Portfolio selection under possibilistic mean–variance utility and a SMO algorithm WG Zhang, XL Zhang, WL Xiao European Journal of Operational Research 197 (2), 693-700, 2009 | 108 | 2009 |

Pricing currency options in a fractional Brownian motion with jumps WL Xiao, WG Zhang, XL Zhang, YL Wang Economic Modelling 27 (5), 935-942, 2010 | 97 | 2010 |

Pricing model for equity warrants in a mixed fractional Brownian environment and its algorithm WL Xiao, WG Zhang, X Zhang, X Zhang Physica A: Statistical Mechanics and its Applications 391 (24), 6418-6431, 2012 | 74 | 2012 |

A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments WG Zhang, XL Zhang, WJ Xu Insurance: Mathematics and Economics 46 (3), 493-499, 2010 | 50 | 2010 |

Portfolio adjusting optimization with added assets and transaction costs based on credibility measures WG Zhang, X Zhang, Y Chen Insurance: Mathematics and Economics 49 (3), 353-360, 2011 | 49 | 2011 |

Portfolio adjusting optimization under credibility measures X Zhang, WG Zhang, R Cai Journal of computational and applied mathematics 234 (5), 1458-1465, 2010 | 47 | 2010 |

Multi-period portfolio optimization under possibility measures X Zhang, W Zhang, W Xiao Economic Modelling 35, 401-408, 2013 | 34 | 2013 |

Maximum-likelihood estimators in the mixed fractional Brownian motion WL Xiao, WG Zhang, XL Zhang Statistics 45 (1), 73-85, 2011 | 34 | 2011 |

The valuation of equity warrants under the fractional Vasicek process of the short-term interest rate W Xiao, W Zhang, X Zhang, X Chen Physica A: Statistical Mechanics and its Applications 394, 320-337, 2014 | 33 | 2014 |

The valuation of equity warrants in a fractional Brownian environment W Xiao, W Zhang, W Xu, X Zhang Physica A: Statistical Mechanics and its Applications 391 (4), 1742-1752, 2012 | 33 | 2012 |

An optimization model of the portfolio adjusting problem with fuzzy return and a SMO algorithm X Zhang, WG Zhang, WJ Xu Expert Systems with Applications 38 (4), 3069-3074, 2011 | 32 | 2011 |

Arbitrage with fractional Gaussian processes X Zhang, W Xiao Physica A: Statistical Mechanics and its Applications 471, 620-628, 2017 | 27 | 2017 |

Parameter identification for the discretely observed geometric fractional Brownian motion W Xiao, W Zhang, X Zhang Journal of Statistical Computation and Simulation 85 (2), 269-283, 2015 | 22 | 2015 |

Least squares estimation for the drift parameters in the sub-fractional Vasicek processes W Xiao, X Zhang, Y Zuo Journal of Statistical Planning and Inference 197, 141-155, 2018 | 21 | 2018 |

A time complexity analysis of ACO for linear functions Z Hao, H Huang, X Zhang, K Tu Simulated Evolution and Learning: 6th International Conference, SEAL 2006 …, 2006 | 20 | 2006 |

Loss-aversion with kinked linear utility functions MJ Best, RR Grauer, J Hlouskova, X Zhang Computational Economics 44, 45-65, 2014 | 18 | 2014 |

Minimum contrast estimator for fractional Ornstein-Uhlenbeck processes WL Xiao, WG Zhang, XL Zhang Science China Mathematics 55, 1497-1511, 2012 | 12 | 2012 |

Parameter identification for drift fractional brownian motions with application to the chinese stock markets W Xiao, W Zhang, X Zhang Communications in Statistics-Simulation and Computation 44 (8), 2117-2136, 2015 | 9 | 2015 |

Possibilistic approaches to portfolio selection problem with general transaction costs and a CLPSO algorithm X Zhang, WG Zhang, W Xu, WL Xiao Computational Economics 36, 191-200, 2010 | 9 | 2010 |

Pricing equity warrants in Merton jump–diffusion model with credit risk Q Zhou, X Zhang Physica A: Statistical Mechanics and its Applications 557, 124883, 2020 | 7 | 2020 |