Zhenyu Cui

Publication Activity (10 Years)

Years Active: 2010-2024
Publications (10 Years): 40

Top Topics

Diffusion Model

Top Venues

Eur. J. Oper. Res.

Oper. Res. Lett.

Publications

Zhenyu Cui, Yuxin Peng, Xun Wang, Manyu Zhu, Jiahuan Zhou
Continual Vision-Language Retrieval via Dynamic Knowledge Rectification. AAAI (2024)
Yangyang Yu, Zhiyuan Yao, Haohang Li, Zhiyang Deng, Yupeng Cao, Zhi Chen, Jordan W. Suchow, Rong Liu, Zhenyu Cui, Denghui Zhang, Koduvayur Subbalakshmi, Guojun Xiong, Yueru He, Jimin Huang, Dong Li, Qianqian Xie
FinCon: A Synthesized LLM Multi-Agent System with Conceptual Verbal Reinforcement for Enhanced Financial Decision Making. CoRR (2024)
Xiaofei Wu, Hao Ming, Zhimin Zhang, Zhenyu Cui
Multi-block alternating direction method of multipliers for ultrahigh dimensional quantile fused regression. Comput. Stat. Data Anal. 192 (2024)
Shunyu Liu, Yaoru Li, Kongcheng Zhang, Zhenyu Cui, Wenkai Fang, Yuxuan Zheng, Tongya Zheng, Mingli Song
Odyssey: Empowering Agents with Open-World Skills. CoRR (2024)
Wei Zhong, Zhimin Zhang, Zhenyu Cui
Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk. Commun. Nonlinear Sci. Numer. Simul. 138 (2024)
Zhenyu Cui, Jiahuan Zhou, Yuxin Peng
DMA: Dual Modality-Aware Alignment for Visible-Infrared Person Re-Identification. IEEE Trans. Inf. Forensics Secur. 19 (2024)
Wei Zhong, Zhenyu Cui, Zhimin Zhang
Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk. J. Comput. Appl. Math. 422 (2023)
Zhenyu Cui, Jiahuan Zhou, Yuxin Peng, Shiliang Zhang, Yaowei Wang
DCR-ReID: Deep Component Reconstruction for Cloth-Changing Person Re-Identification. IEEE Trans. Circuits Syst. Video Technol. 33 (8) (2023)
Bingye Shi, Wei Zhang, Tao Wang, Zhenyu Cui
The therapeutic and prognostic role of cuproptosis-related genes in triple negative breast cancer. BMC Bioinform. 24 (1) (2023)
Jingtang Ma, Wensheng Yang, Zhenyu Cui
Convergence analysis for continuous-time Markov chain approximation of stochastic local volatility models: Option pricing and Greeks. J. Comput. Appl. Math. 404 (2022)
Zhenyu Cui, Kailin Ding
Quantile Sensitivity Estimation Through Delta Family Method. WSC (2022)
Zhenyu Cui, Ying Liu, Wei Zhao, Cheng Wang
Learning to transfer attention in multi-level features for rotated ship detection. Neural Comput. Appl. 34 (22) (2022)
Jiayi Xie, Zhenyu Cui, Zhimin Zhang
Some new infinite series expansions for the first passage time densities in a jump diffusion model with phase-type jumps. Appl. Math. Comput. 429 (2022)
Kailin Ding, Zhenyu Cui
A General Framework to Simulate Diffusions with Discontinuous Coefficients and Local Times. ACM Trans. Model. Comput. Simul. 32 (4) (2022)
Zhenyu Cui, Yanchu Liu, Ruodu Wang
Variance comparison between infinitesimal perturbation analysis and likelihood ratio estimators to stochastic gradient. Oper. Res. Lett. 50 (2) (2022)
Tianlin Zhang, Zhenyu Cui, Jiaxu Leng, Ying Liu
CSFQGD: Chinese Sentence Fill-in-the-blank Question Generation Dataset for Examination. CSCWD (2021)
Wensheng Yang, Jingtang Ma, Zhenyu Cui
Analysis of Markov chain approximation for Asian options and occupation-time derivatives: Greeks and convergence rates. Math. Methods Oper. Res. 93 (2) (2021)
Zhenyu Cui, Jiaxu Leng, Ying Liu, Tianlin Zhang, Pei Quan, Wei Zhao
SKNet: Detecting Rotated Ships as Keypoints in Optical Remote Sensing Images. IEEE Trans. Geosci. Remote. Sens. 59 (10) (2021)
Zhenyu Cui, Chihoon Lee, Lingjiong Zhu, Yunfan Zhu
On the optimal design of the randomized unbiased Monte Carlo estimators. Oper. Res. Lett. 49 (4) (2021)
Zhenyu Cui, J. Lars Kirkby, Duy Nguyen
A data-driven framework for consistent financial valuation and risk measurement. Eur. J. Oper. Res. 289 (1) (2021)
