Zhenyu Cui; Ying Liu 039; Wei Zhao; Cheng Wang (Neural Comput. Appl., 2022)

Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. - Zhenyu Cui; Yanchu Liu; Ruodu Wang (Oper. Res. Lett., 2022)

A General Framework to Simulate Diffusions with Discontinuous Coefficients and Local Times. - Kailin Ding; Zhenyu Cui (ACM Trans. Model. Comput. Simul., 2022)

Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk. - Wei Zhong; Zhenyu Cui; Zhimin Zhang 009 (J. Comput. Appl. Math., 2023)

DCR-ReID: Deep Component Reconstruction for Cloth-Changing Person Re-Identification. - Zhenyu Cui; Jiahuan Zhou; Yuxin Peng; Shiliang Zhang; Yaowei Wang 001 (IEEE Trans. Circuits Syst. Video Technol., 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., 2023)

Continual Vision-Language Retrieval via Dynamic Knowledge Rectification. - Zhenyu Cui; Yuxin Peng; Xun Wang; Manyu Zhu; Jiahuan Zhou (AAAI, 2024)

Learning Continual Compatible Representation for Re-indexing Free Lifelong Person Re-identification. - Zhenyu Cui; Jiahuan Zhou; Xun Wang; Manyu Zhu; Yuxin Peng (CVPR, 2024)

FinCon: A Synthesized LLM Multi-Agent System with Conceptual Verbal Reinforcement for Enhanced Financial Decision Making. - Yangyang Yu; Zhiyuan Yao 001; Haohang Li; Zhiyang Deng; Yuechen Jiang; Yupeng Cao; Zhi Chen; Jordan W. Suchow; Zhenyu Cui; Rong Liu; Zhaozhuo Xu; Denghui Zhang; et al. (NeurIPS, 2024)

A New Approach to Sensitivity Analysis Based on Dirac Delta Family Methods. - Zhenyu Cui; Kailin Ding; Yanchu Liu; Lingjiong Zhu (WSC, 2024)

Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk. - Wei Zhong; Zhimin Zhang 009; Zhenyu Cui (Commun. Nonlinear Sci. Numer. Simul., 2024)

FinCon: A Synthesized LLM Multi-Agent System with Conceptual Verbal Reinforcement for Enhanced Financial Decision Making. - Yangyang Yu; Zhiyuan Yao 001; Haohang Li; Zhiyang Deng; Yupeng Cao; Zhi Chen; Jordan W. Suchow; Rong Liu; Zhenyu Cui; Denghui Zhang; Koduvayur Subbalakshmi; Guojun Xiong; et al. (CoRR, 2024)

Odyssey: Empowering Agents with Open-World Skills. - Shunyu Liu 001; Yaoru Li; Kongcheng Zhang; Zhenyu Cui; Wenkai Fang; Yuxuan Zheng; Tongya Zheng; Mingli Song (CoRR, 2024)

DMA: Dual Modality-Aware Alignment for Visible-Infrared Person Re-Identification. - Zhenyu Cui; Jiahuan Zhou; Yuxin Peng (IEEE Trans. Inf. Forensics Secur., 2024)

Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression. - Xiaofei Wu; Hao Ming; Zhimin Zhang 009; Zhenyu Cui (Comput. Stat. Data Anal., 2024)

Selective Visual Prompting in Vision Mamba. - Yifeng Yao; Zichen Liu; Zhenyu Cui; Yuxin Peng; Jiahuan Zhou (AAAI, 2025)

DKC: Differentiated Knowledge Consolidation for Cloth-Hybrid Lifelong Person Re-identification. - Zhenyu Cui; Jiahuan Zhou; Yuxin Peng (CVPR, 2025)

A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations. - Xiaofei Wu; Rongmei Liang; Zhimin Zhang; Zhenyu Cui (Comput. Stat. Data Anal., 2025)

A general valuation framework for rough stochastic local volatility models and applications. - Wensheng Yang 004; Jingtang Ma; Zhenyu Cui (Eur. J. Oper. Res., 2025)

Efficient valuation of joint life variable annuities with guaranteed minimum death benefits. - Jiayi Xie; Zhimin Zhang; Zhenyu Cui (Math. Comput. Simul., 2025)

GAPrompt: Geometry-Aware Point Cloud Prompt for 3D Vision Model. - Zixiang Ai; Zichen Liu; Yuanhang Lei; Zhenyu Cui; Xu Zou 002; Jiahuan Zhou (CoRR, 2025)

UPP: Unified Point-Level Prompting for Robust Point Cloud Analysis. - Zixiang Ai; Zhenyu Cui; Yuxin Peng; Jiahuan Zhou (CoRR, 2025)

VeriGUI: Verifiable Long-Chain GUI Dataset. - Shunyu Liu 001; Minghao Liu 003; Huichi Zhou; Zhenyu Cui; Yang Zhou; Yuhao Zhou; Wendong Fan; Ge Zhang 009; Jiajun Shi; Weihao Xuan; Jiaxing Huang 001; Shuang Luo; et al. (CoRR, 2025)