1. Wu, L., Zang, X., & Zhao, H. (2020). Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process. Quantitative Finance, 20(8), 1285-1306.
2. Wu, Lan; Wu, Shuo(2021). How fast does it diverge? Discrete hedging error with transaction costs. Acta Mathematicae Applicatae Sinica-English Series, 37(3), 548-572.
3. Cheng, Yuan; Wu, Lan(2021). Optimal execution considering trading signal and execution risk simultaneously. Mathematical Problems in Engineering, vol. 2021, Article ID 5514413, 12 pages, 2021. https://doi.org/10.1155/2021/5514413
4. Chuan, Yijian; Zhao, Chaoyi; He, Zhenrui; Wu, Lan(2021). The success of AdaBoost and its application in portfolio management. International Journal of Financial Engineering, 8(2), 31.
5. Fu, J., & Wu, L. (2022). Consistent estimation of the number of regimes in Markov-switching autoregressive models. Communications in Statistics-Theory and Methods, 51(8), 2496-2518.
6. Fu, Jingxue; Wu, Lan(2021). Regime-switching herd behavior: Novel evidence from the Chinese A-share market. Finance Research Letters, 39, 101652.
7. Wu, Lan; Zhang, Xiao; Manafian, Jalil(2021). On the exact solitary wave solutions to the new (2+1) and (3+1)-dimensional extensions of the benjamin-ono equations. Advances in Mathematical Physics, vol. 2021, Article ID 6672819, 9 pages, 2021.
8. Zhang, Xin; Wu, Lan; Chen, Zhixue(2021). Constructing long-short stock portfolio with a new listwise learn-to-rank algorithm. Quantitative Finance, doi: 10.1080.14697688.2021.1939117