| 2025 | WSC | Enhanced Derivative-Free Optimization Using Adaptive Correlation-Induced Finite Difference Estimators. | Guo Liang, Guangwu Liu, Kun Zhang |
| 2025 | WSC | Regular Tree Search for Simulation Optimization. | Du-Yi Wang, Guo Liang, Guangwu Liu, Kun Zhang |
| 2025 | WSC | Constructing Confidence Intervals for Value-at-Risk via Nested Simulation. | Qianwen Zhu, Guangwu Liu, Xianyu Kuang |
| 2024 | WSC | Nested Simulation for Value-at-Risk with Precision Tolerance. | Xianyu Kuang, Guangwu Liu, Qianwen Zhu |
| 2024 | WSC | An Efficient Finite-Difference Approximation. | Guo Liang, Guangwu Liu, Kun Zhang |
| 2024 | WSC | A Tutorial on Nested Simulation. | Guangwu Liu, Kun Zhang |
| 2023 | WSC | Mean-Variance Portfolio Optimization with Nonlinear Derivative Securities. | Shiyu Wang, Guowei Cai, Peiwen Yu, Guangwu Liu, Jun Luo |
| 2023 | WSC | Input Uncertainty Quantification Via Simulation Bootstrapping. | Manjing Zhang, Yulin He, Guangwu Liu, Shan Dai |
| 2022 | WSC | Portfolio Risk Measurement via Stochastic Mesh with Average Weight. | Ben Feng, Guangwu Liu, Kun Zhang |
| 2019 | WSC | An Upper Confidence Bound Approach to Estimating Coherent Risk Measures. | Guangwu Liu, Wen Shi, Kun Zhang |
| 2017 | WSC | A misspecification test for simulation metamodels. | Shiyu Wang, Guangwu Liu, Kun Zhang |
| 2017 | WSC | Portfolio risk measurement via stochastic mesh. | Kun Zhang, Guangwu Liu, Shiyu Wang |
| 2013 | WSC | A nonparametric method for pricing and hedging American options. | Guiyun Feng, Guangwu Liu, Lihua Sun |
| 2011 | WSC | Monte Carlo estimation of value-at-risk, conditional value-at-risk and their sensitivities. | L. Jeff Hong, Guangwu Liu |
| 2011 | WSC | A reflection-based variance reduction technique for sum of random variables. | Guangwu Liu |
| 2010 | WSC | Importance sampling for risk contributions of credit portfolios. | Guangwu Liu |
| 2008 | WSC | Revisit of stochastic mesh method for pricing American options. | Guangwu Liu, L. Jeff Hong |
| 2007 | LATA | State Complexity of Basic Operations Combined with Reversal. | Guangwu Liu, Carlos Martn-Vide, Arto Salomaa, Sheng Yu |
| 2007 | WSC | Kernel estimation for quantile sensitivities. | Guangwu Liu, L. Jeff Hong |