A fast symmetric SVD algorithm for square Hankel matrices W Xu, S Qiao Linear Algebra and its Applications 428 (2-3), 550-563, 2008 | 46 | 2008 |

A divide-and-conquer method for the Takagi factorization W Xu, S Qiao SIAM journal on matrix analysis and applications 30 (1), 142-153, 2008 | 41 | 2008 |

Moment matching machine learning methods for risk management of large variable annuity portfolios W Xu, Y Chen, C Coleman, TF Coleman Journal of Economic Dynamics and Control 87, 1-20, 2018 | 40 | 2018 |

A new sampling strategy willow tree method with application to path-dependent option pricing W Xu, Z Hong, C Qin Quantitative Finance 13 (6), 861-872, 2013 | 34 | 2013 |

Condition numbers for structured least squares problems W Xu, Y Wei, S Qiao BIT Numerical Mathematics 46, 203-225, 2006 | 33 | 2006 |

A fast SVD for multilevel block Hankel matrices with minimal memory storage L Lu, W Xu, S Qiao Numerical Algorithms 69 (4), 875-891, 2015 | 31 | 2015 |

A twisted factorization method for symmetric SVD of a complex symmetric tridiagonal matrix W Xu, S Qiao Numerical Linear Algebra with Applications 16 (10), 801-815, 2009 | 27 | 2009 |

Pricing American options by willow tree method under jump-diffusion process W Xu, Y Yin Journal of Derivatives 22 (1), 46, 2014 | 24 | 2014 |

Block Lanczos tridiagonalization of complex symmetric matrices S Qiao, G Liu, W Xu Advanced Signal Processing Algorithms, Architectures, and Implementations XV …, 2005 | 20 | 2005 |

Willow tree algorithms for pricing guaranteed minimum withdrawal benefits under jump-diffusion and CEV models B Dong, W Xu, YK Kwok Quantitative Finance 19 (10), 1741-1761, 2019 | 19 | 2019 |

Efficient willow tree method for European-style and American-style moving average barrier options pricing L Lu, W Xu, Z Qian Quantitative Finance 17 (6), 889-906, 2017 | 19 | 2017 |

Tikhonov regularization for weighted total least squares problems Y Wei, N Zhang, MK Ng, W Xu Applied mathematics letters 20 (1), 82-87, 2007 | 18 | 2007 |

Price of climate risk hedging under uncertainty A Rubtsov, W Xu, A Šević, Ž Šević Technological Forecasting and Social Change 165, 120430, 2021 | 16 | 2021 |

A preconditioned conjugate gradient algorithm for GeneRank with application to microarray data mining G Wu, W Xu, Y Zhang, Y Wei Data Mining and Knowledge Discovery 26, 27-56, 2013 | 16 | 2013 |

Fast (structured) Newton computations TF Coleman, W Xu SIAM Journal on Scientific Computing 31 (2), 1175-1191, 2009 | 16 | 2009 |

A unified willow tree framework for one-factor short-rate models G Wang, W Xu The Journal of Derivatives 25 (3), 33-54, 2018 | 15 | 2018 |

A simple and efficient two-factor willow tree method for convertible bond pricing with stochastic interest rate and default risk L Lu, W Xu The Journal of Derivatives 25 (1), 37-54, 2017 | 15 | 2017 |

Automatic Differentiation in MATLAB using ADMAT with Applications TF Coleman, W Xu Society for industrial and applied mathematics, 2016 | 14 | 2016 |

Efficient preconditioners for Newton-GMRES method with application to power flow study W Xu, W Li IEEE Transactions on Power Systems 28 (4), 4173-4180, 2013 | 14 | 2013 |

Solving nonlinear equations with the Newton–Krylov method based on automatic differentiation W Xu, TF Coleman Optimization Methods and Software 29 (1), 88-101, 2014 | 13 | 2014 |