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	Title	Author(s)	Issue Date
	Demand for non-life insurance under habit formation Journal:Insurance: Mathematics and Economics	Li, WenyuanTan, Ken SengWei, Pengyu	2021
	Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model Journal:European Journal of Operational Research	Ma, JingtangLi, WenyuanZheng, Harry	2020
	Optimal investment strategies for general utilities under dynamic elasticity of variance models Journal:Quantitative Finance	Li, WenyuanMa, Jingtang	2018
	Valuation of American Strangles Through an Optimized Lower–Upper Bound Approach Journal:Journal of the Operations Research Society of China	Ma, Jing TangLi, Wen YuanCui, Zhen Yu	2018
	Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization Journal:European Journal of Operational Research	Ma, JingtangLi, WenyuanZheng, Harry	2017
	Stochastic lattice models for valuation of volatility options Journal:Economic Modelling	Ma, JingtangLi, WenyuanHan, Xu	2015
	High-precision tumor resection down to few-cell level guided by NIR-IIb molecular fluorescence imaging Journal:Proceedings of the National Academy of Sciences of the United States of America	Wang, FeifeiQu, LiangqiongRen, FuqiangBaghdasaryan, AniJiang, YingyingHsu, Ru SiouLiang, PengLi, JiachenZhu, GuanzhouMa, ZhuoranDai, Hongjie	2022
	Parallel and other simulations in R made easy: An end-to-end study Journal:Journal of Statistical Software	Hofert, MariusMächler, Martin	2016
	Pixel-wise orthogonal decomposition for color illumination invariant and shadow-free image Journal:Optics Express	Qu, LiangqiongTian, JiandongHan, ZhiTang, Yandong	2015
	A note on generalized inverses Journal:Mathematical Methods of Operations Research	Embrechts, PaulHofert, Marius	2013
	Statistical inference for copulas in high dimensions: A simulation study Journal:ASTIN Bulletin	Embrechts, PaulHofert, Marius	2013
	Efficiently sampling nested Archimedean copulas Journal:Computational Statistics and Data Analysis	Hofert, Marius	2011
	Smooth bootstrapping of copula functionals Journal:Electronic Journal of Statistics	Coblenz, MaximilianGrothe, OliverHerrmann, KlausHofert, Marius	2022
	Compatibility and attainability of matrices of correlation-based measures of concordance Journal:ASTIN Bulletin	Hofert, MariusKoike, Takaaki	2019
	Subadditivity of Value-at-Risk for Bernoulli random variables Journal:Statistics and Probability Letters	Hofert, MariusMcNeil, Alexander J.	2015
	Nested Archimedean copulas meet R: The nacopula package Journal:Journal of Statistical Software	Hofert, MariusMächler, Martin	2011
	Label-Efficient Self-Supervised Federated Learning for Tackling Data Heterogeneity in Medical Imaging Journal:IEEE Transactions on Medical Imaging	Yan, RuiQu, LiangqiongWei, QingyueHuang, Shih ChengShen, LiyueRubin, DanielXing, LeiZhou, Yuyin	2022
	Dependence Model Assessment and Selection with DecoupleNets Journal:Journal of Computational and Graphical Statistics	Hofert, MariusPrasad, AvinashZhu, Mu	2023
	Low-count whole-body PET/MRI restoration: an evaluation of dose reduction spectrum and five state-of-the-art artificial intelligence models Journal:European Journal of Nuclear Medicine and Molecular Imaging	Wang, Yan Ran (Joyce)Wang, PengchengAdams, Lisa ChristineSheybani, Natasha DibaQu, LiangqiongSarrami, Amir HosseinTheruvath, Ashok JosephGatidis, SergiosHo, TinaZhou, QuanPribnow, AllisonThakor, Avnesh S.Rubin, DanielDaldrup-Link, Heike E.	2023
	Matrix compatibility and correlation mixture representation of generalized Gini's gamma Journal:Canadian Journal of Statistics	Koike, TakaakiHofert, Marius	2022