Svetlana Boyarchenko, Sergei Levendorskii, J. Lars Kirkby, Zhenyu Cui
SINH-acceleration for B-spline projection with Option Pricing Applications. CoRR (2021)
Zhenyu Cui, J. Lars Kirkby, Duy Nguyen
Efficient simulation of generalized SABR and stochastic local volatility models based on Markov chain approximations. Eur. J. Oper. Res. 290 (3) (2021)
Jia Wei, Zhenyu Cui, Liqing Qiu, Weinan Niu
A community-based algorithm for influence maximization on dynamic social networks. Intell. Data Anal. 24 (4) (2020)
Zhenyu Cui, Michael C. Fu, Jian-Qiang Hu, Yanchu Liu, Yijie Peng, Lingjiong Zhu
On the Variance of Single-Run Unbiased Stochastic Derivative Estimators. INFORMS J. Comput. 32 (2) (2020)
Zhenyu Cui, Michael C. Fu, Yijie Peng, Lingjiong Zhu
Optimal unbiased estimation for expected cumulative discounted cost. Eur. J. Oper. Res. 286 (2) (2020)
Ying Liu, Wei Wang, Tianlin Zhang, Zhenyu Cui
AttentionFM: Incorporating Attention Mechanism and Factorization Machine for Credit Scoring. ICDM (Workshops) (2020)
Zhenyu Cui, Ying Liu, Wei Zhao
YUN: A Fast Ground-to-air Cloud Image Recognition Framework. CSCWD (2019)
Tianlin Zhang, Ying Liu, Zhenyu Cui, Jiaxu Leng, Weihong Xie, Liang Zhang
Short-Term Traffic Congestion Forecasting Using Attention-Based Long Short-Term Memory Recurrent Neural Network. ICCS (3) (2019)
Ying Liu, Zhenyu Cui, Tianlin Zhang, Jiaxu Leng, Weihong Xie, Liang Zhang
CA-RPT: Context-Aware Road Passage Time Estimation for Urban Traffic. ICCS (5) (2019)
Zhenyu Cui, Zhiao Gao, Jiaxu Leng, Tianlin Zhang, Pei Quan, Wei Zhao
Alzheimer's Disease Diagnosis Using Enhanced Inception Network Based on Brain Magnetic Resonance Image. BIBM (2019)
Alexandru Badescu, Zhenyu Cui, Juan-Pablo Ortega
Closed-form variance swap prices under general affine GARCH models and their continuous-time limits. Ann. Oper. Res. 282 (1-2) (2019)
Zhenyu Cui, J. Lars Kirkby, Duy Nguyen
A general framework for time-changed Markov processes and applications. Eur. J. Oper. Res. 273 (2) (2019)
Wei Zhao, Renjie Lu, Zhenyu Cui, Haihua Shen
Energy Optimization of Online Tracker for Mobile Devices. CSCWD (2019)
Jiaxu Leng, Zhenyu Cui, Chao Xiang, Tianlin Zhang, Pei Quan
A Novel Neuron Connection Model Mimicking Human Beings. BIBM (2019)
Zhenyu Cui, Qi Feng, Ruimeng Hu, Bin Zou
Systemic risk and optimal fee for central clearing counterparty under partial netting. Oper. Res. Lett. 46 (3) (2018)
Zhenyu Cui, Chi-Hoon Lee, Yanchu Liu
Single-transform formulas for pricing Asian options in a general approximation framework under Markov processes. Eur. J. Oper. Res. 266 (3) (2018)
Jiaxu Leng, Ying Liu, Tianlin Zhang, Pei Quan, Zhenyu Cui
Context-Aware U-Net for Biomedical Image Segmentation. BIBM (2018)
Zhenyu Cui, J. Lars Kirkby, Duy Nguyen
A General Valuation Framework for SABR and Stochastic Local Volatility Models. SIAM J. Financial Math. 9 (2) (2018)
Jingtang Ma, Zhiqiang Zhou, Zhenyu Cui
Hybrid Laplace transform and finite difference methods for pricing American options under complex models. Comput. Math. Appl. 74 (3) (2017)
Zhenyu Cui, J. Lars Kirkby, Duy Nguyen
A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps. Eur. J. Oper. Res. 262 (1) (2017)
Zhenyu Cui
Comment on "Modeling non-monotone risk aversion using SAHARA utility functions" [J. Econ. Theory 146 (2011) 2075-2092]. J. Econ. Theory 153 (2014)
Carole Bernard, Zhenyu Cui, Martin Forde, Antoine Jacquier, Don McLeish, Aleksandar Mijatovic
Correction note for 'The large-maturity smile for the Heston model'. Finance Stochastics 17 (1) (2013)
Zhenyu Cui, Don McLeish
Comment on "Option pricing under the Merton model of the short rate" by Kung and Lee [Mathematics and Computers in Simulation 80 (2009) 378-386]. Math. Comput. Simul. 81 (1) (2010)