Zhenyu Cui

1.3k total citations
127 papers, 906 citations indexed

About

Zhenyu Cui is a scholar working on Finance, Economics and Econometrics and Demography. According to data from OpenAlex, Zhenyu Cui has authored 127 papers receiving a total of 906 indexed citations (citations by other indexed papers that have themselves been cited), including 101 papers in Finance, 30 papers in Economics and Econometrics and 28 papers in Demography. Recurrent topics in Zhenyu Cui's work include Stochastic processes and financial applications (94 papers), Financial Risk and Volatility Modeling (50 papers) and Insurance, Mortality, Demography, Risk Management (28 papers). Zhenyu Cui is often cited by papers focused on Stochastic processes and financial applications (94 papers), Financial Risk and Volatility Modeling (50 papers) and Insurance, Mortality, Demography, Risk Management (28 papers). Zhenyu Cui collaborates with scholars based in United States, China and Canada. Zhenyu Cui's co-authors include Duy Nguyen, Justin Kirkby, Carole Bernard, Alexandru Badescu, Jingtang Ma, Juan‐Pablo Ortega, Yanchu Liu, Chihoon Lee, D. L. McLeish and Guanghua Lian and has published in prestigious journals such as European Journal of Operational Research, Journal of Banking & Finance and Medicine.

In The Last Decade

Zhenyu Cui

114 papers receiving 879 citations

Peers — A (Enhanced Table)

Peers by citation overlap · career bar shows stage (early→late) cites · hero ref

Name h Career Trend Papers Cites
Zhenyu Cui United States 15 770 328 213 153 53 127 906
Justin Kirkby United States 16 796 1.0× 359 1.1× 192 0.9× 151 1.0× 23 0.4× 63 895
Duy Nguyen United States 13 530 0.7× 258 0.8× 132 0.6× 102 0.7× 20 0.4× 72 715
Gianluca Fusai Italy 17 746 1.0× 164 0.5× 237 1.1× 192 1.3× 50 0.9× 61 1.0k
Phelim Boyle Canada 12 849 1.1× 305 0.9× 347 1.6× 211 1.4× 76 1.4× 30 1.1k
Akihiko Takahashi Japan 19 1.1k 1.5× 173 0.5× 264 1.2× 200 1.3× 60 1.1× 132 1.3k
Damien Lamberton France 16 914 1.2× 165 0.5× 325 1.5× 171 1.1× 59 1.1× 30 1.1k
Bruno Bouchard France 18 1.1k 1.5× 246 0.8× 454 2.1× 384 2.5× 45 0.8× 70 1.3k
Fausto Gozzi Italy 21 751 1.0× 164 0.5× 509 2.4× 123 0.8× 78 1.5× 98 1.3k
X.Y. Zhou Hong Kong 8 792 1.0× 352 1.1× 324 1.5× 536 3.5× 33 0.6× 13 1.1k
Mihail Zervos United Kingdom 17 682 0.9× 120 0.4× 490 2.3× 199 1.3× 21 0.4× 42 943

Countries citing papers authored by Zhenyu Cui

Since Specialization
Citations

This map shows the geographic impact of Zhenyu Cui's research. It shows the number of citations coming from papers published by authors working in each country. You can also color the map by specialization and compare the number of citations received by Zhenyu Cui with the expected number of citations based on a country's size and research output (numbers larger than one mean the country cites Zhenyu Cui more than expected).

Fields of papers citing papers by Zhenyu Cui

Since Specialization
Physical SciencesHealth SciencesLife SciencesSocial Sciences

This network shows the impact of papers produced by Zhenyu Cui. Nodes represent research fields, and links connect fields that are likely to share authors. Colored nodes show fields that tend to cite the papers produced by Zhenyu Cui. The network helps show where Zhenyu Cui may publish in the future.

Co-authorship network of co-authors of Zhenyu Cui

This figure shows the co-authorship network connecting the top 25 collaborators of Zhenyu Cui. A scholar is included among the top collaborators of Zhenyu Cui based on the total number of citations received by their joint publications. Widths of edges represent the number of papers authors have co-authored together. Node borders signify the number of papers an author published with Zhenyu Cui. Zhenyu Cui is excluded from the visualization to improve readability, since they are connected to all nodes in the network.

