| 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 | 269 | 2011 |
| 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 | 172 | 2012 |
| 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 | 119 | 2013 |
| Mean–CVaR portfolio selection: A nonparametric estimation framework H Yao, Z Li, Y Lai Computers & Operations Research 40 (4), 1014-1022, 2013 | 90 | 2013 |
| 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 | 69 | 2014 |
| 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 | 60 | 2021 |
| 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 | 47 | 2019 |
| 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 | 46 | 2020 |
| 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 | 41 | 2000 |
| 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 | 40 | 2013 |
| 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 | 37 | 2018 |
| Stock price prediction using CNN-BiLSTM-Attention model J Zhang, L Ye, Y Lai Mathematics 11 (9), 1985, 2023 | 36 | 2023 |
| 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 | 34 | 2018 |
| Pricing options using lattice rules PP Boyle, Y Lai, KS Tan North American Actuarial Journal 9 (3), 50-76, 2005 | 28 | 2005 |
| 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 | 25 | 2013 |
| 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 | 23 | 2020 |
| Adaptive Monte Carlo methods for matrix equations with applications Y Lai Journal of Computational and Applied Mathematics 231 (2), 705-714, 2009 | 21 | 2009 |
| The correlations among COVID-19, the effect of public opinion, and the systemic risks of China’s financial industries Z Ouyang, S Chen, Y Lai, X Yang Physica A: Statistical Mechanics and Its Applications 600, 127518, 2022 | 20 | 2022 |
| Adaptive importance sampling algorithms for transport problems Y Lai, J Spanier Monte-Carlo and Quasi-Monte Carlo Methods 1998: Proceedings of a Conference …, 2000 | 20 | 2000 |
| Intermediate rank lattice rules and applications to finance Y Lai Applied Numerical Mathematics 59 (1), 1-20, 2009 | 19 | 2009 |
