Numerical methods for portfolio selection with bounded constraints. - Gang George Yin; Hanqing Jin; Zhuo Jin (J. Comput. Appl. Math., 2009)

A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models. - Zhuo Jin; Gang George Yin (Int. J. Comput. Math., 2011)

Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation. - Zhuo Jin; Yumin Wang; Gang George Yin (J. Comput. Appl. Math., 2011)

Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation. - Zhuo Jin; Gang George Yin; Chao Zhu 001 (Autom., 2012)

Numerical methods for optimal dividend payment and investment strategies of regime-switching jump diffusion models with capital injections. - Zhuo Jin; Hailiang Yang; Gang George Yin (Autom., 2013)

Numerical Methods for Optimal Dividend Payment and Investment Strategies of Markov-Modulated Jump Diffusion Models with Regular and Singular Controls. - Zhuo Jin; Gang George Yin (J. Optim. Theory Appl., 2013)

Almost Sure and pth-Moment Stability and Stabilization of Regime-Switching Jump Diffusion Systems. - Xiaofeng Zong; Fuke Wu; Gang George Yin; Zhuo Jin (SIAM J. Control. Optim., 2014)

Some Recent Progress on Numerical Methods for Controlled Regime-Switching Models with Applications to Insurance and Risk Management. - Zhuo Jin; Rebecca Stockbridge; Gang George Yin (Comput. Methods Appl. Math., 2015)

Optimal Debt Ratio and Consumption Strategies in Financial Crisis. - Zhuo Jin (J. Optim. Theory Appl., 2015)

Pricing dynamic fund protections with regime switching. - Zhuo Jin; Linyi Qian; Wei Wang; Rongming Wang (J. Comput. Appl. Math., 2016)

Optimal quota-share reinsurance based on the mutual benefit of insurer and reinsurer. - Nan Zhang; Zhuo Jin; Linyi Qian; Rongming Wang (J. Comput. Appl. Math., 2018)

Mean-Variance Portfolio Selection under a Non-Markovian Regime-Switching Model: Time-Consistent Solutions. - Tianxiao Wang; Zhuo Jin; Jiaqin Wei (SIAM J. Control. Optim., 2019)

Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models. - Zhuo Jin; Guo Liu; Hailiang Yang (Eur. J. Oper. Res., 2020)

Open-loop equilibrium strategy for mean-variance asset-liability management portfolio selection problem with debt ratio. - Jiannan Zhang; Ping Chen; Zhuo Jin; Shuanming Li (J. Comput. Appl. Math., 2020)

On a class of non-zero-sum stochastic differential dividend games with regime switching. - Jiannan Zhang; Ping Chen; Zhuo Jin; Shuanming Li (Appl. Math. Comput., 2021)

Household Lifetime Strategies under a Self-Contagious Market. - Guo Liu; Zhuo Jin; Shuanming Li (Eur. J. Oper. Res., 2021)

Reinsurance-investment game between two mean-variance insurers under model uncertainty. - Ning Wang 030; Nan Zhang; Zhuo Jin; Linyi Qian (J. Comput. Appl. Math., 2021)

Mean-variance portfolio selection with dynamic attention behavior in a hidden Markov model. - Yu Zhang; Zhuo Jin; Jiaqin Wei; George Yin 001 (Autom., 2022)

Optimal Dividend Strategies with Reinsurance under Contagious Systemic Risk. - Ming Qiu; Zhuo Jin; Shuanming Li (SIAM J. Control. Optim., 2022)

Research on the Application of Digital Design of Jinzuo Furniture Cultural Tourism Display Platform Based on Intangible Cultural Heritage. - Shuqian Ge; Zhuo Jin (Int. J. Commun. Networks Inf. Secur., 2023)

A hybrid deep learning method for controlled stochastic Kolmogorov systems with regime-switching. - Yu Zhang; Zhuo Jin; Jiaqin Wei (CoDIT, 2024)

SACH-Net: Shape-Adaptive Convolution and Hierarchical Topology Constraints Framework for Coronary Artery Segmentation. - Zhuo Jin; Shaoxuan Wu; Zhizezhang Gao; Xiaosong Xiong; Xiao Zhang 028; Jun Feng 003 (EMBC, 2024)

Gaze-Directed Vision GNN for Mitigating Shortcut Learning in Medical Image. - Shaoxuan Wu; Xiao Zhang 028; Bin Wang; Zhuo Jin; Hansheng Li; Jun Feng 003 (MICCAI (1), 2024)

Optimal Moral-Hazard-Free Reinsurance Under Extended Distortion Premium Principles. - Zhuo Jin; Zuo Quan Xu; Bin Zou 005 (SIAM J. Control. Optim., 2024)

Optimal strategies for collective defined contribution plans when the stock and labor markets are co-integrated. - Jiannan Zhang; Ping Chen; Zhuo Jin; Shuanming Li (Appl. Math. Comput., 2025)

A hybrid deep learning method for finite-horizon mean-field game problems. - Yu Zhang; Zhuo Jin; Jiaqin Wei; Gang George Yin (Autom., 2025)

HELPNet: Hierarchical perturbations consistency and entropy-guided ensemble for scribble supervised medical image segmentation. - Xiao Zhang 028; Shaoxuan Wu; Peilin Zhang; Zhuo Jin; Xiaosong Xiong; Qirong Bu; Jingkun Chen; Jun Feng 003 (Medical Image Anal., 2025)

TABNet: A Triplet Augmentation Self-Recovery Framework with Boundary-Aware Pseudo-Labels for Medical Image Segmentation. - Peilin Zhang; Shaouxan Wua; Jun Feng 003; Zhuo Jin; Zhizezhang Gao; Jingkun Chen; Yaqiong Xing; Xiao Zhang 028 (CoRR, 2025)

PASC-Net:Plug-and-play Shape Self-learning Convolutions Network with Hierarchical Topology Constraints for Vessel Segmentation. - Xiao Zhang 028; Zhuo Jin; Shaoxuan Wu; Fengyu Wang; Guansheng Peng; Xiang Zhang; Ying Huang; Jingkun Chen; Jun Feng 003 (CoRR, 2025)