1. Teng, Y. Li, Y.*. Wu,X.(2024),Exploring the Mechanism of Path-Creating Strategy for Latecomers: A Combined Approach of Econometrics and Causal Machine Learning.Humanities and Social Sciences Communications.(SSCI,JCR一区,中科院二区,Naure子刊)
2. Teng, Y. Zheng, J *. Li, Y. Wu, D (2023), Optimizing digital transformation paths for industrial clusters: Insights from a simulation. Technological Forecasting and Social Change, Volume 200,123170(SSCI, JCR一区,中科院一区,ABS三星,五年影响因子 12)
3. Li, Y., Teng, Y*(2023), Statistical inference in discretely observed fractional Ornstein–Uhlenbeck processes, Chaos, Solitons & Fractals, Volume 177, 11402, https://doi.org/10.1016/j.chaos.2023.114203. (SCI, JCR一区,中科院一区,五年影响因子6.4)
4. Li, Y., Teng, Y*., Wu, D. and Wu, X. (2023), "From lagging behind to going beyond: windows of opportunity and latecomers' catch-up strategies", European Journal of Innovation Management, Vol. ahead-of-print No. ahead-of-print. (SSCI,JCR 二区,ABS一星,五年影响因子5.5)
5. Li, Y. & Teng, Y*(2023). Fama-French five-factor model with Hurst exponent compared with machine learning. Mathematic,2023.11,2988.(SCI, JCR 一区)
6. Teng, Y., Li, Y*., & Wu, X. (2022). Option Volatility Investment Strategy: The Combination of Neural Network and Classical Volatility Prediction Model. Discrete Dynamics in Nature and Society, 2022.(SCI, JCR三区)
7. Li, Y., & Teng, Y*. (2022). Estimation of the Hurst Parameter in Spot Volatility. Mathematics, 10(10), 1619.( SCI,JCR 一区)
8. Li, Y., Teng, Y., Shi, W., & Sun, L. (2021). Is the Long Memory Factor Important for Extending the Fama and French Five-Factor Model: Evidence from China. Mathematical Problems in Engineering, 2021. (SCI, JCR 四区)
9. Li, Y., Wu, X. & Teng, Y. (2020, August). Evolutionarily stable strategy analysis of Quantitative investment strategy. In Journal of Physics: Conference Series (Vol. 1616, No. 1, p. 012103). IOP Publishing. (EI)
10. Teng, Y., Wu, X., & Li, Y. (2020, September). Content analysis and topic correlation of financial news related to big data concept. In Journal of Physics: Conference Series (Vol. 1634, No. 1, p. 012062). IOP Publishing. (EI)