Research

Publications

• Wang, G., Wei, X., Yu, B., & Xu, L. (2020). An efficient proximal block coordinate homotopy method for large-scale sparse least squares problems. SIAM Journal on Scientific Computing, 42(1), A395-A423.

• Wei, X., Gotoh, J. Y., & Uryasev, S. (2018). Peer-to-peer lending: classification in the loan application process. Risks, 6(4), 129. Data and code files are available at https://www.ise.ufl.edu/uryasev/research/testproblems/financial_engineering/%20classification-in-loan-application-process%20/

Working Papers

• AI Patent Classification: A Two-stage Method (with Arun Rai and Yusen Xia)

• Peng, L., Wei, X., & Yao, V. (2022). Statistical Analysis of Home-Sharing Effect. Available at SSRN 4034848.