| Improving value-at-risk prediction under model uncertainty S Peng, S Yang, J Yao Journal of Financial Econometrics 21 (1), 228-259, 2023 | 46 | 2023 |
| A stochastic recursive optimal control problem under the G-expectation framework M Hu, S Ji, S Yang Applied Mathematics & Optimization 70 (2), 253-278, 2014 | 32 | 2014 |
| 量化分析宏观金融风险的非线性演变速度与机制 宫晓琳， 杨淑振 金融研究, 99-111, 2013 | 9 | 2013 |
| Classical solutions of path-dependent PDEs and functional forward-backward stochastic systems S Ji, S Yang Mathematical Problems in Engineering 2013, 2013 | 9 | 2013 |
| Distributional Uncertainty of the Financial Time Series Measured by -Expectation S Peng, S Yang Theory of Probability & Its Applications 66 (4), 729-741, 2022 | 8 | 2022 |
| The necessary and sufficient conditions for stochastic differential systems with multi-time state cost functional S Yang Systems & Control Letters 114, 11-18, 2018 | 7 | 2018 |
| The maximum principle for stochastic differential systems with general cost functional S Yang Systems & Control Letters 90, 1-6, 2016 | 7 | 2016 |
| Sublinear expectation linear regression L Lin, Y Shi, X Wang, S Yang arXiv preprint arXiv:1304.3559, 2013 | 7 | 2013 |
| On an optimal extraction problem with regime switching G Ferrari, S Yang Advances in Applied Probability 50 (3), 671-705, 2018 | 6 | 2018 |
| Effects of environmental temperature and age on the elastic modulus of concrete S Yang Structural Engineering and Mechanics, An Int'l Journal 72 (6), 737-746, 2019 | 5 | 2019 |
| Long-term development of compressive strength and elastic modulus of concrete S Yang, B Liu, M Yang, Y Li Structural engineering and mechanics: An international journal 66 (2), 263-271, 2018 | 5 | 2018 |
| Path‐dependent Hamilton–Jacobi–Bellman equations related to controlled stochastic functional differential systems S Ji, L Wang, S Yang Optimal Control Applications and Methods 36 (1), 109-120, 2015 | 5 | 2015 |
| Imbalanced binary classification under distribution uncertainty X Ji, S Peng, S Yang Information Sciences 621, 156-171, 2023 | 4 | 2023 |
| Maximum principle for forward–backward SDEs with a general cost functional Q Gao, S Yang International journal of control 90 (8), 1597-1603, 2017 | 4 | 2017 |
| A note on functional derivatives on continuous paths S Ji, S Yang Statistics & Probability Letters 106, 176-183, 2015 | 4 | 2015 |
| Parallel algorithm for BSDEs based high dimensional American option pricing on the GPU Y Peng, H Liu, S Yang, B Gong Journal of Computational Information Systems 10 (2), 763-771, 2014 | 4 | 2014 |
| A varying terminal time mean–variance model S Yang Systems & Control Letters 162, 105184, 2022 | 3 | 2022 |
| A varying terminal time structure for stochastic optimal control under constrained condition S Yang International Journal of Robust and Nonlinear Control 30 (13), 5181-5204, 2020 | 3 | 2020 |
| Bellman type strategy for the continuous time mean-variance model S Yang arXiv preprint arXiv:2005.01904, 2020 | 3 | 2020 |
| The deterministic maximum principle for differential systems with a general cost functional S Yang Optimal Control Applications and Methods 38 (4), 498-505, 2017 | 3 | 2017 |