All Works

20 of 20 papers shown
1.
Cui, Zhenyu, et al.. (2025). A wireless charging system for autonomous underwater vehicles based on Ω-shaped magnetic couplers. Measurement. 256. 117861–117861. 1 indexed citations
2.
Dong, Bing, Wei Xu, & Zhenyu Cui. (2025). Joint Implied Willow Tree: An Approach for Joint S&P 500/VIX Calibration. Journal of Futures Markets. 45(6). 547–568.
3.
Chen, Shaoying, et al.. (2024). Valuation of guaranteed lifelong withdrawal benefit with the long-term care option. Insurance Mathematics and Economics. 119. 179–193. 1 indexed citations
4.
Zhang, Zhimin, et al.. (2024). Multi-block linearized alternating direction method for sparse fused Lasso modeling problems. Applied Mathematical Modelling. 137. 115694–115694. 2 indexed citations
5.
Zhang, Zhimin, et al.. (2024). A unified consensus-based parallel algorithm for high-dimensional regression with combined regularizations. Computational Statistics & Data Analysis. 203. 108081–108081. 2 indexed citations
6.
Zhang, Zhimin, et al.. (2024). Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk. Communications in Nonlinear Science and Numerical Simulation. 138. 108246–108246. 1 indexed citations
7.
Ma, Bo, et al.. (2024). GIHP: Graph convolutional neural network based interpretable pan-specific HLA-peptide binding affinity prediction. Frontiers in Genetics. 15. 1405032–1405032. 2 indexed citations
8.
Ma, Jingtang, et al.. (2024). A general valuation framework for rough stochastic local volatility models and applications. European Journal of Operational Research. 322(1). 307–324. 3 indexed citations
9.
Cui, Zhenyu, et al.. (2023). Optimal investment problem under behavioral setting: A Lagrange duality perspective. Journal of Economic Dynamics and Control. 156. 104751–104751.
10.
Cui, Zhenyu, et al.. (2023). Causal associations between serum amino acid levels and osteoarthritis: a Mendelian randomization study. Osteoarthritis and Cartilage. 31(8). 1121–1131. 4 indexed citations
11.
Cui, Zhenyu, et al.. (2022). A new representation of the risk-neutral distribution and its applications. Quantitative Finance. 22(5). 817–834. 4 indexed citations
13.
Gao, Ying, et al.. (2022). Circ_0037866 Contributes to the Tumorigenesis of Renal Cell Carcinoma by Sequestering miR-384 to Elevate Chromobox 5 Expression. Kidney & Blood Pressure Research. 47(5). 329–340. 2 indexed citations
14.
Su, Qi, Zhenyu Cui, Zhihui Zhang, et al.. (2020). Whole‐genome analysis of an emerging recombinant avian leukosis virus in yellow chickens, south China. Transboundary and Emerging Diseases. 67(5). 2254–2258. 9 indexed citations
15.
Badescu, Alexandru, Zhenyu Cui, & Juan‐Pablo Ortega. (2018). Closed-form variance swap prices under general affine GARCH models and their continuous-time limits. Annals of Operations Research. 282(1-2). 27–57. 25 indexed citations
16.
Cui, Zhenyu, Justin Kirkby, & Duy Nguyen. (2018). A General Framework for Time-Changed Markov Processes and Applications. SSRN Electronic Journal. 1 indexed citations
17.
Cui, Zhenyu, et al.. (2018). Systemic risk and optimal fee for central clearing counterparty under partial netting. Operations Research Letters. 46(3). 306–311. 1 indexed citations
18.
Cui, Zhenyu, Justin Kirkby, & Duy Nguyen. (2017). A general framework for discretely sampled realized variance derivatives in stochastic volatility models with jumps. European Journal of Operational Research. 262(1). 381–400. 84 indexed citations
19.
Ma, Jingtang, Zhou Zhi-qiang, & Zhenyu Cui. (2017). Hybrid Laplace transform and finite difference methods for pricing American options under complex models. Computers & Mathematics with Applications. 74(3). 369–384. 9 indexed citations
20.
Badescu, Alexandru, Zhenyu Cui, & Juan‐Pablo Ortega. (2015). Non-Affine GARCH Option Pricing Models, Variance Dependent Kernels, and Diffusion Limits. SSRN Electronic Journal. 3 indexed citations

Rankless uses publication and citation data sourced from OpenAlex, an open and comprehensive bibliographic database. While OpenAlex provides broad and valuable coverage of the global research landscape, it—like all bibliographic datasets—has inherent limitations. These include incomplete records, variations in author disambiguation, differences in journal indexing, and delays in data updates. As a result, some metrics and network relationships displayed in Rankless may not fully capture the entirety of a scholar's output or impact.

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