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Yongzeng Lai
Yongzeng Lai
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Cited by
Cited by
Year
The existence of mild solutions for impulsive fractional partial differential equations
XB Shu, Y Lai, Y Chen
Nonlinear Analysis: Theory, Methods & Applications 74 (5), 2003-2011, 2011
2592011
Optimal time-consistent investment and reinsurance strategies for insurers under Heston’s SV model
Z Li, Y Zeng, Y Lai
Insurance: Mathematics and Economics 51 (1), 191-203, 2012
1652012
Time-consistent investment and reinsurance strategies for mean–variance insurers with jumps
Y Zeng, Z Li, Y Lai
Insurance: Mathematics and Economics 52 (3), 498-507, 2013
1172013
Mean–CVaR portfolio selection: A nonparametric estimation framework
H Yao, Z Li, Y Lai
Computers & Operations Research 40 (4), 1014-1022, 2013
912013
Asset allocation for a DC pension fund with stochastic income and mortality risk: A multi-period mean–variance framework
H Yao, Y Lai, Q Ma, M Jian
Insurance: Mathematics and Economics 54, 84-92, 2014
642014
Systemic financial risk early warning of financial market in China using Attention-LSTM model
Z Ouyang, Y Lai
The North American Journal of Economics and Finance 56, 101383, 2021
542021
Analysis of the efficiency of Hong Kong REITs market based on Hurst exponent
J Liu, C Cheng, X Yang, L Yan, Y Lai
Physica A: Statistical Mechanics and its Applications 534, 122035, 2019
462019
Assessment of monthly economic losses in Wuhan under the lockdown against COVID-19
S You, H Wang, M Zhang, H Song, X Xu, Y Lai
Humanities and Social Sciences Communications 7 (1), 2020
412020
Continuous-time mean–variance asset–liability management with endogenous liabilities
H Yao, Y Lai, Y Li
Insurance: Mathematics and Economics 52 (1), 6-17, 2013
402013
Applications of Monte Carlo/Quasi-Monte Carlo methods in finance: option pricing
Y Lai, J Spanier
Monte-Carlo and Quasi-Monte Carlo Methods 1998: Proceedings of a Conference …, 2000
372000
Optimal excess-of-loss reinsurance and investment problem with delay and jump–diffusion risk process under the CEV model
A Chunxiang, Y Lai, Y Shao
Journal of Computational and Applied Mathematics 342, 317-336, 2018
352018
Pricing options using lattice rules
PP Boyle, Y Lai, KS Tan
North American Actuarial Journal 9 (3), 50-76, 2005
292005
Chaos in integer order and fractional order financial systems and their synchronization
F Xu, Y Lai, XB Shu
Chaos, Solitons & Fractals 117, 125-136, 2018
262018
Uncertain exit time multi-period mean–variance portfolio selection with endogenous liabilities and Markov jumps
H Yao, Y Lai, Z Hao
Automatica 49 (11), 3258-3269, 2013
252013
Adaptive Monte Carlo methods for matrix equations with applications
Y Lai
Journal of Computational and Applied Mathematics 231 (2), 705-714, 2009
202009
Adaptive importance sampling algorithms for transport problems
Y Lai, J Spanier
Monte-Carlo and Quasi-Monte Carlo Methods 1998: Proceedings of a Conference …, 2000
202000
Equilibrium investment strategy for a defined contribution pension plan under stochastic interest rate and stochastic volatility
L Zhang, D Li, Y Lai
Journal of Computational and Applied Mathematics 368, 112536, 2020
192020
Stock price prediction using CNN-BiLSTM-Attention model
J Zhang, L Ye, Y Lai
Mathematics 11 (9), 1985, 2023
182023
Intermediate rank lattice rules and applications to finance
Y Lai
Applied Numerical Mathematics 59 (1), 1-20, 2009
182009
Optimal investment and consumption strategies with state-dependent utility functions and uncertain time-horizon
Y Zeng, H Wu, Y Lai
Economic Modelling 33, 462-470, 2013
172013
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